Efficient valuation of SCR via a neural network approach (Q344299): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+T05
@@ Property / Mathematics Subject Classification ID: 68T05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6655216
@@ Property / zbMATH DE Number: 6655216 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variable annuity
@@ Property / zbMATH Keywords: variable annuity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spatial interpolation
@@ Property / zbMATH Keywords: spatial interpolation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+neural network
@@ Property / zbMATH Keywords: neural network / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio valuation
@@ Property / zbMATH Keywords: portfolio valuation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+solvency capital requirement (SCR)
@@ Property / zbMATH Keywords: solvency capital requirement (SCR) / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PMTK
@@ Property / describes a project that uses: PMTK / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PRMLT
@@ Property / describes a project that uses: PRMLT / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2527761280
@@ Property / OpenAlex ID: W2527761280 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01946
@@ Property / arXiv ID: 1610.01946 / rank @@
+Normal rank
@@ Property / cites work @@
+FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II
+Normal rank
@@ Property / cites work @@
+On the Calculation of the Solvency Capital Requirement Based on Nested Simulations
+Normal rank
@@ Property / cites work @@
+An Approach to Fair Valuation of Insurance Liabilities Using the Firm’s Cost of Capital
+Normal rank
@@ Property / cites work @@
+The practice of portfolio replication. A practical overview of forward and inverse problems
+Normal rank
@@ Property / cites work @@
+Valuation of the early-exercise price for options using simulations and nonparametric regression
+Normal rank
@@ Property / cites work @@
+Application of data clustering and machine learning in variable annuity valuation
+Normal rank
@@ Property / cites work @@
+Valuation of large variable annuity portfolios under nested simulation: a functional data approach
+Normal rank
@@ Property / cites work @@
+A neural network approach to efficient valuation of large portfolios of variable annuities
+Normal rank
@@ Property / cites work @@
+Q5509408
@@ Property / cites work: Q5509408 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5510038
@@ Property / cites work: Q5510038 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5483032
@@ Property / cites work: Q5483032 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2855953
@@ Property / cites work: Q2855953 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3320132
@@ Property / cites work: Q3320132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:344299