Pages that link to "Item:Q5140083"
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The following pages link to AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS (Q5140083):
Displaying 8 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Application of data clustering and machine learning in variable annuity valuation (Q2015648) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← 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)
- A hybrid data mining framework for variable annuity portfolio valuation (Q6569739) (← links)
