Application of data clustering and machine learning in variable annuity valuation (Q2015648): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2013.09.021
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+W3125549559
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+The reset decision for segregated fund maturity guarantees
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+Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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+Endogenous model of surrender conditions in equity-linked life insurance
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+Pricing life insurance contracts with early exercise features
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+Pricing equity-linked life insurance with endogenous minimum guarantees
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+Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
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+Optimal asset allocation in life annuities: a note.
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+A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
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+A binomial model for valuing equity-linked policies embedding surrender options
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+GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
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+Hedging and Reserving for Single-Premium Segregated Fund Contracts
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