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Two-phase selection of representative contracts for valuation of large variable annuity portfolios - MaRDI portal

Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698)

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scientific article; zbMATH DE number 7804013
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Two-phase selection of representative contracts for valuation of large variable annuity portfolios
scientific article; zbMATH DE number 7804013

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    Two-phase selection of representative contracts for valuation of large variable annuity portfolios (English)
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    13 February 2024
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    variable annuity portfolio
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    clustering
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    kriging
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    conditional \(k\)-means
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    mini-batch \(k\)-means
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    two-phase selection
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