Edit Profile (opens in new tab) Mackay, Anne Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 1 single-authored 2 Bernard, Carole L. 2 Kouritzin, Michael A. 1 Cui, Zhenyu 1 Feng, Runhuan 1 Gaillardetz, Patrice 1 Hardy, Mary Rosalyn 1 Li, Huan Yi 1 Muehlbeyer, Max Serials 2 Insurance Mathematics & Economics 2 European Actuarial Journal 1 International Journal of Theoretical and Applied Finance 1 ASTIN Bulletin 1 North American Actuarial Journal Fields 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications 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 1296.91144Bernard, Carole; MacKay, Anne; Muehlbeyer, Max 18 2014 Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model. Zbl 1414.91176Cui, Zhenyu; Feng, Runhuan; MacKay, Anne 9 2017 State-dependent fees for variable annuity guarantees. Zbl 1431.91318Bernard, Carole; Hardy, Mary; Mackay, Anne 4 2014 VIX-linked fees for GMWBs via explicit solution simulation methods. Zbl 1416.91197Kouritzin, Michael A.; MacKay, Anne 2 2018 Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne 1 2012 VIX-linked fees for GMWBs via explicit solution simulation methods. Zbl 1416.91197Kouritzin, Michael A.; MacKay, Anne 2 2018 Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model. Zbl 1414.91176Cui, Zhenyu; Feng, Runhuan; MacKay, Anne 9 2017 Optimal surrender policy for variable annuity guarantees. Zbl 1296.91144Bernard, Carole; MacKay, Anne; Muehlbeyer, Max 18 2014 State-dependent fees for variable annuity guarantees. Zbl 1431.91318Bernard, Carole; Hardy, Mary; Mackay, Anne 4 2014 Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne 1 2012 all cited Publications top 5 cited Publications all top 5 Cited by 58 Authors 5 Jeon, Junkee 3 Kwak, Minsuk 3 Ziveyi, Jonathan 2 Bégin, Jean-François 2 Cui, Zhenyu 2 Feng, Runhuan 2 Huang, Huaxiong 2 Kouritzin, Michael A. 2 Mackay, Anne 1 Bai, Manying 1 Bauer, Daniel J. 1 Bernard, Carole L. 1 Chen, An 1 Delong, Łukasz 1 Dhaene, Jan 1 Ding, Kailin 1 Gao, Jin 1 Godin, Frédéric 1 Gudkov, Nikolay 1 Guillen, Montserrat 1 Hamel, Emmanuel 1 Hao, Junzhang 1 Hardy, Mary Rosalyn 1 Heiny, Johannes 1 Huang, Yiming 1 Jing, Xiaochen 1 Kang, Boda 1 Kim, Geonwoo 1 Landriault, David 1 Li, Bin 1 Lin, X. Sheldon 1 Lkabous, Mohamed Amine 1 Ma, Jingtang 1 Mamon, Rogemar S. 1 Mikosch, Thomas 1 Milevsky, Moshe Arye 1 Mitchell, Olivia S. 1 Moenig, Thorsten 1 Park, Kyunghyun 1 Rach, Manuel 1 Rémillard, Bruno N. 1 Salisbury, Thomas S. 1 Shen, Yang 1 Shen, Zhiyi 1 Sherris, Michael 1 Steinorth, Petra 1 Trottier, Denis-Alexandre 1 Ulm, Eric R. 1 Wang, Gu 1 Wang, Yongjin 1 Weng, Chengguo 1 Xiong, Heng 1 Yang, Shuai 1 Yang, Wensheng 1 Zhang, Zhengjun 1 Zheng, Haitao 1 Zhu, Nan 1 Zou, Bin all top 5 Cited in 12 Serials 13 Insurance Mathematics & Economics 4 ASTIN Bulletin 3 Quantitative Finance 2 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Analysis and Applications 1 Bulletin of the Korean Mathematical Society 1 Journal of Economic Dynamics & Control 1 Japan Journal of Industrial and Applied Mathematics 1 Bernoulli 1 Journal of Inequalities and Applications 1 Discrete Dynamics in Nature and Society 1 North American Actuarial Journal all top 5 Cited in 8 Fields 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Probability theory and stochastic processes (60-XX) 3 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistics (62-XX) Citations by Year