Yuri M. Ermoliev, Tatiana Ermolieva, Gordon J. MacDonald, Vladimir I. Norkin. Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks. Annals OR, 99(1-4):207-225, 2000. [doi]
@article{ErmolievEMN00,
title = {Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks},
author = {Yuri M. Ermoliev and Tatiana Ermolieva and Gordon J. MacDonald and Vladimir I. Norkin},
year = {2000},
doi = {10.1023/A%3A1019244405392},
url = {http://dx.doi.org/10.1023/A%3A1019244405392},
researchr = {https://researchr.org/publication/ErmolievEMN00},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {99},
number = {1-4},
pages = {207-225},
}