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Author ID: mackay.anne Recent zbMATH articles by "Mackay, Anne"
Published as: MacKay, Anne; Mackay, Anne
External Links: MGP
Documents Indexed: 7 Publications since 2012
Co-Authors: 8 Co-Authors with 6 Joint Publications
137 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

5 Publications have been cited 34 times in 30 Documents Cited by Year
Optimal surrender policy for variable annuity guarantees. Zbl 1296.91144
Bernard, Carole; MacKay, Anne; Muehlbeyer, Max
18
2014
Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model. Zbl 1414.91176
Cui, Zhenyu; Feng, Runhuan; MacKay, Anne
9
2017
State-dependent fees for variable annuity guarantees. Zbl 1431.91318
Bernard, Carole; Hardy, Mary; Mackay, Anne
4
2014
VIX-linked fees for GMWBs via explicit solution simulation methods. Zbl 1416.91197
Kouritzin, Michael A.; MacKay, Anne
2
2018
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne
1
2012
VIX-linked fees for GMWBs via explicit solution simulation methods. Zbl 1416.91197
Kouritzin, Michael A.; MacKay, Anne
2
2018
Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model. Zbl 1414.91176
Cui, Zhenyu; Feng, Runhuan; MacKay, Anne
9
2017
Optimal surrender policy for variable annuity guarantees. Zbl 1296.91144
Bernard, Carole; MacKay, Anne; Muehlbeyer, Max
18
2014
State-dependent fees for variable annuity guarantees. Zbl 1431.91318
Bernard, Carole; Hardy, Mary; Mackay, Anne
4
2014
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne
1
2012

Citations by Year