Pages that link to "Item:Q2347065"

The following pages link to Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065):

Displaying 20 items.

• Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
• Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
• Statistical emulators for pricing and hedging longevity risk products (Q320257) (← 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)
• Forecasting compositional risk allocations (Q1757613) (← 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)
• 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)
• 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)
• Two-stage nested simulation of tail risk measurement: a likelihood ratio approach (Q2681447) (← links)
• Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
• EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
• Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)