Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126)
From MaRDI portal
scientific article; zbMATH DE number 7059798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Optimization under Solvency Constraints: A Dynamical Approach |
scientific article; zbMATH DE number 7059798 |
Statements
Portfolio Optimization under Solvency Constraints: A Dynamical Approach (English)
0 references
28 May 2019
0 references
portfolio optimization
0 references
nonlife insurance company
0 references
ruin probability
0 references
conditional value-at-risk
0 references
expected policyholder deficit ratio
0 references
0 references
