Valuation of Ratchet Equity-Indexed Annuities__臺灣人文及社會科學引文索引資料庫

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題名：	Valuation of Ratchet Equity-Indexed Annuities
書刊名：	財務金融學刊
作者：	邱于芬／謝明華／蔡政憲／陳威光
作者(外文)：	Chiu, Yu-fen／Hsieh, Ming-hua／Tsai, Cheng-hsien／Chen, Wei-kuang
出版日期：	2012
卷期：	20:4
頁次：	頁89-107
主題關鍵詞：	指數連動年金；選擇權定價；Black-Scholes模型；Equity-indexed annuities；Option pricing；Black-Scholes model
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:0 共同引用:0 點閱:62

期刊論文
1.	Boyle, P. P.、Hardy, M. R.(1997)。Reserving for Maturity Guarantees: Two Approaches。Insurance: Mathematics and Economics，21(2)，113-127。
2.	Harrison, J. M.、Kreps, D. M.(1979)。Martingales and Arbitrage in Multiperiod Security Markets。Journal of Economic Theory，20(3)，381-408。
3.	Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics，5(2)，177-188。

圖書
1.	Hull, John C.(2006)。Options, Futures, and Other Derivatives。Upper Saddle River, New Jersey：The Pearson Press。

其他
1.	Gerber, Hans U., Elias S. W. Shiu, and Griselda Deelstra(2003)。Pricing lookback options and dynamic guarantees。
2.	Hardy, Mary R.(2004)。Ratchet equity indexed annuities。
3.	Hardy, Mary R.(2003)。Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance。
4.	Harrison, Michael J., and Stanley R. Pliska(1981)。Martingales and stochastic integrals in the theory of continuous trading。
5.	Jaimungal, Sebastian(2004)。Pricing and hedging equity indexed annuities with Variance-Gamma deviates。
6.	Kemma, Angelien G. Z., and Ton Vorst(1990)。A pricing method for options based on average asset values。
7.	Kijima, Masaaki, and Tony Wong(2007)。Pricing of ratchet equity-indexed annuities under stochastic interest rates。
8.	Lee, Hangsuck(2003)。Pricing equity-indexed annuities with path-dependent options。
9.	Lin, Sheldon X., and Ken-Seng Tan(2003)。Valuation of equity-indexed annuities under stochastic interest rates。
10.	Tiong, Serena(2000)。Valuing equity-indexed annuities。

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