AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS
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Publication:5140083
DOI10.1017/asb.2020.28zbMath1454.91189OpenAlexW3084378721MaRDI QIDQ5140083
Hyukjun Gweon, Shu Li, Rogemar S. Mamon
Publication date: 13 December 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.28
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Uses Software
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