Pages that link to "Item:Q2866022"
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The following pages link to On the Calculation of the Solvency Capital Requirement Based on Nested Simulations (Q2866022):
Displaying 26 items.
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Efficient valuation of SCR via a neural network approach (Q344299) (← links)
- Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
- Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
- Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance (Q1707545) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Multi-year analysis of solvency capital in life insurance (Q2066780) (← links)
- Economic scenario generators: a risk management tool for insurance (Q2094843) (← links)
- A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Socio-economic differentiation in experienced mortality modelling and its pricing implications (Q2157217) (← links)
- Fast calibration of the libor market model with stochastic volatility and displaced diffusion (Q2190303) (← links)
- Multilevel Monte Carlo for computing the SCR with the standard formula and other stress tests (Q2234762) (← links)
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach (Q2306093) (← links)
- Credit risk and solvency capital requirements (Q2323660) (← links)
- Application of Bayesian penalized spline regression for internal modeling in life insurance (Q2323667) (← links)
- Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
- Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
- Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (Q3385433) (← links)
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
- Computation of conditional expectations with guarantees (Q6159022) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176) (← links)
