Optimal investment strategies for participating contracts (Q1681198): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 17:43, 21 March 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
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
