Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection. - Benxuan Shi; Zhimin Zhang 009 (Commun. Nonlinear Sci. Numer. Simul., 2021)

Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk. - Wei Zhong; Benxuan Shi; Zhimin Zhang 009 (J. Comput. Appl. Math., 2024)