A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis
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Publication:2657006
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Cites work
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- scientific article; zbMATH DE number 3878095 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- Machine learning in individual claims reserving
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- Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach
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- Optimal investment for insurers
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
- Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
- Reinsurance. Actuarial and statistical aspects
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach
Cited in
(13)- A survey of numerical solutions for stochastic control problems: some recent progress
- Delta Boosting Machine with Application to General Insurance
- A deep learning algorithm for optimal investment strategies under Merton's framework
- Optimal dividend strategies with reinsurance under contagious systemic risk
- Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach
- A hybrid deep reinforcement learning method for insurance portfolio management
- A hybrid deep learning method for finite-horizon mean-field game problems
- Deep learning solution of optimal reinsurance-investment strategies with inside information and multiple risks
- A note on numerical methods for mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
- Risk management of guaranteed minimum benefits under a regime-switching jump-diffusion model
- Dividend and capital injection control with liquidation under two-sided jump-diffusion models
- Optimal Risk Mitigation by Deep Reinsurance
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