Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of large variable annuity portfolios under nested simulation: a functional data approach |
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Valuation of large variable annuity portfolios under nested simulation: a functional data approach (English)
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26 May 2015
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variable annuity
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minimum guarantee
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dollar delta
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VA portfolio
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nested simulation
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stochastic-on-stochastic
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clustering
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functional data analysis
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