PhD Project (2016-2020), Retirement incomes products

PhD Project (2016-2020), Retirement incomes products

Jin Sun (UTS 2016-2020), IDTC PhD student. Supervisors: Prof Pavel Shevchenko (Macquarie University) and Prof Eckhard Platen (UTS) “Retirement incomes products”.

Publications:

J. Sun, P.V. Shevchenko, M.C. Fung (2017). A Note on the Impact of Management Fees on the Pricing of Variable Annuity Guarantees. Preprint, http://ssrn.com/abstract=2967045.

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