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5. Two-phase selection of representative contracts for valuation of large variable annuity portfolios. (2023). Jiang, Ruihong ; Saunders, David ; Weng, Chengguo.
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1. Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong.
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2. Valuing photovoltaic power plants by compound real options. (2023). Pringles, Rolando ; Olsina, Fernando ; Mombello, Bruno.
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3. Fair dynamic valuation of insurance liabilities via convex hedging. (2021). Dhaene, Jan ; Chen, ZE ; Yang, Tianyu.
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   RePEc:eee:insuma:v:98:y:2021:i:c:p:1-13.

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4. Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach. (2020). Yang, Shuai ; Lin, Sheldon X.
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   RePEc:eee:insuma:v:91:y:2020:i:c:p:85-103.

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5. Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework. (2020). Hu, Wenlong.
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6. Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models. (2019). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea.
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7. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency. (2019). Dhaene, Jan ; Chen, ZE ; Barigou, Karim.
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8. Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. (2019). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea.
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9. Using forward Monte-Carlo simulation for the valuation of American barrier options. (2018). Lee, Yung-Hsin ; Wang, Jr-Yan ; Miao, Daniel Wei-Chung.
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   RePEc:spr:annopr:v:264:y:2018:i:1:d:10.1007_s10479-017-2639-4.

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10. Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach. (2018). Chiu, Yu-Fen ; Chen, Yen-Chih ; Hsieh, Ming-Hua ; Wang, Jennifer L.
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11. Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk. (2017). Boudreault, Mathieu ; Augustyniak, Maciej.
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12. Evaluation of variable annuity guarantees with the effect of jumps in the asset price process. (2017). Chin, Seong Tah ; Juma, Mussa ; Lee, Min Cherng ; Liew, Kian Wah ; McMillan, David.
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13. Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate. (2017). Luo, Xiaolin ; Shevchenko, Pavel V.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:76:y:2017:i:c:p:104-117.

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14. An improved least squares Monte Carlo valuation method based on heteroscedasticity. (2017). Fabozzi, Frank ; Paletta, Tommaso ; Tunaru, Radu.
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15. Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Morales, Marco ; Blake, David ; Lin, Yijia ; Shi, Tianxiang ; Arik, Aye.
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16. Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective. (2017). Quittard-Pinon, Franois ; Kelani, Abdou.
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17. Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate. (2017). Luo, Xiaolin ; Shevchenko, Pavel V.
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18. Valuation of capital protection options. (2017). Luo, Xiaolin ; Shevchenko, Pavel V.
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19. Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees. (2016). Kwok, Yue Kuen ; Huang, Yao Tung .
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20. Minimum return guarantees, investment caps, and investment flexibility. (2016). Schneider, Judith C ; Mahayni, Antje.
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21. Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs. (2016). Escobar Anel, Marcos ; Zagst, Rudi ; Krayzler, Mikhail ; Ramsauer, Franz ; Saunders, David.
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22. A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Luo, Xiaolin ; Shevchenko, Pavel V.
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23. 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.
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24. Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models. (2016). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea.
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25. Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality. (2016). Ignatieva, Katja ; Ziveyi, Jonathan ; Song, Andrew.
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    RePEc:eee:insuma:v:70:y:2016:i:c:p:286-300.

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26. Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. (2016). Lu, YI ; Liang, Xiaoqing ; Tsai, Cary Chi-Liang.
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27. Valuing inflation-linked death benefits under a stochastic volatility framework. (2016). Liang, Zongxia ; Sheng, Wenlong.
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    RePEc:eee:insuma:v:69:y:2016:i:c:p:45-58.

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29. Statutory financial reporting for variable annuity guaranteed death benefits: Market practice, mathematical modeling and computation. (2016). Feng, Runhuan ; Huang, Huaxiong.
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30. Semi-static hedging of variable annuities. (2016). Kwak, Minsuk ; Bernard, Carole.
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31. A unified pricing of variable annuity guarantees under the optimal stochastic control framework. (2016). Luo, Xiaolin ; Shevchenko, Pavel V.
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32. Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models. (2016). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea.
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33. GMWB Riders in a Binomial Framework - Pricing, Hedging, and Diversification of Mortality Risk. (2016). Wenger, Menachem ; Hyndman, Cody B..
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34. MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING. (2015). Lim, Thomas ; Kharroubi, Idris ; Chevalier, Etienne ; Blanchet-Scalliet, Christophette.
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35. Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior. (2015). Dhaene, Jan ; Jing, Xiaochen ; Feng, Runhuan.
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38. Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization. (2015). Luo, Xiaolin ; Shevchenko, Pavel V..
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39. Valuation of large variable annuity portfolios under nested simulation: A functional data approach. (2015). Lin, Sheldon X. ; Gan, Guojun.
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40. The time of deducting fees for variable annuities under the state-dependent fee structure. (2015). Wu, Lan ; Zhou, Jiang.
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41. Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models. (2015). Goudenege, Ludovic ; Zanette, Antonino ; Molent, Andrea.
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42. Variable Annuity with GMWB: surrender or not, that is the question. (2015). Luo, Xiaolin ; Shevchenko, Pavel.
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43. The existence of optimal bang-bang controls for GMxB contracts. (2015). Forsyth, Peter A. ; Azimzadeh, Parsiad.
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44. Pricing and hedging of variable annuities with state-dependent fees. (2014). Delong, Łukasz.
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46. Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach. (2014). Milevsky, Moshe ; Salisbury, T. S. ; Huang, H..
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47. Valuation perspectives and decompositions for variable annuities with GMWB riders. (2014). Wenger, Menachem ; Hyndman, Cody B..
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48. Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products. (2014). Kwok, Yue Kuen ; Huang, Yao Tung .
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49. An optimal stochastic control framework for determining the cost of hedging of variable annuities. (2014). Forsyth, Peter ; Vetzal, Kenneth.
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50. Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C..
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51. Cyber Risk and Insurance Coverage: An Actuarial Multistate Approach. (2014). Addessi, Elena M. ; Barracchini, Carla .
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52. Fast Numerical Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Optimal Withdrawal Strategy. (2014). Luo, Xiaolin ; Shevchenko, Pavel.
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53. American option pricing using simulation with an application to the GARCH model. (2013). Stentoft, Lars.
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54. Application of data clustering and machine learning in variable annuity valuation. (2013). Gan, Guojun.
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55. Valuation Perspectives and Decompositions for Variable Annuities with GMWB riders. (2013). Wenger, Menachem ; Hyndman, Cody B..
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56. Variable annuities and the option to seek risk: Why should you diversify?. (2012). Schneider, Judith C. ; Mahayni, Antje.
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57. Analytical calculation of risk measures for variable annuity guaranteed benefits. (2012). Feng, Runhuan ; Volkmer, Hans W..
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58. Valuing equity-linked death benefits and other contingent options: A discounted density approach. (2012). Shiu, Elias S. W., ; Gerber, Hans U. ; Yang, Hailiang.
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59. Valuing variable annuity guarantees with the multivariate Esscher transform. (2011). Li, Johnny Siu-Hang ; Ng, Andrew Cheuk-Yin .
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60. Rôle du signal prix du carbone sur les décisions dinvestissement des entreprises. (2011). Keppler, Jan Horst ; Herve-Mignucci, Morgan.
    In: Economics Thesis from University Paris Dauphine.
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