The time of deducting fees for variable annuities under the state-dependent fee structure
Jiang Zhou; Lan Wu
| Year of publication: |
2015
|
|---|---|
| Authors: | Zhou, Jiang ; Wu, Lan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 125-134
|
| Subject: | Variable annuities | State-dependent fee | Hyper-exponential jump diffusion process | Laplace transform | Refracted Lévy process | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Gebühr | Charges |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010515907