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Search: subject:"stochastic on stochastic"
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Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014320258
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2
Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 138-150
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011312079
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