Valuing equity-linked annuities under high-water mark fee structure
Kaixin Yan, Shuanming Li and Aili Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Yan, Kaixin ; Li, Shuanming ; Zhang, Aili |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 5, p. 506-531
|
| Subject: | Equity-linked annuity | high-water mark feestructure | jump-diffusion process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2275276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520719