A Unified Pricing of Variable Annuity Guarantees Under the Optimal Stochastic Control Framework
Year of publication: |
2017
|
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Authors: | Shevchenko, Pavel V. |
Other Persons: | Luo, Xiaolin (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Optionspreistheorie | Option pricing theory | Lebensversicherung | Life insurance |
Extent: | 1 Online-Ressource (37 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 21, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2773384 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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