Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis

2019 ◽  
Vol 42 (1) ◽  
pp. 21-49 ◽  
Author(s):  
Anna Rita Bacinello ◽  
Ivan Zoccolan
1988 ◽  
Vol 28 (2) ◽  
pp. 231-237 ◽  
Author(s):  
Otis W. Gilley ◽  
Yeung-Nan Shieh ◽  
Nancy A. Williams

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