Anne Mackay

Anne Mackay

Université de Sherbrooke - Sherbrooke / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5582444
University of Sherbrooke
person_outline Anne Mackay's MOST POPULAR ARTICLES
1-) Risk Management of Policyholder Behavior in Equity‐Linked Life Insurance Journal of Risk and Insurance 84 (2), 661-690, 2017
2-) Optimal surrender policy for variable annuity guarantees Insurance: Mathematics and Economics 55, 116-128, 2014
3-) State-dependent fees for variable annuity guarantees Astin Bulletin 44 (03), 559-585, 2014
4-) Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model North American Actuarial Journal 21 (3), 458-483, 2017
5-) VIX-linked fees for GMWBs via explicit solution simulation methods Insurance: Mathematics and Economics 81, 1-17, 2018