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Andrew Song

3 works· latest 2017· 1 institutionscluster: provisionalORCID 0000-0003-3301-6212

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Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality2016 · 36 citations
Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality2016 · 17 citations
FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY2017 · 15 citations

Works

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FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY

Astin Bulletin·2017·3 authors

15citations

Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality

Insurance Mathematics and Economics·2016·3 authors

36citations

Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality

SSRN Electronic Journal·2016·3 authors·preprint·Open access

17citations