Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees
2015 ◽
Vol 16
(6)
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pp. 905-928
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Keyword(s):
Keyword(s):
2014 ◽
Vol 18
(1)
◽
pp. 3-29
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2014 ◽
Vol 81
(1)
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pp. 109-135
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Keyword(s):
Keyword(s):
1999 ◽
Vol 36
(01)
◽
pp. 1-20
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1994 ◽
Vol 39
(2)
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pp. 187-207
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