In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...

This program is offered by the Department of Management Science and Information Systems (MSIS). It is the continuation of the previous concentration in Management Science and the program of Operations ...

Research areas: Healthcare optimization under uncertainty, Large-scale optimization, stochastic programming, decomposition-based integer programming algorithms (Benders decomposition, Lagrangian ...