Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2015.1088962 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1816178435 / rank | |||
Normal rank | |||
Revision as of 20:04, 19 March 2024
scientific article; zbMATH DE number 7372440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees |
scientific article; zbMATH DE number 7372440 |
Statements
Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (English)
0 references
16 July 2021
0 references
variable annuities
0 references
lifelong withdrawal guarantees
0 references
stochastic control models
0 references
Monte Carlo simulation
0 references
regression-based algorithms
0 references
stochastic volatility
0 references
