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Constrained non-concave utility maximization: An application to life insurance contracts with guarantees
Chen, An, Hieber, Peter, Nguyen, ThaiLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2018.09.002
Date:
September, 2018
File:
PDF, 1.14 MB
english, 2018