Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532)
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scientific article; zbMATH DE number 6989935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained non-concave utility maximization: an application to life insurance contracts with guarantees |
scientific article; zbMATH DE number 6989935 |
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Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (English)
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6 December 2018
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logarithmic utility
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