Reducing Surrender Incentives Through Fee Structure in Variable Annuities
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-09114-3_12
Reference17 articles.
1. Bauer, D.K., Kling, A., Russ, J.: A universal pricing framework for guaranteed minimum benefits in variable annuities. ASTIN Bull. 38(2), 621 (2008)
2. Bernard, C., Hardy, M., MacKay, A.: State-dependent fees for variable annuity guarantees. ASTIN Bull. (2014) forthcoming
3. Bernard, C., Lemieux, C.: Fast simulation of equity-linked life insurance contracts with a surrender option. In: Proceedings of the 40th Conference on Winter Simulation, pp. 444–452. Winter Simulation Conference (2008)
4. Bernard, C., MacKay, A., Muehlbeyer, M.: Optimal surrender policy for variable annuity guarantees. Insur. Math. Econ. 55(C), 116–128 (2014)
5. Björk, T.: Arbitrage Theory in Continuous Time. Oxford University Press, Oxford (2004)
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