Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178)
From MaRDI portal
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
