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Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model
Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility ... Options Exchange (CBOE) advocates linking variable annuity (VA) fees to its trademark VIX index in a recent ...- Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities
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Market Dependent Fees for GMMB and GMDB Riders
Market Dependent Fees for GMMB and GMDB Riders This abstract describes a presentation that ... a put option on the fund value of a variable annuity. Typically, this guarantee is paid for by a continuous ...- Authors: Anne MacKay, Carole L Bernard, Mary Hardy
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities