求权益连结生存年金最优策略的动态规划方法

J4 ›› 2010, Vol. 48 ›› Issue (05): 771-773.

FU Ning^1,2

1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. College of Economics, Jilin University, Changchun 130012, China

CLC Number:

FU Ning. Optimal Strategy of EquityLinked Life Annuity byDynamic Programming[J].J4, 2010, 48(05): 771-773.

[1]	CHEN Yongheng, ZUO Xianglin. Parallel TwoWay Enumeration Join Based onMulticores Environment [J]. Journal of Jilin University Science Edition, 2014, 52(01): 59-64.
[2]	HUA Qiu-Ling, HU Lu. Application of Dynamic Programming Method inTwoStage Safety First Portfolio Selection [J]. J4, 2011, 49(04): 679-680.
[3]	HUA Qiu-Ling, SU Meng-Long, LV Xian-Rui, WANG Dui-. Dynamic Programming Method for Solvingthe Portfolio Problem under Transaction Costs [J]. J4, 2009, 47(05): 893-898.

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