Weighted utility optimization of the participating endowment contract
Lin He, Zongxia Liang, Yang Liu and Ming Ma
| Year of publication: |
2020
|
|---|---|
| Authors: | He, Lin ; Liang, Zongxia ; Liu, Yang ; Ma, Ming |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 7, p. 577-613
|
| Subject: | concavification techniques | highly non-concave optimization | numerical integration by substitution | Participating endowment contract | S-shaped utility | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Nutzen | Utility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1698452 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313716