{"entities":{"Q6569739":{"pageid":14180894,"ns":120,"title":"Item:Q6569739","lastrevid":57323481,"modified":"2026-03-30T12:17:07Z","type":"item","id":"Q6569739","labels":{"en":{"language":"en","value":"A hybrid data mining framework for variable annuity portfolio valuation"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7878774"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$1657E4BA-75D0-4DFE-819E-1422E9EB68BF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e36ef67ede071327c2ef0bf3ff244f89c756ad54","datavalue":{"value":{"text":"A hybrid data mining framework for variable annuity portfolio valuation","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6569739$0C2748F3-9E60-49B3-A04E-317884DA855B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2a55c306e7ff366b4238f6d0b9d2a1d2abd24bcb","datavalue":{"value":"1545.91264","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6569739$57588629-09C3-4A1F-B305-A048A5F4D59B","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a73839f42fe423caaac85c83c281e95fc99fd253","datavalue":{"value":{"entity-type":"item","numeric-id":2038225,"id":"Q2038225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$3C5D966A-5C68-447A-8702-AB1F08A6FEBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"40b1ba97c46e3cc5a636a172b0594b9f8351019e","datavalue":{"value":{"entity-type":"item","numeric-id":702812,"id":"Q702812"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$0A5F6813-0AEF-4C7A-919C-07B56D447FEA","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9c260e2fc84773c4da836e563b8fb8d1f4ec2af","datavalue":{"value":{"entity-type":"item","numeric-id":59395,"id":"Q59395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$F1A0BD6E-365F-4616-B3F9-7644C74B6FA0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d6dbdcb57bb174aaf917ada2dc62add35177f721","datavalue":{"value":{"time":"+2024-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6569739$F485C12C-B0F1-41E7-A53C-D8F90854D45F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4d36585d67e9b572c819c4c421ffdd28885d32a4","datavalue":{"value":"The authors consider valuing large portfolios of variable annuity contracts and propose a hybrid framework that effectively chooses and assesses easy-to-predict contracts using the random forest model while leaving hard-to-predict contracts for the Monte Carlo simulation. The effectiveness of the hybrid approach is illustrated with an experimental study.","type":"string"},"datatype":"string"},"type":"statement","id":"Q6569739$4B0D1175-D397-4AED-9CFE-428262C06E49","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5f7441be64b8499c70b7e03f07a670da8ab6fb7c","datavalue":{"value":{"entity-type":"item","numeric-id":589935,"id":"Q589935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$B1A23C98-C220-4ECE-920F-D4B72A9FFC34","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"dca30a6ec24eddc05bb2fc77670e5d2e11d3deaf","datavalue":{"value":"91G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6569739$1148AE6F-1DE0-404C-A960-55EFFA9A3D23","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1d2fbca61b60905b2dc698fb5cd319981ab806ef","datavalue":{"value":"7878774","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6569739$E9E1D2AC-44C5-4765-949F-1F0F0DE3C360","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7678c0300a290c71bf60591354bb3f2a260265d6","datavalue":{"value":"variable annuity","type":"string"},"datatype":"string"},"type":"statement","id":"Q6569739$1D31E9B5-0892-418F-9E0A-783504799BA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"09dd0149144383d387f17b5906ed11bdc987d588","datavalue":{"value":"portfolio valuation","type":"string"},"datatype":"string"},"type":"statement","id":"Q6569739$36F7F4E3-50B1-4459-A77C-1D350E1C1250","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b852605ddbf6f773ef7a79934bd72eb99c4c9f7d","datavalue":{"value":"bootstrap aggregating","type":"string"},"datatype":"string"},"type":"statement","id":"Q6569739$47888C70-FA31-4F58-814A-5A9D00EA04DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2f44a15a30b8157608a80223cacf62367b27a322","datavalue":{"value":"random forest","type":"string"},"datatype":"string"},"type":"statement","id":"Q6569739$81FFED4D-E567-4D72-8738-7F2E4C6F1A66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"899a379cfb3267dcb9532cf1a6572fffa5cbbb8c","datavalue":{"value":"hybrid framework","type":"string"},"datatype":"string"},"type":"statement","id":"Q6569739$CE92C0BD-A776-430D-A23F-1152AB9A51F7","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$43E00C6A-2624-4FEA-BCEC-3ACB1A3A368E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5a73b7e48adb4260cb48d91e95198beb0803e94","datavalue":{"value":{"entity-type":"item","numeric-id":5952197,"id":"Q5952197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$860EF0B6-D6DC-46B2-B438-0460DC65B4BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc8982a9b00f4c20ff087c4989daff39eed85d70","datavalue":{"value":{"entity-type":"item","numeric-id":4203245,"id":"Q4203245"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$9ADCE4C6-936F-4212-A36B-92B622A2F27D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1f0ab06eaf056ab31cb6071fe52216ba22370374","datavalue":{"value":{"entity-type":"item","numeric-id":5872568,"id":"Q5872568"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$D856EEA2-D42E-4905-BCD1-85431408CF08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b121132034212443a0e47d8a57d0b3094fe710ef","datavalue":{"value":{"entity-type":"item","numeric-id":2015648,"id":"Q2015648"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$EC4DCDCC-501E-4EB0-A8CD-400E5D6456FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be12cb425e1ecac2485c3799ef9e2454f09dad98","datavalue":{"value":{"entity-type":"item","numeric-id":727671,"id":"Q727671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$E140C0D4-00DC-46EA-BB0F-9074AB0B7BEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1f8dd24ec1a0b7b3d9563cff5afd10f30d17e35f","datavalue":{"value":{"entity-type":"item","numeric-id":140173,"id":"Q140173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$3460B0AB-1895-4B41-B134-347CC00E311C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e3fa85ea839e53341475583ebe9b25d36e4c693","datavalue":{"value":{"entity-type":"item","numeric-id":4567959,"id":"Q4567959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$F8281C66-64EA-4C7B-AD10-1CD5F9D4D34F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"39003dc1a16133406e97a58bf8a9914ca0beed5b","datavalue":{"value":{"entity-type":"item","numeric-id":5139809,"id":"Q5139809"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$C179FCCD-86FC-41F2-9610-91137F0983C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"175a9f15bf764b5af6900ee7f33f7e253979f8ec","datavalue":{"value":{"entity-type":"item","numeric-id":2356242,"id":"Q2356242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$D7B459CB-F23F-4534-A065-420EA2B39D63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b79b533bea162fc8355456bf86ea5a16392869dc","datavalue":{"value":{"entity-type":"item","numeric-id":2038226,"id":"Q2038226"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$68C541C7-7341-4F78-AD2E-99D473C18D3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d5aaf472e725516964f99bf434aa9588578917a","datavalue":{"value":{"entity-type":"item","numeric-id":5140083,"id":"Q5140083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$CA147141-E209-4A38-90CE-707621950199","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2be49fb1c1dcd4852feae5eea1ce3c0b4ca743b3","datavalue":{"value":{"entity-type":"item","numeric-id":5480304,"id":"Q5480304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$232999E2-A12D-4A4E-82AF-7928C8D2DE7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"95e7f1a644a7a15568bf0cc5616a571f32437e75","datavalue":{"value":{"entity-type":"item","numeric-id":5754967,"id":"Q5754967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$55DD02BE-7D2B-41BA-9AD5-36A1A76C62C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c5d33bc9f5e63556991ae5a737009159c343de7","datavalue":{"value":{"entity-type":"item","numeric-id":2810797,"id":"Q2810797"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$99DD0CAA-9920-4FDD-A933-FEF8D649A774","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"305be8b71144f14fbfed2caea07fa779a78a7794","datavalue":{"value":{"entity-type":"item","numeric-id":961193,"id":"Q961193"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$3ACC6FA0-EC04-4922-8740-14A0EEA68B2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f1e2fb91eef0cfca1bb85ded994f9e2c88026ee","datavalue":{"value":{"entity-type":"item","numeric-id":2934051,"id":"Q2934051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$57B57E1C-0AEB-42C1-BF26-BF366EFF8995","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a1f9ca93c4b41815b8a574d59782b1ade5a80e3","datavalue":{"value":{"entity-type":"item","numeric-id":1657175,"id":"Q1657175"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$484E53DA-7615-4395-A171-46C93EE205AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"210432e7376f48af75cdbeb0b219570bc8a7bfc2","datavalue":{"value":{"entity-type":"item","numeric-id":5126933,"id":"Q5126933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$70F9304F-F10A-49A0-9DC0-83BB088C9E66","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6659e119eb7d83f532d7bad4805d7d2504677d2e","datavalue":{"value":"10.1017/ASB.2023.26","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6569739$CD246E70-1C12-441B-9A38-12071765FB68","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9cf081a60d872bc8a955a19f10dda2dc877ee9bc","datavalue":{"value":{"entity-type":"item","numeric-id":2038226,"id":"Q2038226"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7a6f1c78a9d02af483cd228bb5c489c4d52c032","datavalue":{"value":{"amount":"+0.8380517959594727","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6569739$92903836-CD85-4C4A-9BAE-0836A5BA2485","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"378d4092e39f5d7ee4bd284705db0bcac2f07804","datavalue":{"value":{"entity-type":"item","numeric-id":5139818,"id":"Q5139818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b237f552e6afcaeccf5c458e81bc8dc360c154d2","datavalue":{"value":{"amount":"+0.8246527910232544","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6569739$9E65790E-3D66-4221-BC58-9230D386BFDE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a30e8bd3f540fe0d05bf527c35d6813d36c24114","datavalue":{"value":{"entity-type":"item","numeric-id":2015648,"id":"Q2015648"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a351e72d293b43e198dfa8b492a967da42c98566","datavalue":{"value":{"amount":"+0.7860249876976013","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6569739$6A232C7E-6D84-4B08-8E2C-C55F0640B394","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6f057da637147f1b0c9198bd8b110ac881cee481","datavalue":{"value":{"entity-type":"item","numeric-id":6152698,"id":"Q6152698"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"42adf33c616a811ade5c663256eaeb227eaa5e0b","datavalue":{"value":{"amount":"+0.7818130254745483","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6569739$CE61AF99-D0FE-4B5F-BD2E-E84EBAFD48D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"319513a23209823af2ad1854072bfcb9e63f4133","datavalue":{"value":{"entity-type":"item","numeric-id":3385433,"id":"Q3385433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ca0e05bd954fa9cdafaafa838d4c2ed1de3b961","datavalue":{"value":{"amount":"+0.7813989520072937","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6569739$B1F3E40B-4160-4017-BFC0-B666993159BD","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6569739$A22BF033-CC52-4333-864D-75421E50F647","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6569739","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6569739"}}}}}