Pricing Annuity
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it
- Demography — 10 citations into it
- Economics and Econometrics — 6 citations into it
Whom Pricing Annuity trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Mary R. Hardy
- M. Milevsky
- Tak Kuen Siu
- Serena Tiong
- Laura Ballotta
- Thomas F. Coleman
- Steven Haberman
- Thomas S. Salisbury
- Y. Kim
Who trusts Pricing Annuity overall
Papers from Pricing Annuity's perspective
Ordered by how strongly the researchers Pricing Annuity trusts endorse each paper. Same corpus, a different order for every researcher.
- The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
- Investment guarantees : modeling and risk management for equity-linked life insurance
- A Regime-Switching Model of Long-Term Stock Returns
- Valuation of Guaranteed Annuity Conversion Options
- Robustly Hedging Variable Annuities with Guarantees under Jump and Volatility Risks
- Financial valuation of guaranteed minimum withdrawal benefits
- Valuing Equity-Indexed Annuities
- Pricing of Ratchet Equity-Indexed Annuities under Stochastic Interest Rates ?
- Fair valuation of participating policies with surrender options and regime switching
- The Pricing of Options and Corporate Liabilities
Their papers
- Pricing Annuity Guarantees Under a Regime-Switching Model (2009) — 76 citations