Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate |
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Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (English)
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10 August 2021
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GMWB pricing
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Heston-Hull-White model
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numerical method
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machine learning
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Gaussian process regression
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