Use of Prediction Bias in Active Learning and Its Application to Large Variable Annuity Portfolios
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- Gweon, Hyukjun & Li, Shu & Mamon, Rogemar, 2020. "An Effective Bias-Corrected Bagging Method For The Valuation Of Large Variable Annuity Portfolios," ASTIN Bulletin, Cambridge University Press, vol. 50(3), pages 853-871, September.
- Guoyi Zhang & Yan Lu, 2012. "Bias-corrected random forests in regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(1), pages 151-160, March.
- Gweon, Hyukjun & Li, Shu, 2021. "Batch mode active learning framework and its application on valuing large variable annuity portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 105-115.
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Keywords
variable annuity; machine learning; active learning; prediction bias; data mining;All these keywords.
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