Optimal Asset Allocation for Participating Contracts under Short-Selling and VaR Constraints ----- Based on the Dual Perspective of the Insurer and the Insured#br#

doi:10.3969/j.issn.1001-4268.2023.02.006

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2023, Vol. 39 ›› Issue (2) : 259-282. DOI: 10.3969/j.issn.1001-4268.2023.02.006

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Optimal Asset Allocation for Participating Contracts under Short-Selling and VaR Constraints ----- Based on the Dual Perspective of the Insurer and the Insured#br#

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2023, 39(2): 259-282 https://doi.org/10.3969/j.issn.1001-4268.2023.02.006

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Published
2023-04-26
Issue Date
2023-06-12