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Valuation of Large Variable Annuity Portfolios with Rank Order Kriging - MaRDI portal

Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352)

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scientific article; zbMATH DE number 7195737
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English
Valuation of Large Variable Annuity Portfolios with Rank Order Kriging
scientific article; zbMATH DE number 7195737

    Statements

    title
    Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (English)
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    author
    Guojun Gan
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    Emiliano A. Valdez
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    publication date
    4 May 2020
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    zbMATH Keywords
    large variable annuity portfolios
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    kriging
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    GB2 regression
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    Identifiers

    zbMATH DE Number
    7195737
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    OpenAlex ID
    W2971878258
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    Wikidata QID
    Q127287814
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