Portfolio Optimization Models for Property-Liability Insurance Companies: An Analysis and Some Extensions

B-Tier

Journal: Management Science

Year: 1981

Volume: 27

Issue: 4

Pages: 414-430

Authors (2)

J. David Cummins (Temple University) David J. Nye (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count