Pages that link to "Item:Q1616838"
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The following pages link to Risk management with multiple VaR constraints (Q1616838):
Displayed 5 items.
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)