Would this be possible?

Subsequently, would the pricing of such an annuity be somewhat similar to pricing a lookback option?

  • $\begingroup$ Can you please elaborate on the structure? $\endgroup$ Commented May 18, 2016 at 13:25
  • $\begingroup$ It would be a 20 year bonus annuity payable annually in arrears. The starting level would be $200 million p.a. and would be increased by bonuses each year. pri = 4% $\endgroup$
    – Gregmf90
    Commented May 18, 2016 at 13:38
  • $\begingroup$ Outside of my expertise. I'm upvoting the question; hope other members can answer. $\endgroup$ Commented May 19, 2016 at 0:42


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