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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Lin, X. Sheldon"
~type:"article"
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Fast and efficient nested simulation for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon
;
Yang, Shuai
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
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