Pages that link to "Item:Q2015648"
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The following pages link to Application of data clustering and machine learning in variable annuity valuation (Q2015648):
Displayed 33 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- Efficient valuation of SCR via a neural network approach (Q344299) (← links)
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Subspace clustering with automatic feature grouping (Q1669619) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Reverse mortgages through artificial intelligence: new opportunities for the actuaries (Q2044799) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
- Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (Q2513460) (← links)
- A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496) (← links)
- Fast spectral clustering with self-weighted features (Q5088820) (← links)
- Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352) (← links)
- Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
- Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios (Q5139818) (← links)
- AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS (Q5140083) (← links)
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach (Q5379212) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)