A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo Jin, Hailiang Yang, G. Yin
| Year of publication: |
2021
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|---|---|
| Authors: | Jin, Zhuo ; Yang, Hailiang ; Yin, George G. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 262-275
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| Subject: | Neural network | Deep learning | Markov chain approximation | Stochastic approximation | Investment | Reinsurance | Dividend management | Convergence | Markov-Kette | Markov chain | Theorie | Theory | Neuronale Netze | Neural networks | Rückversicherung | Algorithmus | Algorithm | Dividende | Dividend | Mathematische Optimierung | Mathematical programming | Künstliche Intelligenz | Artificial intelligence | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.11.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482892