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

@@ Property / cites work @@
+CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
+Normal rank
@@ Property / cites work @@
+Performance regularity: a new class of executive compensation packages
+Normal rank
@@ Property / cites work @@
+Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework
+Normal rank
@@ Property / cites work @@
+Asset and liability modelling for participating policies with guarantees
+Normal rank
@@ Property / cites work @@
+Convex duality in constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+PROFIT SHARING IN HEDGE FUNDS
@@ Property / cites work: PROFIT SHARING IN HEDGE FUNDS / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization and Performance Analysis
@@ Property / cites work: Portfolio Optimization and Performance Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal surplus management
@@ Property / cites work: Intertemporal surplus management / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of participating policies with surrender options and regime switching
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance
+Normal rank