Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
by Xiang Cheng, Zhuo Jin and Hailiang Yang
| Year of publication: |
2020
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|---|---|
| Authors: | Cheng, Xiang ; Jin, Zhuo ; Yang, Hailiang |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 449-477
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| Subject: | Neural networks | deep learning | Markov chain approximation | reinsurance strategies | Markov-Kette | Markov chain | Theorie | Theory | Neuronale Netze | Rückversicherung | Reinsurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243372