Cargando...
Least-Squares Monte Carlo for Proxy Modeling in Life Insurance: Neural Networks
The least-squares Monte Carlo method has proved to be a suitable approximation technique for the calculation of a life insurer’s solvency capital requirements. We suggest to enhance it by the use of a neural network based approach to construct the proxy function that models the insurer’s loss with r...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2020-11-01
|
| Colección: | Risks |
| Materias: | |
| Acceso en línea: | https://www.mdpi.com/2227-9091/8/4/116 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|