Optimal design of equity-linked products with a probabilistic constraint
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Publication:3077741
DOI10.1080/03461230802281070zbMath1224.91047OpenAlexW1972276379MaRDI QIDQ3077741
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230802281070
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
Related Items (2)
Dynamic preferences for popular investment strategies in pension funds ⋮ The design of equity-indexed annuities
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