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
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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

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    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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