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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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50
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46
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46
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40
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39
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ECONIS (ZBW)
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11
VIX-linked fees for GMWBs via explicit solution simulation methods
Kouritzin, Michael A.
;
MacKay, Anne
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011904577
Saved in:
12
Sustainability of participation in collective pension schemes : an option pricing approach
Chen, Damiaan H. J.
;
Beetsma, Roel
;
Broeders, Dirk W. G. A.
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 182-196
Persistent link: https://www.econbiz.de/10011712469
Saved in:
13
Efficient randomized quasi-Monte
Carlo
methods for portfolio market risk
Sak, Halis
;
Başoğlu, İsmail
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 87-94
Persistent link: https://www.econbiz.de/10011774777
Saved in:
14
A micro-level claim count model with overdispersion and reporting delays
Avanzi, Benjamin
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011630588
Saved in:
15
Inside the solvency 2 black box : net asset balues and solvency vapital requirements with a least-squares Monte-
Carlo
approach
Floryszczak, Anthony
;
Le Courtois, Olivier
;
Majri, Mohamed
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 15-26
Persistent link: https://www.econbiz.de/10011630591
Saved in:
16
A neural network approach to efficient valuation of large portfolios of variable annuities
Hejazi, Seyed Amir
;
Jackson, Kenneth R.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 169-181
Persistent link: https://www.econbiz.de/10011597261
Saved in:
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