Omega ratio optimization with actuarial and financial applications (Q2030584)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Omega ratio optimization with actuarial and financial applications |
scientific article |
Statements
Omega ratio optimization with actuarial and financial applications (English)
0 references
7 June 2021
0 references
finance
0 references
omega ratio
0 references
optimality conditions
0 references
unbounded financial problems
0 references
optimal reinsurance
0 references