Optimal fee structure of variable annuities
Gu Wang, Bin Zou
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Gu ; Zou, Bin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 587-601
|
| Subject: | Barrier strategy | Free boundary | Hamilton-Jacobi-Bellman equation | Quasi-variational inequalities | Reflected stochastic differential equations | Theorie | Theory | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793954