Gweon, Hyukjun; Li, Shu; Xu, Yangxuan - In: Risks : open access journal 12 (2024) 6, pp. 1-14
Given the computational challenges associated with valuing large variable annuity (VA) portfolios, a variety of data mining frameworks, including metamodeling and active learning, have been proposed in recent years. Active learning, a promising alternative to metamodeling, enhances the...