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An insurance and investment portfolio model using chance constrained programming
ISSN: 0305-0483, 1873-5274Published: Exeter Elsevier Ltd 01.10.1995Published 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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