Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.

Staino A, Russo E, Costabile M, Leccadito A

DOI: 10.1007/s10287-023-00439-1
Published: 2023
Container: Computational management science
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1007/s10287-023-00439-1,
  title = {Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.},
  author = {Staino A and Russo E and Costabile M and Leccadito A},
  year = {2023},
  journal = {Computational management science},
  doi = {10.1007/s10287-023-00439-1},
  url = {https://doi.org/10.1007/s10287-023-00439-1}
}

RIS

TY  - JOUR
TI  - Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.
AU  - Staino A
AU  - Russo E
AU  - Costabile M
AU  - Leccadito A
PY  - 2023
JO  - Computational management science
DO  - 10.1007/s10287-023-00439-1
UR  - https://doi.org/10.1007/s10287-023-00439-1
ER  -

APA

A, S., E, R., M, C., & A, L. (2023). Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.. Computational management science. https://doi.org/10.1007/s10287-023-00439-1

Source records

pubmed · retrieved 2026-09-26T01:23:08.919Z