"Constrained non-concave utility maximization: An application to life ..."

An Chen, Peter Hieber, Thai Nguyen (2019)

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DOI: 10.1016/J.EJOR.2018.09.002

access: closed

type: Journal Article

metadata version: 2020-09-05

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An Chen, Peter Hieber, Thai Nguyen:
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. Eur. J. Oper. Res. 273(3): 1119-1135 (2019)

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