Constant elasticity of variance model and analytical strategies for annuity contracts
type: Item
instance of: scholarly article
title: Constant elasticity of variance model and analytical strategies for annuity contracts
zbMATH Open document ID: 1231.91449
author: Jian-Wu Xiao
author: Shao-Hua Yin
author: Chenglin Qin
published in: Applied Mathematics and Mechanics. (English Edition)
publication date: 2008-09-01T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B40
zbMATH DE Number: 5318133
zbMATH Keywords: defined contribution pension plan
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: CEV model
zbMATH Keywords: Legendre transform
zbMATH Keywords: analytical strategy
MaRDI profile type: Publication
full work available at URL: s10483-006-1107-z
OpenAlex ID: W2048377597
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cites work: Q4823125
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DOI: 10.1007/S10483-006-1107-Z
description: scientific article; zbMATH DE number 5318133