Krah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf - In: Risks : open access journal 6 (2018) 2, pp. 1-26
distribution over the coming year. While this is in general computationally infeasible in the life insurance business, an … way to a reliable proxy modeling in the life insurance business. Further, we illustrate the advantages of the LSMC …