Machine learning techniques in nested stochastic simulations for life insurance
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Publication:6579522
DOI10.1002/ASMB.2607MaRDI QIDQ6579522FDOQ6579522
Authors: Gilberto Castellani, Ugo Fiore, Zelda Marino, Luca Passalacqua, Francesca Perla, Salvatore Scognamiglio, P. Zanetti 
Publication date: 25 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
deep learningsupport vector regressionleast squares Monte CarloSolvency II nested Monte Carlowith-profit insurance policies
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