Milevsky M A. The present value of a stochastic perpetuity and the Gamma distribution[J]. Insurance:Mathematics and Ecomomics,1997,20(1):243-250.
[2]
Milevsky M A. Martingales,scale functions and stochastic life annuities:A note[J]. Insurance:Mathematics and Ecomomics,1999,24(3):149-154.
[3]
Vanneste M, Goovaerts M J, De Schepper A, et al. A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate[J]. Insurance:Mathematics and Ecomomics,1997,20(2):35-41.
Kaas R, Dhaene J, Goovaerts M J. Upper and lower bounds for sums of variables[J]. Insurance:Mathematics and Ecomomics,2000,27(2):151-168.
[6]
De Schepper A, Goovaerts M J, Dhaene J, et al. Bounds for present value functions with stochastic interest rates and stochastic volatility[J]. Insurance:Mathematics and Ecomomics,2002,31(1):87-103.
[7]
Dhaene J, Denuit M, Goovaerts M, et al. The concept of comonotonicity in actuarial science and finance:Theory[J]. Insurance:Mathematics and Ecomomics,2002,31(1):3-33.
[8]
Dhaene J, Denuit M, Goovaerts M, et al. The concept of comonotonicity in actuarial science and finance:Applications[J]. Insurance:Mathematics and Ecomomics,2002,31(2):133-161.
Tang Q, Vernic R. Asymptotics for risk capital allocations based on conditional tail expectation[J]. Insurance:Mathematics and Ecomomics,2011,49(3):310-324.
[11]
Nam H S, Tang Q, Yang F. Characterization of upper comonotonicity via tail convex order[J]. Insurance:Mathematics and Ecomomics,2011,48(3):368-373.
Hashorva E, Pakes A G, Tang Q. Asymptotics of random contractions[J]. Insurance:Mathematics and Ecomomics,2010,47(3):405-414.
[14]
Tang Q, Wang G, Yuen K C. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model[J]. Insurance:Mathematics and Ecomomics,2010,46(2):362-370.
[15]
Perry D, Stadje W. Function space integration for annuities[J]. Insurance:Mathematics and Ecomomics,2001,29(1):73-82.
[16]
Perry D, Stadje W, Yosef R. Annuities with controlled random interests[J]. Insurance:Mathematics and Ecomomics,2003,32(2):245-253.
