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Tree-based models for variable annuity valuation: parameter tuning and empirical analysis
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- Journal:
- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
- Published online by Cambridge University Press:
- 16 March 2021, pp. 95-118
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Asymptotic normality and efficiency of two Sobol index estimators
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- Journal:
- ESAIM: Probability and Statistics / Volume 18 / 2014
- Published online by Cambridge University Press:
- 03 October 2014, pp. 342-364
- Print publication:
- 2014
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