Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuation of large variable annuity portfolios under nested simulation: a functional data approach |
scientific article |
Statements
Valuation of large variable annuity portfolios under nested simulation: a functional data approach (English)
0 references
26 May 2015
0 references
variable annuity
0 references
minimum guarantee
0 references
dollar delta
0 references
VA portfolio
0 references
nested simulation
0 references
stochastic-on-stochastic
0 references
clustering
0 references
functional data analysis
0 references
0 references
0 references
0 references
0 references