Comparison of multi-objective evolutionary algorithms in optimizing combinations of reinsurance contracts

摘要

Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two state-of-the-art MOEAs are used to perform an optimization of yet unresolved problem instances. In addition to that, we focus on finding a dense set of solutions to derive analogies to theoretic results of easier problem instances.