Pages that link to "Item:Q1681198"

The following pages link to Optimal investment strategies for participating contracts (Q1681198):

Displaying 8 items.

• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• Mean-expectile portfolio selection (Q2041013) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
• Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)