Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios
Feng, Ben Mingbin, Tan, Zhenni, Zheng, Jiayi
Published in North American actuarial journal (02.04.2020)
Published in North American actuarial journal (02.04.2020)
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Journal Article
Green nested simulation via likelihood ratio: Applications to longevity risk management
Feng, Ben Mingbin, Li, Johnny Siu-Hang, Zhou, Kenneth Q.
Published in Insurance, mathematics & economics (01.09.2022)
Published in Insurance, mathematics & economics (01.09.2022)
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Journal Article