Pages that link to "Item:Q5139810"
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The following pages link to Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810):
Displaying 8 items.
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
- Two-stage nested simulation of tail risk measurement: a likelihood ratio approach (Q2681447) (← links)
- Efficient nested simulation for estimating the variance of a conditional expectation (Q2879496) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← 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)