Shevchenko, Pavel V.; Luo, Xiaolin Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate. (English) Zbl 1395.91503 Insur. Math. Econ. 76, 104-117 (2017). MSC: 91G60 91G20 91B30 93E20 60H10 PDFBibTeX XMLCite \textit{P. V. Shevchenko} and \textit{X. Luo}, Insur. Math. Econ. 76, 104--117 (2017; Zbl 1395.91503) Full Text: DOI arXiv
Li, Haitao Pricing of swaps with default risk. (English) Zbl 1274.91422 Rev. Deriv. Res. 2, No. 2-3, 231-250 (1998). MSC: 91G20 91G40 PDFBibTeX XMLCite \textit{H. Li}, Rev. Deriv. Res. 2, No. 2--3, 231--250 (1998; Zbl 1274.91422) Full Text: DOI