Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178)
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scientific article; zbMATH DE number 7372440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees |
scientific article; zbMATH DE number 7372440 |
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Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (English)
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16 July 2021
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variable annuities
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lifelong withdrawal guarantees
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stochastic control models
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Monte Carlo simulation
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regression-based algorithms
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stochastic volatility
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