Neural networks meet least squares Monte Carlo at internal model data (Q6173896)
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scientific article; zbMATH DE number 7712313
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English | Neural networks meet least squares Monte Carlo at internal model data |
scientific article; zbMATH DE number 7712313 |
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Neural networks meet least squares Monte Carlo at internal model data (English)
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13 July 2023
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least squares Monte Carlo
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neural networks
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Solvency II
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proxy modeling
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insurance risk management
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cash flow projection models
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risk-neutral valuation
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machine learning
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