A least-squares Monte Carlo framework in proxy modeling of life insurance companies
Year of publication: |
2018
|
---|---|
Authors: | Krah, Anne-Sophie ; Nikolić, Zoran ; Korn, Ralf |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 2, p. 1-26
|
Publisher: |
Basel : MDPI |
Subject: | Least-Squares Monte Carlo method | proxy modeling | life insurance | Solvency II |
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