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Search: subject:"nested simulation"
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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On risk management of mortality and longevity capital requirement : a predictive simulation approach
Yang, Shuai
;
Zhou, Kenneth Q.
- In:
Risks : open access journal
11
(
2023
)
12
,
pp. 1-18
specifically, we introduce a thin-plate regression spline method as a surrogate alternative to the standard
nested
simulation
…
Persistent link: https://www.econbiz.de/10014446489
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2
Dynamic importance allocated
nested
simulation
for variable annuity risk measurement
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
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