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Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie

A chance-constrained program in risk theory

  • Leserforum
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Blätter der DGVFM

Summary

The problem of how to choose the quotas of the quota-share treaties is considered for a more special situation. A solution is given via stochastic optimization.

Zusammenfassung

Das Problem der Wahl der Quoten von Quoten-VertrÄgen wird betrachtet für eine speziellere Situation. Eine Lösung wird gegeben via stochastischer Optimierung.

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References

  • Collatz, L. und Wetterling, W. (1971): Optimierungsaufgaben. Springer Verlag.

  • Kall, P. and Wallace, S. W. (1994): Stochastic programming. John Wiley and Sons.

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Author information

Authors and Affiliations

  1. Hamburg

    Erhard Kremer

Authors
  1. Erhard Kremer
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Kremer, E. Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie. Blätter DGVFM 24, 437–439 (1999). https://doi.org/10.1007/BF02808341

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  • DOI: https://doi.org/10.1007/BF02808341

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