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North American Actuarial Journal Volume 6, 2002 - Issue 3
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Original Articles

Efficient Stochastic Modeling for Large and Consolidated Insurance Business: Interest Rate Sampling Algorithms

Yvonne C. M. Chueh Mathematics Department, Central Washington University, 400 East 8th Avenue, Ellensburg, Washington 98926-7424
Pages 88-103 | Published online: 04 Jan 2013

Citations (6)

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Read on this site (2)

Emmanuel Hamel, Yvonne Chueh & Donald Davendra. (2023) Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB. North American Actuarial Journal 0:0, pages 1-31.
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JosephH. T. Kim. (2011) Capital Allocation Using the Bootstrap. North American Actuarial Journal 15:4, pages 499-516.
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Articles from other publishers (4)

Akib Mashrur, Wei Luo, Nayyar A. Zaidi & Antonio Robles-Kelly. (2020) Machine Learning for Financial Risk Management: A Survey. IEEE Access 8, pages 203203-203223.
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Donald Davendra, Chin-mei Chueh & Emmanuel Hamel. 2020. AETA 2018 - Recent Advances in Electrical Engineering and Related Sciences: Theory and Application. AETA 2018 - Recent Advances in Electrical Engineering and Related Sciences: Theory and Application 134 143 .
Joseph H.T. Kim. (2010) Bias correction for estimated distortion risk measure using the bootstrap. Insurance: Mathematics and Economics 47:2, pages 198-205.
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Emmanuel Hamel, Yvonne Chueh & Davendra Donald. (2022) Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB AND GMDB. SSRN Electronic Journal.
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