Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681)

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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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