Valuing Equity-Indexed Annuities

Article Properties
Cite
Tiong, Serena. “Valuing Equity-Indexed Annuities”. North American Actuarial Journal, vol. 4, no. 4, 2000, pp. 149-63, https://doi.org/10.1080/10920277.2000.10595945.
Tiong, S. (2000). Valuing Equity-Indexed Annuities. North American Actuarial Journal, 4(4), 149-163. https://doi.org/10.1080/10920277.2000.10595945
Tiong, Serena. “Valuing Equity-Indexed Annuities”. North American Actuarial Journal 4, no. 4 (2000): 149-63. https://doi.org/10.1080/10920277.2000.10595945.
Tiong S. Valuing Equity-Indexed Annuities. North American Actuarial Journal. 2000;4(4):149-63.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Actuarial bridges to dynamic hedging and option pricing Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 88 1996
Path Dependent Options: The Case of Lookback Options

 The Journal of Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 95 1991
10.1007/BF00352565 1990
10.1007/BF00235203 1988
The Pricing of Options and Corporate Liabilities Journal of Political Economy
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 14,629 1973
Citations
Title Journal Journal Categories Citations Publication Date
Pricing ratchet equity index annuity with mortality risk by complex Fourier series method Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2024
Min–max multi-step barrier options and their variants The North American Journal of Economics and Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Valuing equity-linked annuities under high-water mark fee structure Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Pricing Equity-Indexed Annuities under a Stochastic Dividend Model

 Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2023
Valuation of cliquet-style guarantees with death benefits

 Journal of Industrial and Management Optimization
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2023
Citations Analysis
Category Category Repetition
Science: Mathematics44
Social Sciences: Economic theory. Demography: Economics as a science36
Social Sciences: Commerce: Business35
Social Sciences: Finance34
Science: Mathematics: Probabilities. Mathematical statistics33
Social Sciences: Statistics25
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods8
Technology: Engineering (General). Civil engineering (General)4
Social Sciences: Sociology (General)4
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software2
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases1
Science: Physics1
Technology: Manufactures: Production management. Operations management1
Science: Science (General)1
Social Sciences: Finance: Insurance1
The category Science: Mathematics 44 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Dynamic Fund Protection and was published in 2001. The most recent citation comes from a 2024 study titled Pricing ratchet equity index annuity with mortality risk by complex Fourier series method. This article reached its peak citation in 2003, with 10 citations. It has been cited in 31 different journals, 16% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 19 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year