Optimal fee structure of variable annuities
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference35 articles.
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2. Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees;Risks;2023-12-30
3. Equilibrium reporting strategy: Two rate classes and full insurance;Journal of Risk and Insurance;2023-09-26
4. Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation;Quantitative Finance;2023-06-13
5. Pseudo-model-free hedging for variable annuities via deep reinforcement learning;Annals of Actuarial Science;2023-03-14
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