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    An insurance and investment portfolio model using chance constrained programming by Li, S.X.

    ISSN: 0305-0483, 1873-5274
    Published: Exeter Elsevier Ltd 01.10.1995
    Published in Omega (Oxford) (01.10.1995)
    “…An insurance and investment portfolio model is here formulated in terms of the ‘P-Models’ of Chance Constrained Programming, which is then related to the…”
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    Journal Article