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Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies
Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year. Since the industry is currently far from being endowed with sufficient computational capacities to fully simulate these distributions,...
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| Autores principales: | , , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2020-02-01
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| Colección: | Risks |
| Materias: | |
| Acceso en línea: | https://www.mdpi.com/2227-9091/8/1/21 |
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