Constrained non-concave utility maximization : an application to life insurance contracts with guarantees
An Chen, Peter Hieber, Thai Nguyen
| Year of publication: |
2019
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|---|---|
| Authors: | Chen, An ; Hieber, Peter ; Nguyen, Thai |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 273.2019, 3 (16.3.), p. 1119-1135
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| Subject: | Optimal asset allocation | Insurance contract design | Managerial compensation | Power utility | Logarithmic utility | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Nutzen | Utility | Vertragstheorie | Contract theory | Versicherungsökonomik | Economics of insurance | Vertrag | Contract |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987696