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An insurance and investment portfolio model using chance constrained programming

โœ Scribed by S.X. Li

Book ID
113322899
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
669 KB
Volume
23
Category
Article
ISSN
0305-0483

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## Abstract Two major approaches to deal with randomness or ambiguity involved in mathematical programming problems have been developed. They are stochastic programming approaches and fuzzy programming approaches. In this paper, we focus on multiobjective linear programming problems with random var