Efficient valuation of SCR via a neural network approach (Q344299)
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scientific article; zbMATH DE number 6655216
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| English | Efficient valuation of SCR via a neural network approach |
scientific article; zbMATH DE number 6655216 |
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Efficient valuation of SCR via a neural network approach (English)
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22 November 2016
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variable annuity
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spatial interpolation
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neural network
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portfolio valuation
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solvency capital requirement (SCR)
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0.8011705875396729
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0.7520307302474976
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0.7378963232040405
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0.7145426273345947
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0.7124372720718384
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