Pages that link to "Item:Q5379126"
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The following pages link to Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126):
Displayed 3 items.
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)