Pages that link to "Item:Q1681198"
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The following pages link to Optimal investment strategies for participating contracts (Q1681198):
Displaying 15 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)
- Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← 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)
- Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (Q5234010) (← links)
- Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
