Optimal mix among PAYGO, EET and individual savings (Q6547263)
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scientific article; zbMATH DE number 7856664
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| English | Optimal mix among PAYGO, EET and individual savings |
scientific article; zbMATH DE number 7856664 |
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Optimal mix among PAYGO, EET and individual savings (English)
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30 May 2024
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The mathematical problem behind this paper is a stochastic control problem about the participation into a mixed insurance contract. This mixed insurance contract is described through stochastic differential equations involving Brownian Motion. The existence of solution is indicated, jointly with numerical results related to risk aversion coefficients of the participants.
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