Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach |
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Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (English)
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20 March 2020
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variable annuity portfolio
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nested-simulation
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surrogate modeling
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spline regression
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population sampling
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