Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (Q5108352)

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scientific article; zbMATH DE number 7195737
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Valuation of Large Variable Annuity Portfolios with Rank Order Kriging
scientific article; zbMATH DE number 7195737

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    Valuation of Large Variable Annuity Portfolios with Rank Order Kriging (English)
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    4 May 2020
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    large variable annuity portfolios
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    kriging
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    GB2 regression
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