Pages that link to "Item:Q5222157"
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The following pages link to Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157):
Displaying 16 items.
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Optimal investment with a value-at-risk constraint (Q2450805) (← links)
- Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
