Two-phase selection of representative contracts for valuation of large variable annuity portfolios
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Publication:6152698
DOI10.1016/j.insmatheco.2023.08.009OpenAlexW4386700810MaRDI QIDQ6152698
Ruihong Jiang, David Saunders, Chengguo Weng
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.08.009
krigingclusteringvariable annuity portfolioconditional \(k\)-meansmini-batch \(k\)-meanstwo-phase selection
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