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2. Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. (2021). Brignone, Riccardo ; Kyriakou, Ioannis ; Fusai, Gianluca.
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4. The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk. (2017). Muck, Matthias ; Mahayni, Antje.
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6. Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C..
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7. Variable annuities and the option to seek risk: Why should you diversify?. (2012). Schneider, Judith C. ; Mahayni, Antje.
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   RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428.

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8. On the optimal design of insurance contracts with guarantees. (2010). Branger, Nicole ; Schneider, Judith C. ; Mahayni, Antje.
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   RePEc:eee:insuma:v:46:y:2010:i:3:p:485-492.

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1. Leave‐one‐out least squares Monte Carlo algorithm for pricing Bermudan options. (2024). Woo, Jeechul ; Choi, Jaehyuk ; Liu, Chenru.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1404-1428.

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2. Surrender contagion in life insurance. (2023). Hilpert, Christian ; Schaefer, Mick ; Cheng, Chunli ; Lavasani, Aidin Miri.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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3. Risk management with Local Least Squares Monte-Carlo. (2023). Hainaut, Donatien ; Akbaraly, Adnane.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2023003.

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4. Fourier based methods for the management of complex life insurance products. (2021). Ballotta, Laura ; Schmidt, Thorsten ; Zeineddine, Raghid ; Eberlein, Ernst.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:101:y:2021:i:pb:p:320-341.

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5. Impact of rough stochastic volatility models on long-term life insurance pricing. (2021). Barbarin, Jerome ; Dupret, Jean-Loup ; Hainaut, Donatien.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2021017.

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6. Testing the Least-Squares Monte Carlo Method for the Evaluation of Capital Requirements in Life Insurance. (2020). Costabile, Massimo ; Viviano, Fabio.
   In: Risks.
   RePEc:gam:jrisks:v:8:y:2020:i:2:p:48-:d:359746.

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7. Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis. (2019). Zoccolan, Ivan ; Bacinello, Anna Rita.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00255-w.

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8. Early default risk and surrender risk: Impacts on participating life insurance policies. (2018). Li, Jing ; Cheng, Chunli.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:78:y:2018:i:c:p:30-43.

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9. Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees. (2016). Kwok, Yue Kuen ; Huang, Yao Tung .
   In: Quantitative Finance.
   RePEc:taf:quantf:v:16:y:2016:i:6:p:905-928.

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10. Minimum return guarantees, investment caps, and investment flexibility. (2016). Schneider, Judith C ; Mahayni, Antje.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:19:y:2016:i:2:d:10.1007_s11147-015-9116-5.

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11. Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach. (2016). le Courtois, Olivier ; Majri, Mohamed ; Floryszczak, Anthony.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:71:y:2016:i:c:p:15-26.

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12. Statistical emulators for pricing and hedging longevity risk products. (2016). Ludkovski, M ; Risk, J.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:68:y:2016:i:c:p:45-60.

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13. The Cost of Counterparty Risk and Collateralization in Longevity Swaps. (2016). Blake, David ; Pitotti, Lorenzo ; Biffis, Enrico ; Sun, Ariel .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:2:p:387-419.

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14. MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING. (2015). Lim, Thomas ; Kharroubi, Idris ; Chevalier, Etienne ; Blanchet-Scalliet, Christophette.
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    RePEc:wsi:ijtafx:v:18:y:2015:i:08:n:s0219024915500533.

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15. Statistical Emulators for Pricing and Hedging Longevity Risk Products. (2015). Ludkovski, Michael ; Risk, James.
    In: Papers.
    RePEc:arx:papers:1508.00310.

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16. Optimal surrender policy for variable annuity guarantees. (2014). Muehlbeyer, Max ; Bernard, Carole ; MacKay, Anne.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:55:y:2014:i:c:p:116-128.

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17. American option pricing using simulation with an application to the GARCH model. (2013). Stentoft, Lars.
    In: Chapters.
    RePEc:elg:eechap:14545_5.

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18. If we can simulate it, we can insure it: An application to longevity risk management. (2013). Stentoft, Lars ; Boyer, M. Martin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:1:p:35-45.

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19. Variable annuities and the option to seek risk: Why should you diversify?. (2012). Schneider, Judith C. ; Mahayni, Antje.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2417-2428.

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20. If we can simulate it, we can insure it: An application to longevity risk management. (2012). Stentoft, Lars ; Boyer, M. Martin.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2012s-08.

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21. The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees. (2011). Hilpert, Christian ; Li, Jing ; Szimayer, Alexander.
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:112011.

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22. The cost of counterparty risk and collateralization in longevity swaps. (2011). Blake, David ; Biffis, Enrico ; Pitotti, Lorenzo ; Sun, Ariel .
    In: MPRA Paper.
    RePEc:pra:mprapa:35740.

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23. Equity-linked pension schemes with guarantees. (2011). Schlogl, Erik ; Sandmann, Klaus ; Schlögl, Erik, ; Nielsen, Aase J..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:3:p:547-564.

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24. Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Pitacco, Ermanno ; Bacinello, Anna Rita ; Olivieri, Annamaria.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

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25. The effect of policyholders rationality on unit-linked life insurance contracts with surrender guarantees. (2010). Li, Jing ; Szimayer, Alexander.
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:222010.

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26. Analytical Pricing of the Unit-Linked Endowment with Guarantees and Periodic Premiums. (2010). Hurlimann, Werner.
    In: ASTIN Bulletin.
    RePEc:cup:astinb:v:40:y:2010:i:02:p:631-653_00.

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