Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681)
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English | Pricing equity-linked life insurance contracts with multiple risk factors by neural networks |
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Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (English)
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14 December 2021
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equity-linked contracts
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neural networks
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BSDEs with jumps
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stochastic mortality
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Heston stochastic volatility
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Hull-White stochastic interest rates
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