Machine learning techniques in nested stochastic simulations for life insurance

DOI10.1002/asmb.2607MaRDI QIDQ6579522

Salvatore Scognamiglio, Ugo Fiore, Francesca Perla, Gilberto Castellani, Luca Passalacqua, P. Zanetti, Zelda Marino

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

support vector regressiondeep learningleast squares Monte CarloSolvency II nested Monte Carlowith-profit insurance policies

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Machine learning techniques in nested stochastic simulations for life insurance