A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445)
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scientific article; zbMATH DE number 6662958
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| English | A neural network approach to efficient valuation of large portfolios of variable annuities |
scientific article; zbMATH DE number 6662958 |
Statements
A neural network approach to efficient valuation of large portfolios of variable annuities (English)
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13 December 2016
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variable annuity
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spatial interpolation
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neural network
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portfolio valuation
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Monte Carlo simulation
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0.8319101929664612
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0.8011705875396729
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0.7929422855377197
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0.7828872799873352
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0.7821035385131836
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