Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698)
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scientific article; zbMATH DE number 7804013
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| English | Two-phase selection of representative contracts for valuation of large variable annuity portfolios |
scientific article; zbMATH DE number 7804013 |
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Two-phase selection of representative contracts for valuation of large variable annuity portfolios (English)
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13 February 2024
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variable annuity portfolio
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clustering
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kriging
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conditional \(k\)-means
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mini-batch \(k\)-means
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two-phase selection
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0.8202383518218994
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0.7818130254745483
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0.7797653675079346
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0.7713357210159302
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0.7649058103561401
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