A comonotonicity-based valuation method for guaranteed annuity options. - Xiaoming Liu 014; Rogemar S. Mamon; Huan Gao (J. Comput. Appl. Math., 2013)

Risk measurement of a guaranteed annuity option under a stochastic modelling framework. - Huan Gao; Rogemar S. Mamon; Xiaoming Liu 014 (Math. Comput. Simul., 2017)