Kouritzin, Michael A.; MacKay, Anne VIX-linked fees for GMWBs via explicit solution simulation methods. (English) Zbl 1416.91197 Insur. Math. Econ. 81, 1-17 (2018). MSC: 91B30 60H10 91G80 PDF BibTeX XML Cite \textit{M. A. Kouritzin} and \textit{A. MacKay}, Insur. Math. Econ. 81, 1--17 (2018; Zbl 1416.91197) Full Text: DOI arXiv OpenURL
Huang, Yao Tung; Zeng, Pingping; Kwok, Yue Kuen Optimal initiation of guaranteed lifelong withdrawal benefit with dynamic withdrawals. (English) Zbl 1407.91138 SIAM J. Financ. Math. 8, 804-840 (2017). MSC: 91B30 49J30 65T50 PDF BibTeX XML Cite \textit{Y. T. Huang} et al., SIAM J. Financ. Math. 8, 804--840 (2017; Zbl 1407.91138) Full Text: DOI OpenURL
Cui, Zhenyu; Kirkby, J. Lars; Lian, Guanghua; Nguyen, Duy Integral representation of probability density of stochastic volatility models and timer options. (English) Zbl 1395.91436 Int. J. Theor. Appl. Finance 20, No. 8, Article ID 1750055, 32 p. (2017). MSC: 91G20 60H10 62P05 PDF BibTeX XML Cite \textit{Z. Cui} et al., Int. J. Theor. Appl. Finance 20, No. 8, Article ID 1750055, 32 p. (2017; Zbl 1395.91436) Full Text: DOI OpenURL