Weighted utility optimization of the participating endowment contract
Year of publication: |
2020
|
---|---|
Authors: | He, Lin ; Liang, Zongxia ; Liu, Yang ; Ma, Ming |
Subject: | concavification techniques | highly non-concave optimization | numerical integration by substitution | Participating endowment contract | S-shaped utility | Nutzen | Utility | Mathematische Optimierung | Mathematical programming | Vertragstheorie | Contract theory | Vertrag | Contract |
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