Optimal asset allocation for participating contracts under the VaR and PI constraint
Dong, Yinghui, Wu, Sang, Lv, Wenxin, Wang, GuojingLanguage:
english
Journal:
Scandinavian Actuarial Journal
DOI:
10.1080/03461238.2019.1636859
Date:
August, 2019
File:
PDF, 2.59 MB
english, 2019