Longevity risk management through Machine Learning: state of the art
Author:
Affiliation:
1. Associate Professor, Department of Statistics, Sapienza University of Rome
2. Ph.D., Department of Statistics, Sapienza University of Rome
3. Associate Professor, Department of Economics and Statistical Science, University of Naples Federico II
Abstract
Publisher
LLC CPC Business Perspectives
Subject
General Medicine
Link
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/14273/IMC_2020_01_Levantesi.pdf
Reference44 articles.
1. Alpaydin, E. (2010). Introduction to Machine Learning (2nd ed.). Cambridge: Massachusetts Institute of Technology Press. - https://kkpatel7.files.wordpress.com/2015/04/alppaydin_machinelearning_2010.pdf
2. Affine processes for dynamic mortality and actuarial valuations
3. The Cost of Counterparty Risk and Collateralization in Longevity Swaps
4. Longevity Bonds: Financial Engineering, Valuation, and Hedging
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