Pages that link to "Item:Q140173"
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The following pages link to Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173):
Displaying 11 items.
- vamc (Q140174) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352) (← links)
- Data Clustering with Actuarial Applications (Q5139809) (← 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)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← 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)
