Pages that link to "Item:Q320257"
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The following pages link to Statistical emulators for pricing and hedging longevity risk products (Q320257):
Displaying 9 items.
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671) (← links)
- Machine learning with kernels for portfolio valuation and risk management (Q2120539) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement (Q3122061) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- Deep learning for limit order books (Q5234311) (← links)