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Capital income 1 Deep learning 1 Econometric model 1 Forecasting model 1 IFRS 17 1 Interest rate risk 1 Kapitaleinkommen 1 Learning 1 Learning process 1 Lernen 1 Lernprozess 1 Nelson-Siegel model 1 Prognoseverfahren 1 Real-world modeling 1 Solvency II 1 Theorie 1 Theory 1 Yield curve 1 Zinsrisiko 1 Zinsstruktur 1 asset-liability management 1 attention models 1 interest rate risk 1 multiple yield curve modeling 1 transfer learning 1 value-at-risk 1 Ökonometrisches Modell 1
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Richman, Ronald 1 Scognamiglio, Salvatore 1
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ASTIN bulletin : the journal of the International Actuarial Association 1
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Multiple yield curve modeling and forecasting using deep learning
Richman, Ronald; Scognamiglio, Salvatore - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 463-494
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