@article{201806.0482, doi = {10.20944/preprints201806.0482.v1}, url = {https://doi.org/10.20944/preprints201806.0482.v1}, year = 2018, month = {June}, publisher = {Preprints}, author = {Guojun Gan and Emiliano Valdez}, title = {Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets}, journal = {Preprints} }