不允许卖空和VaR约束下分红型寿险合同的最优资产配置
董迎辉, 魏思媛, 殷子涵
Optimal Asset Allocation for Participating Contracts under Short-Selling and VaR Constraints ----- Based on the Dual Perspective of the Insurer and the Insured#br#
DONG Yinghui, WEI Siyuan, YIN Zihan
应用概率统计
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2023, (2): 259
-282
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DOI: 10.3969/j.issn.1001-4268.2023.02.006
