Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment matching machine learning methods for risk management of large variable annuity portfolios |
scientific article |
Statements
Moment matching machine learning methods for risk management of large variable annuity portfolios (English)
0 references
13 August 2018
0 references
variable annuity
0 references
Johnson curve
0 references
machine learning
0 references
dollar delta
0 references
VaR
0 references
0 references
0 references
0 references
0 references
0 references
