Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434)
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scientific article; zbMATH DE number 7528904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation for participating contracts with mortality risk under minimum guarantee |
scientific article; zbMATH DE number 7528904 |
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Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (English)
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18 May 2022
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participating contract
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portfolio insurance
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Lagrange dual method
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concavification
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