Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets.

Guojun Gan Emiliano A. Valdez

Published in: Data (2018)

Keyphrases

monte carlo simulation
synthetic datasets
monte carlo
real life
real dataset
markov chain
synthetic data
experimental study
real world
additive model
original data
neural network
portfolio selection
particle filter
dynamic programming
similarity measure
decision trees
gene expression datasets
data sets