AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS (Q5140083)
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scientific article; zbMATH DE number 7285045
Language | Label | Description | Also known as |
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English | AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS |
scientific article; zbMATH DE number 7285045 |
Statements
AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS (English)
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13 December 2020
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variable annuity
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portfolio valuation
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metamodeling
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bootstrap aggregating
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regression tree
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