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”.
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.