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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    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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