Valuing equity-linked annuities under high-water mark fee structure
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2023/11/13
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Journal
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Indian UGC (journal)
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Refrences22
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Kaixin Yan School of Mathematical Sciences, Xiamen University, Xiamen, Fujian, People's Republic of China
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Shuanming Li Department of Economics, The University of Melbourne, Parkville, Victoria, Australia
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Aili Zhang School of Mathematics, Nanjing Audit University, Nanjing, Jiangsu, People's Republic of China
Cite
Yan, Kaixin, et al. “Valuing Equity-Linked Annuities under High-Water Mark Fee Structure”. Scandinavian Actuarial Journal, vol. 2024, no. 5, 2023, pp. 506-31, https://doi.org/10.1080/03461238.2023.2275276.
Yan, K., Li, S., & Zhang, A. (2023). Valuing equity-linked annuities under high-water mark fee structure. Scandinavian Actuarial Journal, 2024(5), 506-531. https://doi.org/10.1080/03461238.2023.2275276
Yan, Kaixin, Shuanming Li, and Aili Zhang. “Valuing Equity-Linked Annuities under High-Water Mark Fee Structure”. Scandinavian Actuarial Journal 2024, no. 5 (2023): 506-31. https://doi.org/10.1080/03461238.2023.2275276.
Yan K, Li S, Zhang A. Valuing equity-linked annuities under high-water mark fee structure. Scandinavian Actuarial Journal. 2023;2024(5):506-31.
Journal Categories
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Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Sociology (General)
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Pricing path-dependent options with jump risk via Laplace transforms | 2005 | |||
| Introductory lectures on fluctuations of Lévy processes with applications | 2006 | |||
| Lévy processes | 1996 | |||
| Valuing equity-linked death benefits and other contingent options: A discounted density approach | Insurance: Mathematics and Economics |
| 38 | 2012 |
Fitting combinations of exponentials to probability distributions | Applied Stochastic Models in Business and Industry |
| 76 | 2006 |