AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS

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Publication:5140083

DOI10.1017/asb.2020.28zbMath1454.91189OpenAlexW3084378721MaRDI QIDQ5140083

Hyukjun Gweon, Shu Li, Rogemar S. Mamon

Publication date: 13 December 2020

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2020.28




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