MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING |
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MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (English)
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3 February 2016
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variable annuities
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insurance
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indifference pricing
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utility maximization
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backward stochastic differential equations
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