The main objective of work package 4 is to develop novel efficient and adaptive algorithms for nonlocal methods exploiting the characterisation of the nonlocal operators and their theoretical ...
Modern optimization theory, algorithms, and applications in process engineering. Topics include the fundamentals of linear programming, integer programming, nonlinear programming, mixed-integer ...
In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...
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