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Possiblistic Modeling for Loss Distribution and Premium Calculation
distributions [Guo and Huang (1996), Inuiguchi and Tanino (2000), Verchera, Bermúdeza and Segurab (2007)]. Some ... triangular possibility distribution X ( , , )l r LRm s sπ = has possibility function Definition ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
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Capital Allocation by Possibilistic Linear Programming Approach
acknowledged 463 1. Models Consider N asset classes, S~, $2 ...... SN. the problem is to determine allocation ... portfolio is N ,~' ?,' ~ ~ ~ ;~~~'112~ ~ (~ t~u ¢ ] t-] g [ Allocation weights-t l, -~e . . .- 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