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"Applying simulation optimization to the asset allocation of a ..."

Tzu-Yi Yu, Chenghsien Tsai, Hsiao-Tzu Huang (2010)

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DOI: 10.1016/J.EJOR.2010.04.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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Tzu-Yi Yu, Chenghsien Tsai, Hsiao-Tzu Huang:
Applying simulation optimization to the asset allocation of a property-casualty insurer. Eur. J. Oper. Res. 207(1): 499-507 (2010)

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