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Article: Robust and Pareto optimality of insurance contracts

TitleRobust and Pareto optimality of insurance contracts
Authors
Asimit, AVBignozzi, VCheung, KCHu, JKim, E
KeywordsLinear programming
Risk measure
Robust optimisation
Robust/Pareto optimal insurance
Uncertainty modelling
Issue Date2017
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ejor
Citation
European Journal of Operational Research, 2017, v. 262 n. 2, p. 720-732 How to Cite?
DOI: http://dx.doi.org/10.1016/j.ejor.2017.04.029
Persistent Identifierhttp://hdl.handle.net/10722/248567
ISSN
0377-2217
2021 Impact Factor: 6.363
2020 SCImago Journal Rankings: 2.161
SSRN
2834079
ISI Accession Number ID
WOS:000403525300026

 

DC FieldValueLanguage
dc.contributor.authorAsimit, AV-
dc.contributor.authorBignozzi, V-
dc.contributor.authorCheung, KC-
dc.contributor.authorHu, J-
dc.contributor.authorKim, E-
dc.date.accessioned2017-10-18T08:45:11Z-
dc.date.available2017-10-18T08:45:11Z-
dc.date.issued2017-
dc.identifier.citationEuropean Journal of Operational Research, 2017, v. 262 n. 2, p. 720-732-
dc.identifier.issn0377-2217-
dc.identifier.urihttp://hdl.handle.net/10722/248567-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ejor-
dc.relation.ispartofEuropean Journal of Operational Research-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectLinear programming-
dc.subjectRisk measure-
dc.subjectRobust optimisation-
dc.subjectRobust/Pareto optimal insurance-
dc.subjectUncertainty modelling-
dc.titleRobust and Pareto optimality of insurance contracts-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1016/j.ejor.2017.04.029-
dc.identifier.scopuseid_2-s2.0-85018773725-
dc.identifier.hkuros280190-
dc.identifier.volume262-
dc.identifier.issue2-
dc.identifier.spage720-
dc.identifier.epage732-
dc.identifier.isiWOS:000403525300026-
dc.publisher.placeNetherlands-
dc.identifier.ssrn2834079-
dc.identifier.issnl0377-2217-

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