Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434): Difference between revisions

@@ Property / author @@
-Guo-jing Wang
@@ Property / author: Guo-jing Wang / rank @@
-Normal rank
@@ Property / author @@
+Guo-jing Wang
@@ Property / author: Guo-jing Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2019.1589518
+Normal rank
@@ Property / OpenAlex ID @@
+W2979567681
@@ Property / OpenAlex ID: W2979567681 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Optimal investment strategies in the presence of a minimum guarantee.
+Normal rank
@@ Property / cites work @@
+Fair Valuation of Life Insurance Contracts Under a Correlated Jump Diffusion Model
+Normal rank
@@ Property / cites work @@
+PROFIT SHARING IN HEDGE FUNDS
@@ Property / cites work: PROFIT SHARING IN HEDGE FUNDS / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+Q3760262
@@ Property / cites work: Q3760262 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment strategies for participating contracts
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+Utility maximization with a given pricing measure when the utility is not necessarily concave
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / Wikidata QID @@
+Q128176578
@@ Property / Wikidata QID: Q128176578 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5077434