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 and Economics. - Elsevier, ISSN 0167-6687. - Vol. 61.2015, C, p. 125-134
|
Publisher: |
Elsevier |
Subject: | Variable annuities | State-dependent fee | Hyper-exponential jump diffusion process | Laplace transform | Refracted Lévy process |
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