An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
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Publication:727671
DOI10.1515/DEMO-2016-0022zbMATH Open1382.91046OpenAlexW2925147768MaRDI QIDQ727671FDOQ727671
Authors: Guojun Gan, Emiliano A. Valdez 
Publication date: 20 December 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2016-0022
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- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
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Cited In (16)
- AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS
- A hybrid data mining framework for variable annuity portfolio valuation
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios
- Regression modeling for the valuation of large variable annuity portfolios
- Variable annuity pricing, valuation, and risk management: a survey
- Metamodeling for variable annuities
- A DSA algorithm for mortality forecasting
- Batch mode active learning framework and its application on valuing large variable annuity portfolios
- Data clustering with actuarial applications
- Valuation of large variable annuity portfolios with rank order kriging
- Efficient simulation designs for valuation of large variable annuity portfolios
- Real-time valuation of large variable annuity portfolios: a Green mesh approach
- Modeling partial Greeks of variable annuities with dependence
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
- Scenario selection with LASSO regression for the valuation of variable annuity portfolios
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
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