Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251)
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scientific article; zbMATH DE number 7554095
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| English | Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees |
scientific article; zbMATH DE number 7554095 |
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Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (English)
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7 July 2022
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actuarial mathematics
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variable annuity
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portfolio optimization
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non-concave utility
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stochastic control
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loss aversion
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0.7637450098991394
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0.7587665915489197
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0.7586339116096497
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0.7540440559387207
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0.7524458169937134
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