A hybrid data mining framework for variable annuity portfolio valuation
Hyukjun Gweon and Shu Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Gweon, Hyukjun ; Li, Shu |
| Subject: | bootstrap aggregating | hybrid framework | portfolio valuation | random forest | Variable annuity | Theorie | Theory | Portfolio-Management | Portfolio selection | Data Mining | Data mining | Private Altersvorsorge | Private retirement provision |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.26 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342524