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Variational inequality arising from variable annuity with mean reversion environment - MaRDI portal

Variational inequality arising from variable annuity with mean reversion environment (Q6142192)

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scientific article; zbMATH DE number 7781456
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English
Variational inequality arising from variable annuity with mean reversion environment
scientific article; zbMATH DE number 7781456

    Statements

    title
    Variational inequality arising from variable annuity with mean reversion environment (English)
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    author
    Junkee Jeon
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    Geonwoo Kim
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    publication date
    21 December 2023
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    zbMATH Keywords
    variable annuity
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    optimal surrender boundary
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    variational inequality
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    mean reversion
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    cites work
    Q5247713
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    Q3378055
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    Q5647412
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    Identifiers

    zbMATH DE Number
    7781456
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    OpenAlex ID
    W4385554193
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