A Satisficing Chance Constrained Model in the Portfolio Selection of Insurance Lines and Investments
本文提出了一个满意机会约束模型，用于保险公司在业务和投资之间进行组合选择，帮助决策者在不确定环境下平衡风险与收益。
Susan X. Li, A Satisficing Chance Constrained Model in the Portfolio Selection of Insurance Lines and Investments, The Journal of the Operational Research Society, Vol. 46, No. 9 (Sep., 1995), pp. 1111-1120