Similar Search Results

Modeling partial Greeks of variable annuities with dependence

Gan, Guojun; Valdez, Emiliano - In: Insurance / Mathematics & economics 76 (2017), pp. 118-134

Persistent link: https://www.econbiz.de/10011774791

Tree-based models for variable annuity valuation : parameter tuning and empirical analysis

Quan, Zhiyu; Gan, Guojun; Valdez, Emiliano - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 95-118

Persistent link: https://www.econbiz.de/10013187288

Application of data clustering and machine learning in variable annuity valuation

Gan, Guojun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 795-801

Persistent link: https://www.econbiz.de/10010227827

Variable annuity pricing, valuation, and risk management : a survey

Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900

Persistent link: https://www.econbiz.de/10013491041

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://www.econbiz.de/10011312079

Application of data clustering and machine learning in variable annuity valuation

Gan, Guojun - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 795-801

The valuation of variable annuity guarantees has been studied extensively in the past four decades. However, almost all the studies focus on the valuation of guarantees embedded in a single variable annuity contract. How to efficiently price the guarantees for a large portfolio of variable...

Persistent link: https://www.econbiz.de/10010719100