Optimal investment under VaR-regulation and minimum insurance (Q1742722)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment under VaR-regulation and minimum insurance |
scientific article; zbMATH DE number 6858914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under VaR-regulation and minimum insurance |
scientific article; zbMATH DE number 6858914 |
Statements
Optimal investment under VaR-regulation and minimum insurance (English)
0 references
12 April 2018
0 references
value at risk
0 references
optimal portfolio
0 references
portfolio insurance
0 references
risk management
0 references
solvency II regulation
0 references
0 references
0 references
0 references
0 references
