An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
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Cites work
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- A Census of Small Latin Hypercubes
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- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
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- Data clustering in C++: an object-oriented approach. With CD-ROM
- Design issues for generalized linear models: a review
- Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach
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- Statistical emulators for pricing and hedging longevity risk products
- Valuation of large variable annuity portfolios under nested simulation: a functional data approach
Cited in
(16)- A DSA algorithm for mortality forecasting
- Real-time valuation of large variable annuity portfolios: a Green mesh approach
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios
- Batch mode active learning framework and its application on valuing large variable annuity portfolios
- Scenario selection with LASSO regression for the valuation of variable annuity portfolios
- Modeling partial Greeks of variable annuities with dependence
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
- Variable annuity pricing, valuation, and risk management: a survey
- Regression modeling for the valuation of large variable annuity portfolios
- AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS
- Metamodeling for variable annuities
- An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
- A hybrid data mining framework for variable annuity portfolio valuation
- Valuation of large variable annuity portfolios with rank order kriging
- Efficient simulation designs for valuation of large variable annuity portfolios
- Data clustering with actuarial applications
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