Portfolio optimization under Solvency II (Q2288904)
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scientific article; zbMATH DE number 7153537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization under Solvency II |
scientific article; zbMATH DE number 7153537 |
Statements
Portfolio optimization under Solvency II (English)
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20 January 2020
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portfolio optimization
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investment strategies
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regulatory constraints
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market risk
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Solvency II
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0.8472954630851746
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0.8427879810333252
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0.8320004940032959
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0.8263006806373596
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