Pages that link to "Item:Q2030584"
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The following pages link to Omega ratio optimization with actuarial and financial applications (Q2030584):
Displayed 4 items.
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Optimal reinsurance design under solvency constraints (Q6127106) (← links)