An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
type: Item
instance of: scholarly article
title: An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
zbMATH Open document ID: 1382.91046
author: Guojun Gan
author: Emiliano A. Valdez
published in: Dependence Modeling
publication date: 2016-12-20T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6666941
zbMATH Keywords: variable annuity
zbMATH Keywords: portfolio valuation
zbMATH Keywords: metamodeling
zbMATH Keywords: generalized beta of the second kind (GB2)
zbMATH Keywords: multivariate experimental design
zbMATH Keywords: data clustering
zbMATH Keywords: Latin hypercube
describes a project that uses: Latin Hypercube Sampling
describes a project that uses: clhs
MaRDI profile type: MaRDI publication profile
full work available at URL: demo-2016-0022
OpenAlex ID: W2925147768
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DOI: 10.1515/DEMO-2016-0022
description: scientific article; zbMATH DE number 6666941