Using neural networks to price and hedge variable annuity guarantees
Year of publication: |
2019
|
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Authors: | Doyle, Daniel ; Groendyke, Chris |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 1/2, p. 1-19
|
Subject: | variable annuities | GMxB | hedging | neural networks | Neuronale Netze | Neural networks | Hedging | Lebensversicherung | Life insurance | Optionspreistheorie | Option pricing theory | Private Altersvorsorge | Private retirement provision |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7010001 [DOI] hdl:10419/257840 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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