Optimal investment strategies for participating contracts
Hongcan Lin, David Saunders, Chengguo Weng
| Year of publication: |
March 2017
|
|---|---|
| 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
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| Subject: | Participating contract | Utility maximization | Martingale and dual approach | Concavification technique | Stochastic control | Portfolio-Management | Portfolio selection | Martingal | Martingale | Mathematische Optimierung | Mathematical programming | Vertrag | Contract | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Vertragstheorie | Contract theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011702060