A spatial interpolation framework for efficient valuation of large portfolios of variable annuities
Year of publication: |
2017
|
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Authors: | Hejazi, Seyed Amir ; Jackson, Kenneth R. ; Gan, Guojun |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 2, p. 125-144
|
Subject: | variable annuity | spatial interpolation | Kriging | inverse distance weighting | radial basis function | portfolio valuation | Theorie | Theory | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision |
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