Theory and Validation of Replicating Portfolios in Insurance Risk Management
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Publisher
Elsevier BV
Reference45 articles.
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1. A neural network model for solvency calculations in life insurance;Annals of Actuarial Science;2020-12-01
2. Rolling Adjoints : Fast Greeks Along Monte Carlo Scenarios for Early-Exercise Options;SSRN Electronic Journal;2017
3. The difference between LSMC and replicating portfolio in insurance liability modeling;European Actuarial Journal;2016-11-04
4. Mathematical Foundation of the Replicating Portfolio Approach;SSRN Electronic Journal;2016
5. Replicating Portfolio Approach to Capital Calculation;SSRN Electronic Journal;2016
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