Two-phase selection of representative contracts for valuation of large variable annuity portfolios
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DOI: 10.1016/j.insmatheco.2023.08.009
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More about this item
Keywords
Variable annuity portfolio; Clustering; Kriging; Conditional k-means; Mini-batch k-means; Two-phase selection;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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