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A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis

Jin, Z; Yang, HL; Yin, G

Jin, Z (corresponding author), Univ Melbourne, Ctr Actuarial Studies, Dept Econ, Melbourne, Vic 3010, Australia.

INSURANCE MATHEMATICS & ECONOMICS, 2021; 96 (): 262

Abstract

This paper develops a hybrid deep learning approach to find optimal reinsurance, investment, and dividend strategies for an insurance company in a com......

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