Indifference fee rate for variable annuities (Q4585679)
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scientific article; zbMATH DE number 6933339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference fee rate for variable annuities |
scientific article; zbMATH DE number 6933339 |
Statements
Indifference fee rate for variable annuities (English)
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6 September 2018
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variable annuities
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indifference pricing
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stochastic control
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utility maximization
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backward stochastic differential equation
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