Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173): Difference between revisions
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Revision as of 22:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets |
scientific article |
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5
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1
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354-374
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20 December 2017
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27 June 2018
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Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (English)
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Monte Carlo
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multivariate Black-Scholes
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metamodeling
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variable annuity
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portfolio valuation
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