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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~person:"Li, Shu"
~person:"Shao, Adam W."
~person:"Wang, JinDong"
~subject:"Private Altersvorsorge"
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Private Altersvorsorge
Private retirement provision
4
Portfolio selection
3
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Variable annuity
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bootstrap aggregating
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portfolio valuation
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Altersvorsorge
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Li, Shu
Shao, Adam W.
Wang, JinDong
Forsyth, Peter A.
2
Godin, Frédéric
2
Hamel, Emmanuel
2
Vetzal, Kenneth R.
2
Westmacott, Graham
2
Augustyniak, Maciej
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Balter, Anne G.
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Chen, An
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Fergusson, Kevin
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Gaillardetz, Patrice
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Gweon, Hyukjun
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Gweon, Hyukjun Jay
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Hieber, Peter
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Lin, X. Sheldon
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Lucas, Nathalie
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Mamon, Rogemar
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Molent, Andrea
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Ng, Edwin Hon-Man
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Olivieri, Annamaria
1
Rach, Manuel
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Sehner, Thorsten
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Sherris, Michael
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Thirurajah, Samuel
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Werker, Bas J. M.
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Xu, Mengyi
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Xu, Wei
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
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ECONIS (ZBW)
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A hybrid data mining framework for variable annuity portfolio valuation
Gweon, Hyukjun
;
Li, Shu
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 580-595
Persistent link: https://www.econbiz.de/10014342524
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2
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
Saved in:
3
Portfolio insurance strategies for a target annuitization fund
Xu, Mengyi
;
Sherris, Michael
;
Shao, Adam W.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 873-912
Persistent link: https://www.econbiz.de/10012307389
Saved in:
4
Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
Saved in:
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