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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Roméro, Ricardo Romo - HAL - 2014
In this paper, we work on indifference valuation of variable annuities and give a computation method for indifference fees. We focus on the guaranteed minimum death benefits and the guaranteed minimum living benefits and allow the policyholder to make withdrawals. We assume that the fees are...
Persistent link: https://www.econbiz.de/10010899322
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Max-Min optimization problem for Variable Annuities pricing
Blanchet-Scalliet, Christophette; Chevalier, Etienne; … - HAL - 2014
We study the valuation of variable annuities for an insurer. We concentrate on two types of these contracts that are the guaranteed minimum death benefits and the guaranteed minimum living benefits ones and that allow the insured to withdraw money from the associated account. As for many...
Persistent link: https://www.econbiz.de/10010821370
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Far From Home: Do Foreign Investors Import Higher Standards of Governance in Transition Economies?
Hellman, Joel S.; Jones, Geraint; Kaufmann, Daniel - EconWPA - 2003
Based on the Business Environment and Enterprise Performance Survey (BEEPS) of firms in transition countries, which … of governance standards; ii) in misgoverned settings, FDI firms may magnify the problems of state capture and procurement …
Persistent link: https://www.econbiz.de/10005407674
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Measuring Governance, Corruption and State Capture: How Firms and Bureaucrats Shape the Business Environment in Transition Economies
Hellman, Joel S.; Jones, Geraint; Kaufmann, Daniel; … - EconWPA - 2003
national governance have been unexplored. This paper summarises the results of the Business Environment and Enterprise … corruption, with little attention paid to the role played by firms. Consequently, the links between corporate governance and … Performance Survey (BEEPS) across 20 transition economies, providing an assessment of governance and corruption from the …
Persistent link: https://www.econbiz.de/10005407751