Pages that link to "Item:Q4346232"
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The following pages link to Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (Q4346232):
Displaying 12 items.
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Real options maximizing survival probability under incomplete markets (Q5212070) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751) (← links)
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (Q5716000) (← links)
- “Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999 (Q5718082) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
- Fractional growth portfolio investment (Q6630463) (← links)
