Two essays on the applications of simulation optimization to the asset allocations of a property-casualty insurer
博士 === 國立政治大學 === 資訊管理研究所 === 97 === Proper asset allocations are vital for property‐casualty insurers to be competitive and remain solvent. However, popular mean‐variance analysis is limited while dynamic control theory is difficult to implement. We thus propose to apply simulation optimizations su...
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| Format: | Others |
| Language: | en_US |
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2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83384443415028638764 |