Search Results for author: Zoran Nikolić

Found 1 papers, 0 papers with code

Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies

no code implementations5 Sep 2019 Anne-Sophie Krah, Zoran Nikolić, Ralf Korn

Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year.

BIG-bench Machine Learning regression

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