Application and Evaluation of Artificial Neural Networks in Solvency Capital Requirement Estimations for Insurance Products
The least squares Monte Carlo (LSMC) approach is commonly used in the estimation of the solvency capital requirement (SCR), as a more computationally efficient alternative to a full nested Monte Carlo simulation. This study compares the performance of artificial neural networks (ANNs) to that of the...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2018
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-224789 |