Pages that link to "Item:Q5077434"
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The following pages link to Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434):
Displaying 6 items.
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Parameter estimation for Vasicek model driven by a general Gaussian noise (Q6106256) (← links)
- Optimal investment based on relative performance and weighted utility (Q6576555) (← links)