Pages that link to "Item:Q5382669"
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The following pages link to Capital requirements and optimal investment with solvency probability constraints (Q5382669):
Displaying 16 items.
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- Necessary conditions for the CAPM (Q1357429) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← 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)
- Capital allocation and RORAC optimization under Solvency 2 standard formula (Q2241088) (← links)
- Portfolio optimization under Solvency II (Q2288904) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Capital and asset allocation (Q2801357) (← links)
- ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
- Some mathematical aspects of price optimisation (Q4583609) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)
- On the surplus management of funds with assets and liabilities in presence of solvency requirements (Q6098034) (← links)
- Optimal portfolios with sustainable assets: aspects for life insurers (Q6173884) (← links)
