Optimal investment strategies for participating contracts (Q1681198): Difference between revisions
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Revision as of 18:43, 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)
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23 November 2017
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participating contract
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utility maximization
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martingale and dual approach
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concavification technique
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stochastic control
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