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Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; Mercuri, Lorenzo Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. (English) Zbl 1483.91183 Comput. Manag. Sci. 15, No. 3-4, 599-632 (2018). MSC: 91G05 90C15 90C39 PDF BibTeX XML Cite \textit{G. Consigli} et al., Comput. Manag. Sci. 15, No. 3--4, 599--632 (2018; Zbl 1483.91183) Full Text: DOI Link OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria Computational framework for longevity risk management. (English) Zbl 1296.91151 Comput. Manag. Sci. 11, No. 1-2, 111-137 (2014). MSC: 91B30 91D20 62P05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Comput. Manag. Sci. 11, No. 1--2, 111--137 (2014; Zbl 1296.91151) Full Text: DOI Link OpenURL
Huang, Pu; Subramanian, Dharmashankar Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints. (English) Zbl 1282.90112 Comput. Manag. Sci. 9, No. 4, 441-458 (2012). MSC: 90C15 91G10 PDF BibTeX XML Cite \textit{P. Huang} and \textit{D. Subramanian}, Comput. Manag. Sci. 9, No. 4, 441--458 (2012; Zbl 1282.90112) Full Text: DOI Link OpenURL