Grouping of contracts in insurance using neural networks

DOI10.1080/03461238.2020.1836676zbMath1470.91231arXiv1912.09964OpenAlexW3096483681MaRDI QIDQ5003353

Christian Weiß, Mark Kiermayer

Publication date: 21 July 2021

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.09964

zbMATH Keywords

neural networkssupervised learningbagging\(K\)-means clusteringgroupingnon-linear optimizationterm life insurancedefined contribution planLSTM

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Actuarial mathematics (91G05)

Related Items (1)

Modeling surrender risk in life insurance: theoretical and experimental insight

Uses Software

• Keras
• Adam
• Tensor2Tensor
• Grad-CAM
• QuantGAN

Cites Work

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• Actuarial Mathematics for Life Contingent Risks
• Quant GANs: deep generation of financial time series
• Approximation by superpositions of a sigmoidal function

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