Concepedia

Andrew Song

AS

3

Publications

61

Citations

3

H-Index

2016

Active since

Affiliations

UNSW Sydney(Current)

Andrew Song is an author at UNSW Sydney specializing in economics, insurance, and business.

ORCID

Top concepts

Publications per year

2016–2017

3

Publications

3

Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality

Katja Ignatieva, Andrew Song, Jonathan Ziveyi · Insurance Mathematics and Economics · 2016 · 28 citations

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Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality

Katja Ignatieva, Andrew Song, Jonathan Ziveyi · SSRN Electronic Journal · 2016 · 18 citations · Full text

, , +13

FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY

Katja Ignatieva, Andrew Song, Jonathan Ziveyi · Astin Bulletin · 2017 · 15 citations

, , +12

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