Ingo Oesterreicher
ABSTRACT
Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two state-of-the-art MOEAs are used to perform an optimization of yet unresolved problem instances. In addition to that, we focus on finding a dense set of solutions to derive analogies to theoretic results of easier problem instances.
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- K. Deb, M. Mohan, and S. Mishra. A fast multi-objective evolutionary algorithm for finding well-spread pareto-optimal solutions. Technical Report 2003002, Indian Institute of Technology, (KanGAL), 2003.Google Scholar
- I. Oesterreicher, A. Mitschele, F. Schlottmann, and D. Seese. Comparison of Multi-Objective Evolutionary Algorithms in Optimizing Combinations of Reinsurance Contracts. University of Karlsruhe, Institute AIFB, www.aifb.uni-karlsruhe.de/CoM/publications/GECCO2006.pdf.Google ScholarDigital Library
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Index Terms
- Comparison of multi-objective evolutionary algorithms in optimizing combinations of reinsurance contracts
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