Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
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 |
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