A semi-supervised learning approach for variance reduction in life insurance

Author:

Jimenez Martin,Salhi YahiaORCID

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference27 articles.

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3. Bauer, D., Bergmann, D., & Kiesel, R. (2010). On the risk-neutral valuation of life insurance contracts with numerical methods in view. ASTIN Bulletin: The Journal of the IAA, 40(1), 65–95.

4. Bauer, D., Bergmann, D., & Reuss, A. (2010b). Solvency II and nested simulations: A least-squares Monte Carlo approach. In Proceedings of the 2010 ICA congress.

5. Bignon, A., Ndjeng-Ndjeng, A., Salhi, Y., & Thérond, P.-E. (2019). A reduced-form model for a life insurance’s net asset value. Bankers, Markets & Investors, 157, 1–13.

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