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Article: Robust and Pareto optimality of insurance contracts
Title | Robust and Pareto optimality of insurance contracts |
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Authors | |
Keywords | Linear programming Risk measure Robust optimisation Robust/Pareto optimal insurance Uncertainty modelling |
Issue Date | 2017 |
Publisher | Elsevier 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? |
Persistent Identifier | http://hdl.handle.net/10722/248567 |
ISSN | 2023 Impact Factor: 6.0 2023 SCImago Journal Rankings: 2.321 |
SSRN | |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Asimit, AV | - |
dc.contributor.author | Bignozzi, V | - |
dc.contributor.author | Cheung, KC | - |
dc.contributor.author | Hu, J | - |
dc.contributor.author | Kim, E | - |
dc.date.accessioned | 2017-10-18T08:45:11Z | - |
dc.date.available | 2017-10-18T08:45:11Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | European Journal of Operational Research, 2017, v. 262 n. 2, p. 720-732 | - |
dc.identifier.issn | 0377-2217 | - |
dc.identifier.uri | http://hdl.handle.net/10722/248567 | - |
dc.language | eng | - |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ejor | - |
dc.relation.ispartof | European Journal of Operational Research | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Linear programming | - |
dc.subject | Risk measure | - |
dc.subject | Robust optimisation | - |
dc.subject | Robust/Pareto optimal insurance | - |
dc.subject | Uncertainty modelling | - |
dc.title | Robust and Pareto optimality of insurance contracts | - |
dc.type | Article | - |
dc.identifier.email | Cheung, KC: kccg@hku.hk | - |
dc.identifier.authority | Cheung, KC=rp00677 | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1016/j.ejor.2017.04.029 | - |
dc.identifier.scopus | eid_2-s2.0-85018773725 | - |
dc.identifier.hkuros | 280190 | - |
dc.identifier.volume | 262 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 720 | - |
dc.identifier.epage | 732 | - |
dc.identifier.isi | WOS:000403525300026 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.ssrn | 2834079 | - |
dc.identifier.issnl | 0377-2217 | - |