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Our data says that the document:

Kristian R., Miltersen ; Svein-Arne, Persson. (1999) Pricing rate of return guarantees in a Heath-Jarrow-Morton framework.
In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:3:p:307-325.

Full description at Econpapers

cites:

Miltersen, K.R., Persson, S.-A., 1998. Guaranteed Investment Contracts: Distributed and Undistributed Excess Return, Working Paper, Institute of Finance and Management Science, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway.

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