Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management

Guillermo Franco. Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-7, IEEE, 2012. [doi]

Abstract

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