Liu, Kai; Tan, Ken Seng Real-time valuation of large variable annuity portfolios: a Green mesh approach. (English) Zbl 1479.91335 N. Am. Actuar. J. 25, No. 3, 313-333 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Liu} and \textit{K. S. Tan}, N. Am. Actuar. J. 25, No. 3, 313--333 (2021; Zbl 1479.91335) Full Text: DOI OpenURL
Carbonneau, Alexandre Deep hedging of long-term financial derivatives. (English) Zbl 1467.91138 Insur. Math. Econ. 99, 327-340 (2021). MSC: 91G05 91G20 68T07 PDF BibTeX XML Cite \textit{A. Carbonneau}, Insur. Math. Econ. 99, 327--340 (2021; Zbl 1467.91138) Full Text: DOI arXiv OpenURL
Shen, Zhiyi; Weng, Chengguo Pricing bounds and bang-bang analysis of the Polaris variable annuities. (English) Zbl 1431.91343 Quant. Finance 20, No. 1, 147-171 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Z. Shen} and \textit{C. Weng}, Quant. Finance 20, No. 1, 147--171 (2020; Zbl 1431.91343) Full Text: DOI OpenURL
Shen, Zhiyi; Liu, Yukun; Weng, Chengguo Nonparametric inference for VaR, CTE, and expectile with high-order precision. (English) Zbl 1426.91311 N. Am. Actuar. J. 23, No. 3, 364-385 (2019). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{Z. Shen} et al., N. Am. Actuar. J. 23, No. 3, 364--385 (2019; Zbl 1426.91311) Full Text: DOI OpenURL
Bernard, Carole; Cui, Zhenyu; Vanduffel, Steven Impact of flexible periodic premiums on variable annuity guarantees. (English) Zbl 1414.91165 N. Am. Actuar. J. 21, No. 1, 63-86 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Bernard} et al., N. Am. Actuar. J. 21, No. 1, 63--86 (2017; Zbl 1414.91165) Full Text: DOI OpenURL
Bernard, Carole; Kwak, Minsuk Semi-static hedging of variable annuities. (English) Zbl 1348.91128 Insur. Math. Econ. 67, 173-186 (2016). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{C. Bernard} and \textit{M. Kwak}, Insur. Math. Econ. 67, 173--186 (2016; Zbl 1348.91128) Full Text: DOI OpenURL
Melnikov, Alexander; Tong, Shuo Quantile hedging on equity-linked life insurance contracts with transaction costs. (English) Zbl 1304.91122 Insur. Math. Econ. 58, 77-88 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Melnikov} and \textit{S. Tong}, Insur. Math. Econ. 58, 77--88 (2014; Zbl 1304.91122) Full Text: DOI OpenURL
Recchioni, M. C.; Screpante, F. A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies. (English) Zbl 1304.91243 Insur. Math. Econ. 57, 114-124 (2014). MSC: 91G60 65C05 65C50 91G20 PDF BibTeX XML Cite \textit{M. C. Recchioni} and \textit{F. Screpante}, Insur. Math. Econ. 57, 114--124 (2014; Zbl 1304.91243) Full Text: DOI OpenURL
Gan, Guojun Application of data clustering and machine learning in variable annuity valuation. (English) Zbl 1290.91086 Insur. Math. Econ. 53, No. 3, 795-801 (2013). MSC: 91B30 62P05 62H30 68T05 91G20 PDF BibTeX XML Cite \textit{G. Gan}, Insur. Math. Econ. 53, No. 3, 795--801 (2013; Zbl 1290.91086) Full Text: DOI OpenURL
Bae, Taehan; Ko, Bangwon Pricing maturity guarantee under a refracted Brownian motion. (English) Zbl 1284.91538 Lobachevskii J. Math. 34, No. 3, 234-247 (2013). Reviewer: Tomáš Cipra (Praha) MSC: 91G20 91B30 60G22 60H30 91G60 PDF BibTeX XML Cite \textit{T. Bae} and \textit{B. Ko}, Lobachevskii J. Math. 34, No. 3, 234--247 (2013; Zbl 1284.91538) Full Text: DOI OpenURL
Coleman, Thomas F.; Li, Yuying; Patron, Maria-Cristina Hedging guarantees in variable annuities under both equity and interest rate risks. (English) Zbl 1128.91020 Insur. Math. Econ. 38, No. 2, 215-228 (2006). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{T. F. Coleman} et al., Insur. Math. Econ. 38, No. 2, 215--228 (2006; Zbl 1128.91020) Full Text: DOI Link OpenURL
Boyle, Phelim P.; Hardy, Mary R. Reserving for maturity guarantees: Two approaches. (English) Zbl 0894.90044 Insur. Math. Econ. 21, No. 2, 113-127 (1997). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{P. P. Boyle} and \textit{M. R. Hardy}, Insur. Math. Econ. 21, No. 2, 113--127 (1997; Zbl 0894.90044) Full Text: DOI OpenURL