Valuing Equity-Indexed Annuities

By Serena Tiong. 2000

125 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1247c8134e08c05f73e54297707f0265871cd2ec

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Hailiang Yang
2. Hans U. Gerber
3. E. Shiu
4. Virginia R. Young
5. X. Lin
6. Pricing Annuity
7. Guarantees Under
8. Anna Rita Bacinello

In Economics and Econometrics

1. X. Lin
2. Hailiang Yang
3. Pricing Annuity
4. Guarantees Under
5. Hans U. Gerber
6. Anna Rita Bacinello
7. Virginia R. Young
8. Ken Seng Tan

In Finance

1. Hailiang Yang
2. E. Shiu
3. Hans U. Gerber
4. Virginia R. Young
5. X. Lin
6. Pricing Annuity
7. Guarantees Under
8. Anna Rita Bacinello

Citations in the corpus

• Pricing equity-indexed annuities with path-dependent options (2003, methodology): “For detailed discussions on equity-linked products, seeStr iff and DiBiase (1999), Tiong (2000a), Kat (2001), Merrill and Thorley (1996), Moller (1998), andLee (2001).”
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (2004, background): “…underlying financial risk while assuming that the mortality risk can be eliminated by selling enough contracts (Brennan and Schwarz 1976, 1979; Boyle and Schwarz 1977; Persson 1993; Bacinello and Ortu 1993, 1994; Aase and Persson 1994; Nielsen and Sandmann 1995; Ekern and Persson 1996; Tiong 2000).”
• Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (2003, background): “The popularity of participating policies, especially before the large diffusion of equity-linked contracts (see, e.g., Tiong 2000; Møller 1998, 2001a; Boyle, Kolkiewicz, and Tan 2001; Bacinello and Persson 2002 and the references therein), was probably due to the fact that the policyholders relied…”
• Valuing equity-linked death benefits and other contingent options: A discounted density approach (2012, methodology): “Many equity-indexed annuities credit interest using a high water mark method or a low water mark method (Streiff and DiBiase, 1999, Chapter 4; Tiong, 2000; Lee, 2003).”
• Pricing Annuity Guarantees Under a Regime-Switching Model (2009, methodology): “Tiong (2000) presented a * X. Sheldon Lin, ASA, PhD, is Professor of Actuarial Science in the Department of Statistics, University of Toronto, Ontario, Canada M5S 3G3, sheldon@utstat.utoronto.ca.”