Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810)
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scientific article; zbMATH DE number 7284364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities |
scientific article; zbMATH DE number 7284364 |
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Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (English)
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11 December 2020
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variable annuities
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importance-allocated nested simulation
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conditional tail expectation risk measure
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