Valuation of large variable annuity portfolios using linear models with interactions
Year of publication: |
September 2018
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Authors: | Gan, Guojun |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 3, p. 1-19
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Subject: | variable annuity | portfolio valuation | linear regression | group-lasso | interaction effect | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Lebensversicherung | Life insurance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6030071 [DOI] hdl:10419/195863 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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