Valuation of variable annuity portfolios using finite and infinite width neural networks

HB Lim, ND Shyamalkumar, S Tao - Insurance: Mathematics and …, 2025 - Elsevier
Direct valuation of variable annuity guarantees relies on nested simulation, which is
computationally costly. One way of feasibly valuing large portfolios relies on a two-step …

Several Mathematical Problems in Investment Management

R Jiang - 2023 - uwspace.uwaterloo.ca
This thesis studies four mathematical problems in investment management. All four
problems arise from practical challenges and are data-driven. Chapter 2 investigates the …

[HTML][HTML] Scenario selection with LASSO regression for the valuation of variable annuity portfolios

H Nguyen, M Sherris, AM Villegas, J Ziveyi - Insurance: Mathematics and …, 2024 - Elsevier
Variable annuities (VAs) are increasingly becoming popular insurance products in many
developed countries which provide guaranteed forms of income depending on the …