Worst-case scenario investment for insurers (Q2483943): Difference between revisions
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Revision as of 07:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-case scenario investment for insurers |
scientific article |
Statements
Worst-case scenario investment for insurers (English)
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1 August 2005
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Optimal portfolios
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Crash modelling
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Exponential utility
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