Results 81 to 90 of about 412 (95)

Application of data clustering and machine learning in variable annuity valuation

Insurance: Mathematics and Economics, 2013
Guojun Gan
exaly  

The individual life-cycle, annuity market imperfections and economic growth

Journal of Economic Dynamics and Control, 2012
Ben J Heijdra, Jochen O Mierau
exaly  

A comonotonicity-based valuation method for guaranteed annuity options

Journal of Computational and Applied Mathematics, 2013
Rogemar Mamon
exaly  

Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions

Risks, 2018
Guojun Gan, Gan Guojun
exaly  

How Much Does Annuity Demand React to a Large Price Change?

Scandinavian Journal of Economics, 2013
Monika Butler, Stefan Stäubli
exaly  

Analyzing the Selection Effect in the Private Korean Annuity Market

Sustainability, 2022
exaly  

Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets

Dependence Modeling, 2017
Guojun Gan, Emiliano A Valdez
exaly  

Pricing Variable Annuity Guarantees in a local volatility framework

Insurance: Mathematics and Economics, 2013
Griselda Deelstra
exaly  

Valuation of large variable annuity portfolios under nested simulation: A functional data approach

Insurance: Mathematics and Economics, 2015
Guojun Gan, X Sheldon Lin
exaly  

Optimal consumption and annuity equivalent wealth with mortality model uncertainty

Insurance: Mathematics and Economics
Jianxi Su, Yang Shen
exaly