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Sample average approximation for portfolio optimization under CVaR constraint in a (re)insurance context

Crossref DOI link: https://doi.org/10.1007/s10589-026-00767-3

Published Online: 2026-02-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Lelong, Jérôme

Maume-Deschamps, Véronique

Thevenot, William https://orcid.org/0009-0003-4154-862X
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Text and Data Mining valid from 2026-02-05

Version of Record valid from 2026-02-05
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Article History

Received: 15 May 2025

Accepted: 14 January 2026

First Online: 5 February 2026