Cheaper by the bundle : the interaction of frictions and option exercise in variable annuities
Year of publication: |
2023
|
---|---|
Authors: | Bauer, Daniel ; Moenig, Thorsten |
Published in: |
The journal of risk & insurance. - Malvern, Pa. : American Risk and Insurance Ass., ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 90.2023, 2, p. 459-486
|
Subject: | deferred taxation | market frictions | policyholder behavior | risk management | variable annuities |
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