Omega ratio optimization with actuarial and financial applications (Q2030584)
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scientific article; zbMATH DE number 7356072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Omega ratio optimization with actuarial and financial applications |
scientific article; zbMATH DE number 7356072 |
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Omega ratio optimization with actuarial and financial applications (English)
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7 June 2021
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finance
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omega ratio
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optimality conditions
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unbounded financial problems
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optimal reinsurance
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