Real-time valuation of large variable annuity portfolios: a green mesh approach
The valuation of large variable annuity (VA) portfolios is an important problem of interest, not only because of its practical relevance but also because of its theoretical significance. This is prompted by the phenomenon that many existing sophisticated algorithms are typically efficient at valuing...
Saved in:
| Main Authors: | , |
|---|---|
| 其他作者: | |
| 格式: | Article |
| 語言: | English |
| 出版: |
2022
|
| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/160908 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Nanyang Technological University |
| 語言: | English |