Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates

Article Properties
Cite
Sheldon Lin, X., and Ken Seng Tan. “Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates”. North American Actuarial Journal, vol. 7, no. 4, 2003, pp. 72-91, https://doi.org/10.1080/10920277.2003.10596119.
Sheldon Lin, X., & Tan, K. S. (2003). Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. North American Actuarial Journal, 7(4), 72-91. https://doi.org/10.1080/10920277.2003.10596119
Sheldon Lin X, Tan KS. Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates. North American Actuarial Journal. 2003;7(4):72-91.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Risk-minimizing hedging strategies for insurance payment processes Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 80 2001
Hedging Equity-Linked Life Insurance Contracts North American Actuarial Journal
  • Social Sciences: Finance
 50 2001
Valuing Equity-Indexed Annuities North American Actuarial Journal
  • Social Sciences: Finance
 88 2000
10.1023/A:1008304625054 1999
10.2143/AST.28.1.519077 ASTIN Bulletin
  • 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
 1998
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science8
Science: Mathematics6
Science: Mathematics: Probabilities. Mathematical statistics5
Social Sciences: Finance5
Social Sciences: Commerce: Business4
Social Sciences: Statistics3
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
The category Social Sciences: Economic theory. Demography: Economics as a science 8 is the most frequently represented among the references in this article. It primarily includes studies from Stochastic Processes and their Applications and North American Actuarial Journal. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
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
Analyzing the interest rate risk of equity-indexed annuities via scenario matrices 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
 2024
Analyzing The Interest Rate Risk of Equity-Indexed Annuities Via Scenario Matrices SSRN Electronic Journal 2023
Pricing Equity-Indexed Annuities under a Stochastic Dividend Model

 Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2023
Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model Theoretical Economics Letters 2023
Citations Analysis
Category Category Repetition
Science: Mathematics20
Science: Mathematics: Probabilities. Mathematical statistics14
Social Sciences: Economic theory. Demography: Economics as a science11
Social Sciences: Commerce: Business11
Social Sciences: Finance10
Social Sciences: Statistics10
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods5
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Engineering (General). Civil engineering (General)1
The category Science: Mathematics 20 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled We Are All “Actuaries Of The Third Kind” Now and was published in 2005. The most recent citation comes from a 2024 study titled Analyzing the interest rate risk of equity-indexed annuities via scenario matrices. This article reached its peak citation in 2014, with 6 citations. It has been cited in 18 different journals, 16% of which are open access. Among related journals, the North American Actuarial Journal cited this research the most, with 8 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year