Hedging guarantees in variable annuities under both equity and interest rate risks

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Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (2009, methodology): “Other methods for pricing GMDB contracts but without partial withdrawals can be found in [27, 21, 12].”
Valuation of large variable annuity portfolios under nested simulation: A functional data approach (2015, methodology): “Coleman et al. (2006) used local risk minimization to study the discrete hedging of the guarantees embedded in a VA contract with both equity risk and interest rate risk and concluded that hedging with standard options is superior to hedging with the underlying.”
Robustly Hedging Variable Annuities with Guarantees under Jump and Volatility Risks (2007, methodology): “In a separate article Coleman, Li, and Patron (2006) we analyze sensitivity of risk minimization hedging to interest risk and compute the optimal risk minimization hedging strategy under both equity and interest risks.”
Analytical Calculation of Risk Measures for Variable Annuity Guaranteed Benefits (2012, unknown): “According to the strong law of large numbers, for a pool of N contracts with policyholders of age x at time 0 where N is large enough, there are approximately tpxN contracts still in force at time t.”