The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q59436874, #quickstatements; #temporary_batch_1708557319324 |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:51, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The difference between LSMC and replicating portfolio in insurance liability modeling |
scientific article |
Statements
The difference between LSMC and replicating portfolio in insurance liability modeling (English)
0 references
6 June 2017
0 references
portfolio replication
0 references
least squares Monte Carlo
0 references
least squares regression
0 references