An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (Q727671)
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scientific article; zbMATH DE number 6666941
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| English | An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios |
scientific article; zbMATH DE number 6666941 |
Statements
An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (English)
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20 December 2016
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variable annuity
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portfolio valuation
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metamodeling
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generalized beta of the second kind (GB2)
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multivariate experimental design
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data clustering
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Latin hypercube
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0.8525911569595337
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0.8472753167152405
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0.7991108894348145
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0.7922500371932983
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