Valuing equity-linked annuities under high-water mark fee structure
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Publication:6547264
DOI10.1080/03461238.2023.2275276zbMATH Open1537.91273MaRDI QIDQ6547264
Shuanming Li, Aili Zhang, Kaixin Yan
Publication date: 30 May 2024
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
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- “Stochastic Annuities,” Daniel Dufresne, January 2007
- STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES
- Fitting combinations of exponentials to probability distributions
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