An Chen, Peter Hieber, Thai Nguyen. Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. European Journal of Operational Research, 273(3):1119-1135, 2019. [doi]
@article{ChenHN19,
title = {Constrained non-concave utility maximization: An application to life insurance contracts with guarantees},
author = {An Chen and Peter Hieber and Thai Nguyen},
year = {2019},
doi = {10.1016/j.ejor.2018.09.002},
url = {https://doi.org/10.1016/j.ejor.2018.09.002},
researchr = {https://researchr.org/publication/ChenHN19},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {273},
number = {3},
pages = {1119-1135},
}