Batch mode active learning framework and its application on valuing large variable annuity portfolios
Year of publication: |
2021
|
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Authors: | Gweon, Hyukjun ; Li, Shu |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 105-115
|
Subject: | Active learning | Bagged trees | Batch mode | Machine learning | Variable annuity | Theorie | Theory | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Private Altersvorsorge | Private retirement provision | Lernen | Learning |
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