An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts
type: Item
instance of: scholarly article
title: An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts
zbMATH Open document ID: 1231.91432
author: Jianwei Gao
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6004718
zbMATH Keywords: defined contribution pension plan
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: Legendre transform
zbMATH Keywords: CEV model
zbMATH Keywords: asymptotic expansion
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2010.01.009
OpenAlex ID: W2037625795
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DOI: 10.1016/J.INSMATHECO.2010.01.009
description: scientific article; zbMATH DE number 6004718