De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders. (English) Zbl 1492.91371 Decis. Econ. Finance 45, No. 1, 415-446 (2022). MSC: 91G20 PDFBibTeX XMLCite \textit{P. De Angelis} et al., Decis. Econ. Finance 45, No. 1, 415--446 (2022; Zbl 1492.91371) Full Text: DOI
De Angelis, Paolo; Martire, Antonio Luciano; Russo, Emilio A bivariate model for evaluating equity-linked policies with surrender option. (English) Zbl 1401.91128 Scand. Actuar. J. 2016, No. 3, 246-261 (2016). MSC: 91B30 91G20 60J10 62P05 PDFBibTeX XMLCite \textit{P. De Angelis} et al., Scand. Actuar. J. 2016, No. 3, 246--261 (2016; Zbl 1401.91128) Full Text: DOI