Pages that link to "Item:Q2306093"
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The following pages link to Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093):
Displaying 12 items.
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Two-stage nested simulation of tail risk measurement: a likelihood ratio approach (Q2681447) (← links)
- Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
- AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS (Q5140083) (← links)
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
- Tweedie multivariate semi-parametric credibility with the exchangeable correlation (Q6199663) (← links)
- Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB (Q6549255) (← links)
- Effective experience rating for large insurance portfolios via surrogate modeling (Q6607482) (← links)
- Applications of population sampling to insurance ratemaking and reserving (Q6670105) (← links)
