An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
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Publication:727671
DOI10.1515/demo-2016-0022zbMath1382.91046OpenAlexW2925147768MaRDI QIDQ727671
Emiliano A. Valdez, Guojun Gan
Publication date: 20 December 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2016-0022
data clusteringmetamodelingLatin hypercubevariable annuityportfolio valuationgeneralized beta of the second kind (GB2)multivariate experimental design
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Uses Software
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