OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH
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Publication:5119564
DOI10.1017/asb.2020.9zbMath1447.91129MaRDI QIDQ5119564
Zhuo Jin, Hailiang Yang, Xiang Cheng
Publication date: 31 August 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.9
68T07: Artificial neural networks and deep learning
60J28: Applications of continuous-time Markov processes on discrete state spaces
91G05: Actuarial mathematics
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Uses Software
Cites Work
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