Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities-Reference-Cited by-同舟云学术

Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities

Author:

Bauer Daniel¹,Moenig Thorsten²

Affiliation:

1. Department of Risk and Insurance University of Wisconsin‐Madison Madison Wisconsin USA

2. Department of Risk, Actuarial Science and Legal Studies Temple University Philadelphia Pennsylvania USA

Funder

National Science Foundation

Society of Actuaries

Army Research Laboratory

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

Reference50 articles.

2. American Academy of Actuaries. (2005).Variable Annuity Reserve Working Group (VARWG) analysis report attachment 5: Modeling specifications.

3. Individual annuity sales and product trends;Baiye S.;Society of Actuaries “Product Matters” Newsletter,2016

4. Dynamic mean–variance asset allocation;Basak S.;Review of Financial Studies,2010

5. A universal pricing framework for guaranteed minimum benefits in variable annuities;Bauer D.;ASTIN Bulletin—The Journal of the International Actuarial Association,2008

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