Variable annuities with a threshold fee : valuation, numerical implementation and comparative static analysis
Anna Rita Bacinello, Ivan Zoccolan
| Year of publication: |
2019
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|---|---|
| Authors: | Bacinello, Anna Rita ; Zoccolan, Ivan |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 21-49
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| Subject: | Variable annuities | State-dependent fee | Surrender option | LSMC | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-019-00255-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012065156