Optimal fee structure of variable annuities (Q2665877)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal fee structure of variable annuities |
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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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