A neural network model for solvency calculations in life insurance
Lucio Fernandez-Arjona
| Year of publication: |
2021
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|---|---|
| Authors: | Fernandez-Arjona, Lucio |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 2, p. 259-275
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| 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499520000330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593579