Optimal fee structure of variable annuities (Q2665877)
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scientific article; zbMATH DE number 7431009
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal fee structure of variable annuities |
scientific article; zbMATH DE number 7431009 |
Statements
Optimal fee structure of variable annuities (English)
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19 November 2021
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barrier strategy
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free boundary
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Hamilton-Jacobi-Bellman equation
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quasi-variational inequalities
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reflected stochastic differential equations
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0.8624932765960693
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0.8298057913780212
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0.8192915320396423
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0.8173001408576965
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0.8124149441719055
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