Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer-Reference-Cited by-同舟云学术

Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer

Published:2018-01-19 Issue:3 Volume:86 Page:761-782
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal Risk and Insurance

Author:

Bernard Carole^ORCID,Moenig Thorsten

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12237

Reference28 articles.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles;Bansal R.;Journal of Finance,2004

2. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities;Bauer D.;ASTIN Bulletin,2008

3. Valuing the Guaranteed Minimum Death Benefit Clause With Partial Withdrawals;Bélanger A. C.;Applied Mathematical Finance,2009

4. The Diminishing Liquidity Premium;Ben‐Rephael A.;Journal of Financial and Quantitative Analysis,2015

5. Bernard C. A.Kolkiewicz andJ.Tang (2016) Variable Annuities With Fees Tied to VIX Working Paper. Available athttp://egrie2016.ucy.ac.cy/wp‐content/uploads/2016/09/16_Bernard_2016-06-13-preliminary. pdf

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1. Guaranteed minimum withdrawal benefits with high-water mark fee structure;PLOS ONE;2024-05-21

2. Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits;ASTIN Bulletin;2024-01

3. Insurers' M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor?;SSRN Electronic Journal;2024

4. Optimal Static Hedging of Variable Annuities with Volatility-Dependent Fees;Risks;2023-12-30

5. Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees;Scandinavian Actuarial Journal;2023-07-31