Premium control with reinforcement learning
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Publication:6174076
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Cites work
- scientific article; zbMATH DE number 1321699 (Why is no real title available?)
- scientific article; zbMATH DE number 5685899 (Why is no real title available?)
- scientific article; zbMATH DE number 5223066 (Why is no real title available?)
- scientific article; zbMATH DE number 3307211 (Why is no real title available?)
- An analysis of temporal-difference learning with function approximation
- Convergence results for single-step on-policy reinforcement-learning algorithms
- Deep hedging
- Deep hedging of long-term financial derivatives
- Double chain ladder
- Lectures on the use of control theory in insurance
- Neural networks-based backward scheme for fully nonlinear PDEs
- Premium control in an insurance system, an approach using linear control theory
- Reinforcement learning. An introduction
- Simple statistical gradient-following algorithms for connectionist reinforcement learning
- The convergence of \(TD(\lambda)\) for general \(\lambda\)
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