Optimal investment strategies for participating contracts
Year of publication: |
March 2017
|
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Authors: | Lin, Hongcan ; Saunders, David M. ; Weng, Chengguo |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 73.2017, p. 137-155
|
Subject: | Participating contract | Utility maximization | Martingale and dual approach | Concavification technique | Stochastic control | Portfolio-Management | Portfolio selection | Theorie | Theory | Martingal | Martingale | Stochastischer Prozess | Stochastic process |
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