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Capital Allocation by Possibilistic Linear Programming Approach
mean-variance method does not take skewness of the random rate of return into consideration. It only considers ... acceptable rate of return, which limited the probability of obtaining higher rate of return. If the skewness ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Possiblistic Modeling for Loss Distribution and Premium Calculation
This paper uses the possibility distribution approach, or fuzzy logic, to estimate the insurance loss ... special class of parametric possibility distributions is used to model insurance loss variables. The parameters ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving