Aase, K.K. and Persson, S.A. (1994) Pricing of Unit-Linked Insurance Policies. Scandinavian Actuarial Journal 1, 26–52.
Bingham, N.H. and Kiesel, R. (2004) Risk-Neutral Valuation – Pricing and Hedging of Finanicial Derivatives. Springer Verlag, Berlin.
Dahl, M. and Møller, T. (2006) Valuation and hedging life insurance liabilities with systematic mortality risk. Insurance: Mathematics and Economics 39, 193–217.
Glasserman, P. (2003) Monte Carlo Methods in Financial Engineering. Series: Stochastic Modelling and Applied Probability, Vol. 53. Springer Verlag, Berlin.
Greene, M.R. (1973) A Note on Loading Charges for Variable Annuities. Journal of Risk and Insurance 40, 473–478.
Holz, D., Kling, A. and Ruß, J. (2007) Guaranteed Minimum Withdrawal Benefits for Life – An Analysis of Lifelong Withdrawal Guarantees. Working Paper, Ulm University.
Hull, J.C. (1997) Options, Futures and other Derivatives. Prentice-Hall International, London.
Jpmorgan (2004) Variable Annuity Guarantees – Increased Volatility Risk. European Life Insurance, 28. April 2004.
Karatzas, I. and Shreve, S.E. (1991) Brownian Motion and Stochastic Calculus. Springer, Berlin, 1991.
Ledlie, M.C., Corry, D.P., Finkelstein, G.J., Ritchie, A.J., Su, K. and Wilson, D.C.E. (2008) Variable Annuities. Working Paper Presented to the Faculty of Actuaries, 17/03/2008 and the Institute of Actuaries, 31/03/2008.
Brothers, Lehman (2005) Variable Annuity Living Benefit Guarantees: Over Complex, Over Popular and Over Here? European Insurance, 22. April 2005.
Milevsky, M. and Posner, S.E. (2001) The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds. The Journal of Risk and Insurance 68, 91–126.
Milevsky, M. and Salisbury, T.S. (2002) The Real Option to Lapse and the Valuation of Death-Protected Investments. Working Paper York University and The Fields Institute, Toronto.
Milevsky, M. and Salisbury, T.S. (2006) Financial valuation of guaranteed minimum withdrawal benefits. Insurance: Mathematics and Economics 38, 21–38.
Mueller, H. (2006) Life Insurance and Annuities – Current Issues and Trends. Presentation at the Morgan Stanley New Analyst Day, New York, NY, January 12, 2006.
Myers, S.C. (1977) Determinants of Corporate Borrowing. Journal of Financial Economics 5, 147–175.
Møller, T. (2001) Risk-minimizing hedging strategies for insurance payment processes. Finance and Stochastics 5, 419–446.
Pioneer, (2005) Annuistar Plus Annuity Prospectus, 2. Mai 2005.
Rentz, R.A. Jr. (1972) Variable Annuities… Useful but Unknown. Business Studies 11, 31–42.
Sloane, W.R. (1970) Life Insurers, Variable Annuities and Mutual Funds: A Critical Study. The Journal of Risk and Insurance 37, 87–104.
Tanskanen, A. and Lukkarinen, J. (2004) Fair Valuation of Path-Dependent Participating Life Insurance Contracts. Insurance: Mathematics and Economics 33, 595–609.
Ulm, E.R. (2006) The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits. The Journal of Risk and Insurance 73, 43–69.