A neural network approach to efficient valuation of large portfolios of variable annuities
Year of publication: |
September 2016
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Authors: | Hejazi, Seyed Amir ; Jackson, Kenneth R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 169-181
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Subject: | Variable annuity | Spatial interpolation | Neural network | Portfolio valuation | Monte Carlo simulation | Theorie | Theory | Neuronale Netze | Neural networks | Monte-Carlo-Simulation | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Finanzanalyse | Financial analysis |
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