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Efficient Greek calculation of variable annuity portfolios for dynamic hedging : a two-level metamodeling approach
Gan, Guojun
;
Lin, X. Sheldon
- In:
North American actuarial journal
21
(
2017
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011858005
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Optimal reinsurance under the risk-adjusted value of an insurer's liability and an economic reinsurance premium principle
Chi, Yichun
;
Lin, X. Sheldon
;
Ken Seng Tan
- In:
North American actuarial journal
21
(
2017
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011858069
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