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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 ...

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    • Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities