Anne MacKay

University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

611

SSRN CITATIONS

12

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Risk Management of Policyholder Behavior in Equity Linked Life Insurance

Number of pages: 34 Posted: 08 Feb 2015
University of Waterloo, University of Montreal - Department of Mathematics and Statistics, Grenoble Ecole de Management and University of Waterloo
Downloads 316 (182,344)
Citation 5

Abstract:

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Variable annuities, pricing, GMMB, dynamic hedging, surrender behavior

2.

State-Dependent Fees for Variable Annuity Guarantees

Number of pages: 29 Posted: 30 Apr 2013 Last Revised: 27 Jul 2013
Carole Bernard, Mary R. Hardy and Anne MacKay
Grenoble Ecole de Management, University of Waterloo and University of Waterloo
Downloads 169 (332,797)
Citation 10

Abstract:

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Variable annuities, pricing, GMMB, GMDB, surrender option

3.

Optimal Surrender Policy for Variable Annuity Guarantees

Number of pages: 32 Posted: 11 Nov 2013 Last Revised: 31 Jan 2014
Carole Bernard, Anne MacKay and Max Muehlbeyer
Grenoble Ecole de Management, University of Waterloo and Ulm University
Downloads 126 (421,845)
Citation 3

Abstract:

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Variable annuities, Optimal surrender, GMMB, GMSB