“Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000

DOI10.1080/10920277.2001.10596007zbMath1083.62534OpenAlexW2004030452MaRDI QIDQ5718229

Hangsuck Lee

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2001.10596007

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Pricing equity-indexed annuities with path-dependent options.

Cites Work

• Products of trees for investment analysis
• Actuarial bridges to dynamic hedging and option pricing
• “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000

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