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q-fin.RM2019
Grouping of Contracts in Insurance using Neural Networks
Mark Kiermayer, Christian Weiß
Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel m…
q-fin.RM2018★ 1 cited
The Influence of Seed Selection on the Solvency II Ratio
Quinn Culver, Dennis Heitmann, Christian Weiß
This article contains the first published example of a real economic balance sheet where the Solvency II ratio substantially depends on the seed selected for the random number gene…