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Showing 1 to 3 of 3 for “"semi-analytical algorithms"”.

  1. On intrinsic ultracontractivity of perturbed Levy processes and applications of Levy processes in actuarial mathematics

    … processes, which enable us to develop efficient semi-analytical algorithms to solve the pricing and risk management problem of certain exotic variable annuity products. In particular, we consider two variable annuity products with guaranteed benefits, the Guaranteed Minimum Accumulation Benefit …

    uiuc Repository record for On intrinsic ultracontractivity of perturbed Levy processes and applications of Levy processes in actuarial mathematics (opens in a new tab)

  2. Evaluation of a semi-analytical approach to the retrieval of water quality parameters from optical data in European coastal Case-II waters

    … coastal waters. We study the suitability of a semi-analytical algorithm for the retrieval of these parameters in coastal waters to investigate the validity of radiative transfer theory and bio-optical models that have been developed primarily for open ocean waters. To obtain water quality …

    soton Repository record for Evaluation of a semi-analytical approach to the retrieval of water quality parameters from optical data in European coastal Case-II waters (opens in a new tab)