Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Pierre-Emanuel Th\'erond"'
The aim of this paper is to compare two asset allocation methods for a pension scheme during the decumulation phase in the simplified portfolio selection between a risky asset following a geometric Brownian motion and a riskless asset. The two asset
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e781e0ea57efb1cd5092f3fe24185e04
http://arxiv.org/pdf/1001.1914
http://arxiv.org/pdf/1001.1914
The economic equities maximization criterion (MFPE) leads to the choice of financial portfolio, which maximizes the ratio of the expected value of the insurance company on the capital. This criterion is presented in the framework of a non-life insura
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7afda9f200b1b2db49d257187b66ef94
http://arxiv.org/pdf/1001.1867
http://arxiv.org/pdf/1001.1867