Pricing bounds and bang-bang analysis of the Polaris variable annuities
Zhiyi Shen and Chengguo Weng
| Year of publication: |
2020
|
|---|---|
| Authors: | Shen, Zhiyi ; Weng, Chengguo |
| Subject: | Bang-bang solution | Least squares Monte Carlo | Sieve estimation | Variable annuities | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Private Altersvorsorge | Private retirement provision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1635709 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015123067