Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel A mixed bond and equity fund model for the valuation of variable annuities. (English) Zbl 1471.91444 ASTIN Bull. 51, No. 1, 131-159 (2021). MSC: 91G05 91G30 PDFBibTeX XMLCite \textit{M. Augustyniak} et al., ASTIN Bull. 51, No. 1, 131--159 (2021; Zbl 1471.91444) Full Text: DOI
Teichmann, Josef; Wüthrich, Mario V. Consistent yield curve prediction. (English) Zbl 1390.91310 ASTIN Bull. 46, No. 2, 191-224 (2016). MSC: 91G30 62P05 PDFBibTeX XMLCite \textit{J. Teichmann} and \textit{M. V. Wüthrich}, ASTIN Bull. 46, No. 2, 191--224 (2016; Zbl 1390.91310) Full Text: DOI Link