Pages that link to "Item:Q2347103"
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The following pages link to The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103):
Displaying 8 items.
- Occupation times of refracted double exponential jump diffusion processes (Q900561) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis (Q2331000) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)