Pages that link to "Item:Q1742722"
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The following pages link to Optimal investment under VaR-regulation and minimum insurance (Q1742722):
Displayed 17 items.
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- On the investment strategies in occupational pension plans (Q5079380) (← links)
- Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← 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 performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)