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Optimal claims with fixed payoff structure - MaRDI portal

Optimal claims with fixed payoff structure (Q5245622)

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scientific article; zbMATH DE number 6424994
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English
Optimal claims with fixed payoff structure
scientific article; zbMATH DE number 6424994

    Statements

    title
    Optimal claims with fixed payoff structure (English)
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    author
    Carole Bernard
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    Ludger Rüschendorf
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    Steven Vanduffel
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    publication date
    14 April 2015
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    zbMATH Keywords
    cost-efficient payoff
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    optimal portfolio
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    state-dependent utility
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    cites work
    Q4892362
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    Q4890894
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    Q2999794
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    Q2892811
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    Identifiers

    zbMATH DE Number
    6424994
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    OpenAlex ID
    W2073388638
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