A neural network model for solvency calculations in life insurance
Year of publication: |
2021
|
---|---|
Authors: | Fernandez-Arjona, Lucio |
Subject: | Economic capital | Nested Monte Carlo | Neural networks | Replicating portfolios | Solvency II | Swiss solvency test | Neuronale Netze | Lebensversicherung | Life insurance | Theorie | Theory | EU-Versicherungsrecht | European insurance law | Betriebliche Liquidität | Corporate liquidity | Risikomodell | Risk model | Monte-Carlo-Simulation | Monte Carlo simulation | Versicherung | Insurance | Schweiz | Switzerland | Portfolio-Management | Portfolio selection |
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