Pages that link to "Item:Q1631532"
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The following pages link to Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532):
Displayed 16 items.
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage (Q2030634) (← links)
- Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (Q2116886) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Weighted utility optimization of the participating endowment contract (Q5123189) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy (Q5865322) (← links)
- MODERN LIFE-CARE TONTINES (Q5866178) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
