Pages that link to "Item:Q5222157"
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The following pages link to Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157):
Displaying 10 items.
- 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)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
