Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets |
scientific article; zbMATH DE number 6895343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets |
scientific article; zbMATH DE number 6895343 |
Statements
5
0 references
1
0 references
354-374
0 references
20 December 2017
0 references
27 June 2018
0 references
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (English)
0 references
Monte Carlo
0 references
multivariate Black-Scholes
0 references
metamodeling
0 references
variable annuity
0 references
portfolio valuation
0 references
0 references
0 references
0 references
0 references
