Feng, Runhuan; Yi, Bingji Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits. (English) Zbl 1419.91360 Insur. Math. Econ. 85, 60-73 (2019). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Pirjol, Dan; Zhu, Lingjiong Discrete sums of geometric Brownian motions, annuities and Asian options. (English) Zbl 1371.91106 Insur. Math. Econ. 70, 19-37 (2016). MSC: 91B30 60G70 60J65 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv