عنوان فارسی مقاله: |
مدلهای میانگین ریسک چند هدفه برای بهینه سازی در بخش امور مالی و بیمه |
عنوان انگلیسی مقاله: |
Multiobjective Mean-Risk Models for Optimization in Finance and Insurance |
چکیده
1. مقدمه
2. مدلهای میانگین ریسک
3. مفاهیم کلی مدلهای میانگین ریسک
4. شیوه بهینه سازی دو مرحله ای
1. 4. مدل میانگین- VaR با ارزش شرطی در معرض ریسک کمینه
2. 4 مدل میانگین- CVaR با ارزش در معرض ریسک کمینه
5. نتایج
کلمات کلیدی :
Multiobjective Mean-Risk Models for Optimization in Finance and ...citeweb.info/20151547243{{cite web | title=Multiobjective Mean-Risk Models for Optimization in Finance and Insurance | year=2015 | url=http://citeweb.info/20151547243 ...Optimization for portfolio and risk management in insurance and financewww.iot.ntnu.no/users/alexeig/4317/Portfolio selection and risk management in finance and insurance using ... Simplest Excel implementation of mean-variance model using only Excel functions.[PDF]Multi-Objective Stochastic Optimization Programs for a Non-Life ...www.mdpi.com/2227-9091/3/3/390/pdfby M Kaucic - 2015 - Cited by 1 - Related articlesSep 15, 2015 - The optimization is performed by integrating a simulation model into a ... standard insurance and financial reward-to-risk portfolio performance ...Optimization Models for Insurance Portfolio - Journal Repositorywww.journalrepository.org/media/journals/.../1319537812-Oyatoye_2011BJME535.pdfby EO Oyatoye - Cited by 4 - Related articlesOct 4, 2011 - risk. Keywords: Optimization models; insurance portfolio optimization; ... developed for dealing with problems in economics and finance.[PDF]PORTFOLIO OPTIMIZATIONhttps://www.casact.org/library/astin/vol30no1/195.pdfconsists of a portfolio of insurance risks and of a portfolio of financial risks. Our model allows for a silnultaneous optimization of both portfolios of risks. A theorem ...[PDF]Optimization applications in finance, securities, banking and insuranceresources.idgenterprise.com/original/AST-0060941_ibm_optimizationapps.pdfpanies in the financial sector to revisit their risk manage- ment policies and the underlying analytical models that support them. Mathematical models remain at ...Optimization in Quantitative Finance and Risk Management - PRMIAwww.prmia.org/civicrm/event/info?reset=1&id=6080This is an opportunity to meet professionals from quantitative investing, risk management, finance and insurance in one room and to discuss careers and latest ...