Pages that link to "Item:Q2288904"
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The following pages link to Portfolio optimization under Solvency II (Q2288904):
Displaying 12 items.
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (Q2044823) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees (Q2677936) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- Optimal portfolios with sustainable assets: aspects for life insurers (Q6173884) (← links)
- Black-Scholes approximation of warrant prices: slight return in a low interest rate environment (Q6547038) (← links)