References

• 1979Option pricing: A simplified approach6,103 cited
• 2016“Options, Futures, and Other Derivatives”5,007 cited
• 2003Monte Carlo Methods in Financial Engineering3,818 cited
• 1825XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c3,817 cited
• 1992Modeling and Forecasting U. S. Mortality2,311 cited
• 1999Loss Models: From Data to Decisions1,232 cited
• 2001Stochastic Processes for Insurance and Finance839 cited
• 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States662 cited
• 1976The pricing of equity-linked life insurance policies with an asset value guarantee509 cited
• 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications411 cited
• 2003Investment guarantees : modeling and risk management for equity-linked life insurance269 cited
• 1977Equilibrium Prices of Guarantees under Equity-Linked Contracts253 cited
• 2015StMoMo : An R Package for Stochastic Mortality Modeling213 cited
• 1998Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts196 cited