Optimal investment under VaR-regulation and minimum insurance (Q1742722)
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scientific article; zbMATH DE number 6858914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment under VaR-regulation and minimum insurance |
scientific article; zbMATH DE number 6858914 |
Statements
Optimal investment under VaR-regulation and minimum insurance (English)
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12 April 2018
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value at risk
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optimal portfolio
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portfolio insurance
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risk management
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solvency II regulation
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0.8672184348106384
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0.8639692068099976
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0.8383816480636597
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0.8273118138313293
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0.8263006806373596
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