Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175)
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scientific article; zbMATH DE number 6916808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment matching machine learning methods for risk management of large variable annuity portfolios |
scientific article; zbMATH DE number 6916808 |
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Moment matching machine learning methods for risk management of large variable annuity portfolios (English)
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13 August 2018
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variable annuity
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Johnson curve
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machine learning
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dollar delta
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VaR
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