Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
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Publication:1631532
DOI10.1016/j.ejor.2018.09.002zbMath1403.91190OpenAlexW2891929261WikidataQ129250761 ScholiaQ129250761MaRDI QIDQ1631532
Publication date: 6 December 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.09.002
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