Concepedia

Adam W. Kolkiewicz

AW

11

Publications

224

Citations

11

H-Index

2001

Active since

Affiliations

University of Waterloo(Current)

Central University of Finance and Economics

Adam W. Kolkiewicz is an author at University of Waterloo specializing in business, finance, and option pricing.

Top concepts

Publications per year

2001–2020

11

Publications

11

Semi-Static Hedging for GMWB in Variable Annuities

Adam W. Kolkiewicz, Yan Liu · North American Actuarial Journal · 2012 · 46 citations

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Pricing and hedging more general double-barrier options

Adam W. Kolkiewicz · The Journal of Computational Finance · 2002 · 31 citations

, , +14

An improved simulation method for pricing high-dimensional American derivatives

Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan · Mathematics and Computers in Simulation · 2003 · 26 citations

, , +7

Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products

Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan · North American Actuarial Journal · 2001 · 25 citations

, , +15

Unit-Linked Life Insurance Contracts with Lapse Rates Dependent on Economic Factors

Adam W. Kolkiewicz, Ken Seng Tan · Annals of Actuarial Science · 2006 · 18 citations

, , +24

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