OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH
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Publication:5119564
DOI10.1017/asb.2020.9zbMath1447.91129OpenAlexW3021614052MaRDI QIDQ5119564
Zhuo Jin, Hailiang Yang, Xiang Cheng
Publication date: 31 August 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.9
Artificial neural networks and deep learning (68T07) Applications of continuous-time Markov processes on discrete state spaces (60J28) Actuarial mathematics (91G05)
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Cites Work
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