1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.CP2017★ 1 cited
A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities
Seyed Amir Hejazi, Kenneth R. Jackson, Guojun Gan
Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks…
q-fin.CP2016
Efficient Valuation of SCR via a Neural Network Approach
Seyed Amir Hejazi, Kenneth R. Jackson
As part of the new regulatory framework of Solvency II, introduced by the European Union, insurance companies are required to monitor their solvency by computing a key risk metric…
q-fin.CP2016
A Neural Network Approach to Efficient Valuation of Large Portfolios of Variable Annuities
Seyed Amir Hejazi, Kenneth R. Jackson
Managing and hedging the risks associated with Variable Annuity (VA) products require intraday valuation of key risk metrics for these products. The complex structure of VA product…