UAB Digital Repository of Documents 2 records found  Search took 0.00 seconds. 
1.
34 p, 230.1 KB An Analysis of black-box optimization problems in reinsurance : evolutionary-based approaches / Salcedo-Sanz, Sancho ; Carro Calvo, L. ; Claramunt Bielsa, M. Mercè, 1964- ; Castañer, Anna ; Mármol, Maite ; Xarxa de Referència en Economia Aplicada (XREAP)
Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2013 (XREAP ; 2013-04)  
2.
14 p, 126.3 KB On the probability of reaching a barrier in an Erlang(2) risk process / Claramunt Bielsa, M. Mercè 1964- (Universitat de Barcelona) ; Mármol, Maite (Universitat de Barcelona) ; Lacayo, Ramon A. (Universitat Autònoma de Barcelona)
In this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interoccurrence times of Erlangian type. [...]
2005
SORT : statistics and operations research transactions, Vol. 29, Núm. 2 (July-December 2005) , p. 235-248  

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