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Showing 1 to 1 of 1 for “"Variable Annuity Portfolio"”.
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Surrogate Model Assisted Nested Simulation with Applications to Variable Annuity Portfolio Valuation and Hedging
Variable annuities (VAs) are equity-linked annuities with embedded investment guarantees. Their long-term security and tax deferred features have made them one of the major insurance products in the world. Nowadays, many insurance companies are managing large VA portfolios that contain hundreds of …