Efficient valuation of SCR via a neural network approach (Q344299)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient valuation of SCR via a neural network approach |
scientific article; zbMATH DE number 6655216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient valuation of SCR via a neural network approach |
scientific article; zbMATH DE number 6655216 |
Statements
Efficient valuation of SCR via a neural network approach (English)
0 references
22 November 2016
0 references
variable annuity
0 references
spatial interpolation
0 references
neural network
0 references
portfolio valuation
0 references
solvency capital requirement (SCR)
0 references
0 references
0 references
0 references
0 references
0 references
