Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085)
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scientific article; zbMATH DE number 6004612
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| English | Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model |
scientific article; zbMATH DE number 6004612 |
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Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (English)
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10 February 2012
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annuity
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defined contribution pension plan
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stochastic optimal control
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Legendre transform
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CEV model
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0.937494695186615
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0.8838053941726685
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0.8713155388832092
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0.8702892065048218
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