Application of data clustering and machine learning in variable annuity valuation
type: Item
instance of: scholarly article
title: Application of data clustering and machine learning in variable annuity valuation
zbMATH Open document ID: 1290.91086
author: Guojun Gan
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6306924
zbMATH Keywords: variable annuity
zbMATH Keywords: data clustering
zbMATH Keywords: machine learning
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: portfolio valuation
zbMATH Keywords: portfolio pricing
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.09.021
OpenAlex ID: W3125549559
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DOI: 10.1016/J.INSMATHECO.2013.09.021
description: scientific article; zbMATH DE number 6306924