On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques
Year of publication: |
2011
|
---|---|
Authors: | Poufinas, Thomas |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 2.2011, 3, p. 180-194
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | single premium variable annuities | option pricing | binomial tree | probability of death | insurance costs | management fees | periodic fees | option valuation | insurance premiums |
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