BAUER D.; KLING A.; RUSS J. [2007] "A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities", proceedings of the 18th AFIR colloquium COLEMAN T. F., LI Y.; PATRON M., [2006] "Hedging Guarantees in Variable Annuities (Under Both Market and Interest Rate Risks)'', Insurance: Mathematics and Economics , vol 38, pp. 215-228 COLEMAN T. F.; KIM Y.; LI Y.; PATRON M. [2007] "Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility Risks", Journal of Risk and Insurance , Vol 74, pp 347-376. JOHANNESEN J.M.; MØLLER T. [2009] "Dynamic programming and efficient hedging for unit-linked insurance contracts", Working Paper NTKEUKAM O.; PLANCHET F.; THEROND P. [2009] "Optimal strategies of hedging portfolio of unit-linked life insurance contracts with minimum death guarantee", Working Paper ISFA Mémoires d'actuariat BERGONZA A.; CAZALS F. [2006] Garanties en cas de vie sur contrats multisupports, mémoire ENSAE GAUTHIER A. [2008] Impact d’une réallocation d’actifs sur une garantie plancher en cas de vie dans des contrats investis en unités de compte, mémoire ISFA LEDLIE M. C. ; CORRY D. P.; FINKELSTEIN G. S.; RITCHIE A. J.; SU K.; WILSON D. C. E. [2008] Variable annuities, Institute of Actuaries LE VALLOIS F. [1999] Couverture par quantiles, mémoire ENSAE PALERM T. [2006] Tarification de garanties plancher en cas de vie, mémoire CEA Présentations HAIDER N.; SUN P.; MASON C.; BHANDULA R. [2009] "F1–Trends in VA Product Development and Hedging Strategy", Investment Symposium, SOA. Supports de cours MELNIKOV A. Hedging methodologies in equity-linked life insurance, University of Alberta PLANCHET F. [2009] Garanties "plancher" sur les contrats en unités de comptet, ISFA TANKOV P. [2008] Calibration de modèles et couverture de produits dérivés, Université Paris 7 Sur internet SEC : http://www.sec.gov/investor/pubs/varannty.htm SOA http://annuitysystems.com/extras/SOA_VAHedgingSurvey.pdf AXA : http://www.axa-equitable.com/annuities/variable-annuities.html http://www.axa.com/lib/axa/uploads/presentationsinvestisseurs/2005/20052103_CSFB_Risk_Mgt.pdf MILLIMAN : http://www.milliman.com/perspective/articles/hedging-variable-annuity-guarantees-mgin07-01-04.php http://www.milliman.com/perspective/articles/variable-annuity-market-japan-mgin08-01-06.php http://europe.milliman.com/perspective/published-articles/pdfs/des-produits-qui-garantissent-4-1-08.pdf http://www.articlearchives.com/insurance/insurance-policies-claims-insurance-annuities/2237403-1.html WATSON : http://www.watsonwyatt.com/europe/pubs/insurancefinancial/render2.asp?ID=18204 Le marché : http://www.annuityfyi.com/