Variants of the Smith-Wilson method with a view towards applications
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- Sheldon, T. J. & Smith, A. D., 2004. "Market Consistent Valuation of Life Assurance Business," British Actuarial Journal, Cambridge University Press, vol. 10(3), pages 543-605, August.
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- Solveig Flaig & Gero Junike, 2022. "Scenario Generation for Market Risk Models Using Generative Neural Networks," Risks, MDPI, vol. 10(11), pages 1-28, October.
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