Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks.
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| Title: | Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks. |
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| Authors: | Hainaut, Donatien1 (AUTHOR) donatien.hainaut@uclouvain.be |
| Source: | Annals of Actuarial Science. Jul2024, Vol. 18 Issue 2, p442-473. 32p. |
| Database: | Business Source Ultimate |
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| ISSN: | 17484995 |
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| DOI: | 10.1017/S1748499524000095 |