Optimisation of asset allocation and reinsurance strategy by the mean of a genetic algorithm : NSGA-II

Echchelh, Mehdi (2019) Optimisation of asset allocation and reinsurance strategy by the mean of a genetic algorithm : NSGA-II. In: Proceedings of the Third International Conference on Computing and Wireless Communication Systems, ICCWCS 2019, April 24-25, 2019, Faculty of Sciences, Ibn Tofaïl University -Kénitra- Morocco.

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Abstract

The management of insurance companies is a complex problem in which
several indicators intervene and for which the interactions between these indicators and
the management levers (reinsurance strategy, asset allocation, etc.) are not simple. We
apply one of the most popular multi-objective optimizat

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 12:08
Last Modified: 17 Apr 2026 14:28
URI: http://eprints.eai.eu/id/eprint/22932

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