References

• 2012Journal of Financial Planning361 cited
• 2001Mortality derivatives and the option to annuitise314 cited
• 2008A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities309 cited
• 2005Securitization of Mortality Risks in Life Annuities304 cited
• 2009Modelling Longevity Dynamics for Pensions and Annuity Business285 cited
• 1977Equilibrium Prices of Guarantees under Equity-Linked Contracts253 cited
• 2005Financial valuation of guaranteed minimum withdrawal benefits252 cited
• 2004Risk-Neutral Valuation199 cited
• 2001The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds193 cited
• 1998Risk-Neutral Valuation158 cited
• 2005The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case141 cited
• 2004Survival models in a dynamic context: a survey137 cited
• 2001Uncertainty in mortality projections: an actuarial perspective130 cited
• 2003Valuation of guaranteed annuity conversion options108 cited
• 2008A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)