Are Flexible Premium Variable Annuities Under-Priced?
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- Seyed Amir Hejazi & Kenneth R. Jackson, 2016. "A Neural Network Approach to Efficient Valuation of Large Portfolios of Variable Annuities," Papers 1606.07831, arXiv.org.
- Hejazi, Seyed Amir & Jackson, Kenneth R., 2016. "A neural network approach to efficient valuation of large portfolios of variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 169-181.
- repec:eee:insuma:v:81:y:2018:i:c:p:1-17 is not listed on IDEAS
- Gan, Guojun & Lin, X. Sheldon, 2015. "Valuation of large variable annuity portfolios under nested simulation: A functional data approach," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 138-150.
- Runhuan Feng & Xiaochen Jing & Jan Dhaene, 2015.
"Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior,"
Tinbergen Institute Discussion Papers
15-008/IV/DSF85, Tinbergen Institute.
- Runhuan Feng & Xiaochen Jing & Jan Dhaene, 2015. " Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior," Working Papers Department of Accounting, Finance and Insurance (AFI) 485229, KU Leuven, Faculty of Economics and Business, Department of Accounting, Finance and Insurance (AFI).
- Seyed Amir Hejazi & Kenneth R. Jackson & Guojun Gan, 2017. "A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities," Papers 1701.04134, arXiv.org.
- repec:taf:oaefxx:v:5:y:2017:i:1:p:1326218 is not listed on IDEAS
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