Further processing options
available via online resource

Dynamic importance allocated nested simulation for variable annuity risk measurement

Saved in:

Bibliographic Details
Published in: Annals of actuarial science 16(2022), 2 vom: Juli, Seite 319-348
Other Authors: Feng, Mingbin [Author] • Hardy, Mary Rosalyn 1958- [Author]
Type of Resource: E-Book Component Part
Language: English
published:
2022
Series: : Annals of actuarial science, 16(2022), 2 vom: Juli, Seite 319-348
, volume:16
Subjects:
Concomitants
Conditional tail expectation
Nested simulation
Tail value at risk
Variable annuities
Aufsatz in Zeitschrift
Concomitants
Conditional tail expectation
Nested simulation
Tail value at risk
Variable annuities
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISSN: 1748-5002
Loading...