Valuation and analysis on complex equity indexed annuities-Reference-Cited by-同舟云学术

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Valuation and analysis on complex equity indexed annuities

Published:2019-10 Issue: Volume:57 Page:101175
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Chiu Yu-Fen,Hsieh Ming-Hua,Tsai Chenghsien

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference33 articles.

1. Variable annuities: a unifying valuation approach;Bacinello;Insurance,2011

2. Financial Calculus: An Introduction to Derivative Pricing;Baxter,1996

3. Arbitrage Theory in Continuous Time, 2nd Eds;Bjork,2004

4. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

5. Market Index Price and 10-year Government Bond Rates in U.S.A and Asia;Bloomberg,2018

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Valuing rebate options and equity-linked products;The North American Journal of Economics and Finance;2023-09

2. Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model;Theoretical Economics Letters;2023

3. Valuation of equity-indexed annuities under correlated jump–diffusion processes;Journal of Computational and Applied Mathematics;2021-10

4. Valuation of cliquet-style guarantees with death benefits;Journal of Industrial & Management Optimization;2021

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