Optimal investment strategies for participating contracts (Q1681198): Difference between revisions

From MaRDI portal
m rollbackEdits.php mass rollback
Tag: Rollback
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.02.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2586559039 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance regularity: a new class of executive compensation packages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset and liability modelling for participating policies with guarantees / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex duality in constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: PROFIT SHARING IN HEDGE FUNDS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Optimization and Performance Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intertemporal surplus management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fair valuation of participating policies with surrender options and regime switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance / rank
 
Normal rank

Latest revision as of 18:15, 14 July 2024

scientific article
Language Label Description Also known as
English
Optimal investment strategies for participating contracts
scientific article

    Statements

    Optimal investment strategies for participating contracts (English)
    0 references
    0 references
    0 references
    0 references
    23 November 2017
    0 references
    participating contract
    0 references
    utility maximization
    0 references
    martingale and dual approach
    0 references
    concavification technique
    0 references
    stochastic control
    0 references

    Identifiers