Pricing of Ratchet Equity-Indexed Annuities under Stochastic Interest Rates ?

By Masaaki Kijima, Tony Siu Tung Wong. 2007

67 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/be5b7a60463460c70dc616532c56b43f9fdf2802

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. X. Lin
3. Pricing Annuity
4. Guarantees Under
5. Ken Seng Tan
6. Jun Cai
7. Zhibin Liang
8. Yan Zeng

In Finance

1. X. Lin
2. Hailiang Yang
3. Pricing Annuity
4. Guarantees Under
5. Ken Seng Tan

Citations in the corpus

• Pricing Annuity Guarantees Under a Regime-Switching Model (2009, background): “Lin and Tan (2003) and Kijima and Wong (2007) considered the EIA model with a stochastic interest rate and mortality risk.”