Machine learning in nested simulations under actuarial uncertainty

DOI10.1007/978-3-030-78965-7_21MaRDI QIDQ7231750zbMATH OpenFDO

Authors Gilberto Castellani, Ugo Fiore, Zelda Marino, Luca Passalacqua, Francesca Perla, Salvatore Scognamiglio, P. Zanetti

Publication date 22 April 2026

Full work available at URL https://doi.org/10.1007/978-3-030-78965-7_21

zbMATH Keywords

support vector machineslife insurancesolvency capital requirementdeep neural networksactuarial risks

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites work

• Deep learning
• Efficient valuation of SCR via a neural network approach

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