Weighted utility optimization of the participating endowment contract (Q5123189)
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scientific article; zbMATH DE number 7251977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted utility optimization of the participating endowment contract |
scientific article; zbMATH DE number 7251977 |
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Weighted utility optimization of the participating endowment contract (English)
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28 September 2020
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participating endowment contract
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highly non-concave optimization
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numerical integration by substitution
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concavification techniques
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S-shaped utility
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