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Valuing equity-linked annuities under high-water mark fee structure
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-11-13 , DOI: 10.1080/03461238.2023.2275276 Kaixin Yan 1 , Shuanming Li 2 , Aili Zhang 3
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-11-13 , DOI: 10.1080/03461238.2023.2275276 Kaixin Yan 1 , Shuanming Li 2 , Aili Zhang 3
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This paper studies the valuation of equity-linked investment products embedded with a high-water mark (HWM) fee structure. Under the HWM fee structure, the insurance company charges threshold fees ...
中文翻译:
在高水位线费用结构下对股票挂钩年金进行估值
本文研究了嵌入高水位线 (HWM) 费用结构的股票挂钩投资产品的估值。在HWM费用结构下,保险公司收取门槛费用......
更新日期:2023-11-18
中文翻译:
在高水位线费用结构下对股票挂钩年金进行估值
本文研究了嵌入高水位线 (HWM) 费用结构的股票挂钩投资产品的估值。在HWM费用结构下,保险公司收取门槛费用......