Recent Developments in Risk Management of Equity-Linked Annuities

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: closed (30 June 2019) | Viewed by 302

Special Issue Editors


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Guest Editor
Department of Statistical Sciences, University of Toronto, Toronto, ON, Canada
Interests: actuarial science (loss modelling, insurance risk management, financial insurance)

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Guest Editor
Department of Mathematics, University of Connecticut, 341 Mansfield Road, Storrs, CT 06269-1009, USA
Interests: data mining; actuarial science; computational finance
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Special Issue Information

Dear Colleagues,

This Special Issue focuses on recent developments in risk management of equity-linked annuities, especially on variable annuities. Topics include, but are not limited to, single contract valuation, portfolio valuation, hedging methodology, risk measurement, reserving and risk capitals calculation. Papers that address subproblems within these topics are also welcome. This Special Issue aims to bring together the latest research and state-of-the-art results in the area.

Prof. Dr. X. Sheldon Lin
Prof. Dr. Guojun Gan
Guest Editors

Manuscript Submission Information

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Keywords

  • Variable annuity
  • Equity-indexed annuity
  • Single contract valuation
  • Portfolio valuation
  • Hedging methodology
  • Reserving and risk capitals calculation
  • Simulation techniques
  • Stochastic and statistical modelling

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Published Papers

There is no accepted submissions to this special issue at this moment.
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