Uncertain Portfolio Selection for Insurer

摘要：

This paper discusses the uncertain portfolio selection problem for the insurer. A new model is proposed assuming that the return rates of risky securities are uncertain variables. Then the crisp forms of the model are given. Finally, each result of two numerical examples shows the application of the model.

关键词： portfolio selection insurance company uncertain variable uncertain programming

作者: Xiaoxia Huang Chen Yao

作者单位: School of Economics and Management University of Science and Technology Beijing Beijing, China School of Economics and Management University of Science and Technology Beijing Beijing, China

会议类型: 国际会议

会议名称: 2011 Eighth International Conference on Fuzzy System and Knowledge Discovery(第八届模糊系统与知识发现国际会议 FSKD 2011)

会议地点: 上海

会议语种:英文

页码: 786-790

在线出版日期: 2011-07-26（万方平台首次上网日期，不代表论文的发表时间）