Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Year of publication: |
2023
|
---|---|
Authors: | Jiang, Ruihong ; Saunders, David M. ; Weng, Chengguo |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 293-309
|
Subject: | Clustering | Conditional k-means | Kriging | Mini-batch k-means | Two-phase selection | Variable annuity portfolio | Theorie | Theory | Portfolio-Management | Portfolio selection | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance |
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