Pages that link to "Item:Q4567959"
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The following pages link to Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959):
Displaying 16 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
- Optimal fee structure of variable annuities (Q2665877) (← links)
- Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
- Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352) (← links)
- Data Clustering with Actuarial Applications (Q5139809) (← 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 DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing (Q5881112) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
- Tweedie multivariate semi-parametric credibility with the exchangeable correlation (Q6199663) (← links)
- Scenario selection with LASSO regression for the valuation of variable annuity portfolios (Q6543145) (← links)
- A hybrid data mining framework for variable annuity portfolio valuation (Q6569739) (← links)
