Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach

@misc{sun2019fairpricingvariable,
      title={Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach},
      author={Jin Sun and Eckhard Platen and Pavel V. Shevchenko and Kevin Fergusson},
      year={2019},
      eprint={1906.01320},
      archivePrefix={arXiv},
      primaryClass={q-fin.PR},
      url={https://arxiv.org/abs/1906.01320},
}