High‐water mark fee structure in variable annuities
Author:
Affiliation:
1. Department of Statistics and Actuarial Science University of Waterloo Waterloo Ontario Canada
2. Department of Mathematics University of St. Thomas St. Paul Minneapolis USA
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12345
Reference35 articles.
1. Pricing of Unit-linked Life Insurance Policies
2. Dynamic Mean-Variance Asset Allocation
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4. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
5. STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES
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