| Risk Management of Policyholder Behavior in Equity‐Linked Life Insurance A MacKay, M Augustyniak, C Bernard, MR Hardy Journal of Risk and Insurance 84 (2), 661-690, 2017 | 58 | 2017 |
| Optimal surrender policy for variable annuity guarantees C Bernard, A MacKay, M Muehlbeyer Insurance: Mathematics and Economics 55, 116-128, 2014 | 56 | 2014 |
| State-dependent fees for variable annuity guarantees C Bernard, M Hardy, A MacKay Astin Bulletin 44 (03), 559-585, 2014 | 54 | 2014 |
| Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model Z Cui, R Feng, A MacKay North American Actuarial Journal 21 (3), 458-483, 2017 | 42 | 2017 |
| VIX-linked fees for GMWBs via explicit solution simulation methods MA Kouritzin, A MacKay Insurance: Mathematics and Economics 81, 1-17, 2018 | 14 | 2018 |
| Reducing surrender incentives through fee structure in variable annuities C Bernard, A MacKay Innovations in Quantitative Risk Management: TU München, September 2013, 209-223, 2015 | 13 | 2015 |
| Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation A MacKay, MC Vachon, Z Cui Quantitative Finance 23 (7-8), 1055-1078, 2023 | 8 | 2023 |
| Fee Structure and Surrender Incentives in Variable Annuities A MacKay University of Waterloo, 2014 | 8 | 2014 |
| Branching particle pricers with Heston examples MA Kouritzin, A MacKay International Journal of Theoretical and Applied Finance 23 (01), 2050003, 2020 | 7 | 2020 |
| Optimization of small deviation for mixed fractional Brownian motion with trend A MacKay, A Melnikov, Y Mishura Stochastics 90 (7), 1087-1110, 2018 | 7 | 2018 |
| Pricing and Hedging Equity-Linked Products under Stochastic Volatility Models A MacKay Concordia University, 2011 | 7 | 2011 |
| Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees A MacKay, A Ocejo Methodology and Computing in Applied Probability 24 (2), 1021-1049, 2022 | 5 | 2022 |
| Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality P Gaillardetz, HY Li, A MacKay European Actuarial Journal 2, 243-258, 2012 | 5 | 2012 |
| Price bounds in jump-diffusion markets revisited via market completions A MacKay, A Melnikov Recent Advances in Mathematical and Statistical Methods: IV AMMCS …, 2018 | 3 | 2018 |
| On an Optimal Stopping Problem with a Discontinuous Reward A Mackay, MC Vachon arXiv preprint arXiv:2311.03538, 2023 | 1 | 2023 |
| Explicit solution simulation method for the 3/2 model IR Kouarfate, MA Kouritzin, A MacKay Advances in Probability and Mathematical Statistics: CLAPEM 2019, Mérida …, 2021 | 1 | 2021 |
| New Branching Filters With Explicit Negative Dependence MA Kouritzin, A Mackay, N Vellone-Scott IEEE Access 8, 157306-157321, 2020 | 1 | 2020 |
| Best-Estimates in Bond Markets with Reinvestment Risk A MacKay, MV Wüthrich Risks 3 (3), 250-276, 2015 | 1 | 2015 |
| A Unifying Approach for the Pricing of Debt Securities MC Vachon, A Mackay arXiv preprint arXiv:2403.06303, 2024 | | 2024 |
| Explicit solution simulation method for the 3/2 model I René Kouarfate, MA Kouritzin, A MacKay arXiv e-prints, arXiv: 2009.09058, 2020 | | 2020 |