袋鼠 发表于 2025-3-30 08:12:24
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A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embeddiracts with premiums paid continuously over time, along with that of single premium contracts, usually considered in the literature. Finally, we analyse the impact on the fair premiums of the main parameters of the model.Recessive 发表于 2025-3-31 04:31:49
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On the RODEO Method for Variable Selection,O. Here we propose a test which can be integrated to the RODEO procedure in order to fill this gap and complete the final step of the variable selection procedure. A two-stage procedure is therefore proposed. The results of a simulation study show a good performance of the new procedure.FIN 发表于 2025-4-1 00:48:17
978-3-319-37898-5Springer International Publishing Switzerland 2014