Tree-based models for variable annuity valuation : parameter tuning and empirical analysis
Zhiyu Quan, Guojun Gan and Emiliano Valdez
| Year of publication: |
2022
|
|---|---|
| Authors: | Quan, Zhiyu ; Gan, Guojun ; Valdez, Emiliano |
| Subject: | Metamodelling | Portfolio valuation | Tree-based model | Variable annuity | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Finanzanalyse | Financial analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187288