Abstract
Quadratic programming means maximizing or minimizing a quadratic function of one or more variables subject to linear restrictions i.e. linear equations and/or inequalities. Among tile numerous insurance problems which can be formulated as quadratic programs we shall only discuss four, namely the Credibility, Retention, on, IBNR and the Cost Distribution problems.
Volume
7:3
Page
311-322
Year
1974
Categories
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Financial and Statistical Methods
Credibility
Publications
ASTIN Bulletin
