The time of deducting fees for variable annuities under the state-dependent fee structure
Year of publication: |
2015
|
---|---|
Authors: | Zhou, Jiang ; Wu, Lan |
Published in: |
Insurance / Mathematics & economics. - 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 | Optionspreistheorie | Option pricing theory | Gebühr | Charges |
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