Application of data clustering and machine learning in variable annuity valuation
Guojun Gan
| Year of publication: |
2013
|
|---|---|
| Authors: | Gan, Guojun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 795-801
|
| Subject: | Variable annuity | Data clustering | Machine learning | Monte Carlo simulation | Portfolio valuation | Portfolio pricing | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Theorie | Theory | Finanzanalyse | Financial analysis | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | Private Altersvorsorge | Private retirement provision |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227827