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Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Woodman, George, Andrist, Ruben S., Häner, Thomas, Steiger, Damian S., Schuetz, Martin J. A., Katzgraber, Helmut G., Detyniecki, Marcin
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control Computational Finance Quantum Physics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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