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  • Search: subject:"Two-phase deep reinforcement learning"
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Subject
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Hedging 1 Hedging strategy self-revision 1 Learning 1 Learning process 1 Lernen 1 Lernprozess 1 Online learning phase 1 Sequential anchor-hedging reward signals 1 Signalling 1 Single terminal reward signals 1 Theorie 1 Theory 1 Training phase 1 Two-phase deep reinforcement learning 1 Variable annuities hedging 1
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Free 1
Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chong, Wing Fung 1 Cui, Haoen 1 Li, Yuxuan 1
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1
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ECONIS (ZBW) 1
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Pseudo-model-free hedging for variable annuities via deep reinforcement learning
Chong, Wing Fung; Cui, Haoen; Li, Yuxuan - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 503-546
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