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2. The Impact of MT Strategies on Risk and Value Distribution of Unit-linked Insurance Portfolio. (2022). Homa, Magdalena.
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4. Pricing longevity derivatives via Fourier transforms. (2021). Bravo, Jorge ; Vidal, Joo Pedro.
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8. An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks. (2018). Zhao, Yixing ; Mamon, Rogemar.
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10. The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options. (2016). Grasselli, Martino ; Deelstra, Griselda ; van Weverberg, Christopher .
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16. Mortality modelling with regime-switching for the valuation of a guaranteed annuity option. (2015). Liu, Xiaoming ; Mamon, Rogemar ; Gao, Huan ; Tenyakov, Anton .
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22. Analytical calculation of risk measures for variable annuity guaranteed benefits. (2012). Feng, Runhuan ; Volkmer, Hans W..
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23. Managing longevity and disability risks in life annuities with long term care. (2012). Menzietti, Massimiliano ; Levantesi, Susanna.
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24. A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates. (2012). Fabozzi, Frank ; Rachev, Svetlozar T. ; Giacometti, Rosella ; Bertocchi, Marida.
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27. Pricing Longevity Bonds Using Affine-Jump Diffusion Models. (2011). Bravo, Jorge.
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29. An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation. (2010). Lin, Tzuling ; Tzeng, Larry Y..
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30. Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models. (2010). Yang, Sharon S. ; Yue, Jack C. ; Huang, Hong-Chih.
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32. Securitization, structuring and pricing of longevity risk. (2010). Wills, Samuel ; Sherris, Michael.
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33. Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality. (2009). Post, Thomas.
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34. Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality. (2009). Post, Thomas.
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35. A policyholders utility indifference valuation model for the guaranteed annuity option. (2009). Silla, Sebastiano ; Grasselli, Matheus R.
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37. Fair Valuation of Participating Life Insurance Contracts with Jump Risk. (2008). le Courtois, Olivier ; François Quittard-Pinon, .
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38. Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment. (2008). Zaglauer, Katharina ; Bauer, Daniel.
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39. Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. (2008). Young, Virginia R..
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40. Mean-variance optimization problems for an accumulation phase in a defined benefit plan. (2008). Haberman, Steven ; Gerrard, Russell ; Delong, Lukasz.
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41. Endowment Assurance Products: Effectiveness of Risk-Minimizing Strategies under Model Risk. (2008). Chen, An ; Mahayni, Antje B..
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42. VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS. (2007). Kwok, Yue Kuen ; Chu, Chi Chiu.
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43. Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs. (2007). Young, Virginia R..
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