Least-Squares Monte Carlo for proxy modeling in life insurance : neural networks
Year of publication: |
2020
|
---|---|
Authors: | Krah, Anne-Sophie ; Nikolić, Zoran ; Korn, Ralf |
Subject: | least-squares Monte Carlo method | proxy modeling | life insurance | Solvency II | neural networks | machine learning | ensemble method | Neuronale Netze | Neural networks | Lebensversicherung | Life insurance | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Kleinste-Quadrate-Methode | Least squares method |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040116 [DOI] hdl:10419/258069 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies
Krah, Anne-Sophie, (2020)
-
A least-squares Monte Carlo framework in proxy modeling of life insurance companies
Krah, Anne-Sophie, (2018)
-
Least-Squares Monte Carlo for proxy modeling in life insurance: Neural networks
Krah, Anne-Sophie, (2020)
- More ...
-
A least-squares Monte Carlo framework in proxy modeling of life insurance companies
Krah, Anne-Sophie, (2018)
-
Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies
Krah, Anne-Sophie, (2020)
-
A least-squares Monte Carlo framework in proxy modeling of life insurance companies
Krah, Anne-Sophie, (2018)
- More ...