For instance, to derive the GMM noise attributes for a 2% noise level, the GMM noise characteristics associated with a 1% noise level were doubled. The result is shown in Figure 9. This study proves that the method is robust under different noise levels. Particularly, for all the studied ...
By analyzing Table 4, we found that M-Unet performed worse than other models across these metrics. This is primarily because M-Unet’s lightweight design reduces its ability to capture complex features. However, when the CBAM module is added to M-Unet, the mIoU and mPA metrics improve by ...
We illustrate this method in guaranteed minimum maturity benefits (GMMBs), but it is also applicable to other equity-linked insurance contracts. Keywords: variable annuity; volatility-dependent fee; efficient hedging; Heston model1. Introduction A variable annuity (VA) is a tax-deferred and unit-...
The presence of nonignorable missing response variables often leads to complex conditional distribution patterns that cannot be effectively captured through mean regression. In contrast, quantile regression offers valuable insights into the conditional d