Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
type: Item
instance of: scholarly article
title: Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
zbMATH Open document ID: 1403.91190
author: Y. Aharonov
published in: European Journal of Operational Research
publication date: 2018-12-06T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6989935
zbMATH Keywords: logarithmic utility
MaRDI profile type: Publication
full work available at URL: j.ejor.2018.09.002
OpenAlex ID: W2891929261
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Wikidata QID: Q129250761
DOI: 10.1016/J.EJOR.2018.09.002
description: scientific article; zbMATH DE number 6989935