Pricing Equity-Indexed Annuities under a Stochastic Dividend Model

Article Properties
  • Language
    English
  • DOI (url)
    10.3390/math11030603
  • Publication Date
    2023/01/25
  • Journal
    Mathematics
  • Indian UGC (journal)
  • Refrences
    32
  • Yuanchuang Shan College of Information Science and Technology, Donghua University, Shanghai 201620, China ORCID (unauthenticated)
  • Huisheng Shu College of Science, Donghua University, Shanghai 201620, China
  • Haoran Yi College of Information Science and Technology, Donghua University, Shanghai 201620, China
Abstract
Cite
Shan, Yuanchuang, et al. “Pricing Equity-Indexed Annuities under a Stochastic Dividend Model”. Mathematics, vol. 11, no. 3, 2023, p. 603, https://doi.org/10.3390/math11030603.
Shan, Y., Shu, H., & Yi, H. (2023). Pricing Equity-Indexed Annuities under a Stochastic Dividend Model. Mathematics, 11(3), 603. https://doi.org/10.3390/math11030603
Shan, Yuanchuang, Huisheng Shu, and Haoran Yi. “Pricing Equity-Indexed Annuities under a Stochastic Dividend Model”. Mathematics 11, no. 3 (2023): 603. https://doi.org/10.3390/math11030603.
Shan Y, Shu H, Yi H. Pricing Equity-Indexed Annuities under a Stochastic Dividend Model. Mathematics. 2023;11(3):603.
Journal Category
Science
Mathematics
Refrences
Title Journal Journal Categories Citations Publication Date
Valuation of chooser options with state-dependent risks Finance Research Letters
  • 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
 1 2023
A generalized Esscher transform for option valuation with regime switching risk Quantitative Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2022
Valuation of equity-indexed annuities under correlated jump–diffusion processes Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 4 2021
Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection Communications in Nonlinear Science and Numerical Simulation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics
  • Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases
  • Science: Mathematics
  • Science: Mathematics
  • Science: Physics
 6 2021
Option pricing based on a regime switching dividend process Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 3 2020
Refrences Analysis
Category Category Repetition
Science: Mathematics3
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
The category Science: Mathematics 3 is the most frequently represented among the references in this article. It primarily includes studies from Bulletin of the Malaysian Mathematical Sciences Society and Applied Mathematics and Computation. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year