Constrained non-concave utility maximization: An application to life insurance contracts with guarantees

Details

Request a copyRequest a copy
Serval ID
serval:BIB_244C7BBC8CBD
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees
Journal
European Journal of Operational Research
Author(s)
An Chen, Peter Hieber, Thai Nguyen
Publication state
Published
Issued date
2019
Volume
273
Number
3
Pages
1119-1135
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_244C7BBC8CBD
DOI
10.1016/j.ejor.2018.09.002
Publisher's website
https://doi.org/10.1016/j.ejor.2018.09.002
Create date
08/09/2021 10:36
Last modification date
19/09/2021 5:36
Usage data