Efficient valuation of SCR via a neural network approach (Q344299)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient valuation of SCR via a neural network approach |
scientific article |
Statements
Efficient valuation of SCR via a neural network approach (English)
0 references
22 November 2016
0 references
variable annuity
0 references
spatial interpolation
0 references
neural network
0 references
portfolio valuation
0 references
solvency capital requirement (SCR)
0 references
