Pages that link to "Item:Q5379212"
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The following pages link to Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212):
Displaying 18 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION (Q4563739) (← links)
- Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
- Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352) (← links)
- Data Clustering with Actuarial Applications (Q5139809) (← links)
- Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← 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)
- Scenario selection with LASSO regression for the valuation of variable annuity portfolios (Q6543145) (← links)
