Spread pricing model of catastrophe bonds based on the machine learning

MaRDI QIDQ4986037zbMATH OpenFDO

Authors Hui-Min Chen

Publication date 26 April 2021

zbMATH Keywords

deep neural networkgeneralized linear modelrandom forestspread of catastrophe bondssupport vector regression

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Derivative securities (option pricing, hedging, etc.) (91G20)

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