Pages that link to "Item:Q5140085"
From MaRDI portal
The following pages link to EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085):
Displaying 12 items.
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
- Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
- CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION (Q4563739) (← links)
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212) (← links)
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (Q5866180) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
- Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB (Q6549255) (← links)
- Signature-based validation of real-world economic scenarios (Q6556606) (← links)
- Effective experience rating for large insurance portfolios via surrogate modeling (Q6607482) (← links)
- Applications of population sampling to insurance ratemaking and reserving (Q6670105) (← links)
