2 citations · 3 across the 6 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
q-fin.CP2016
Efficient Valuation of SCR via a Neural Network Approach
Seyed Amir Hejazi, Kenneth R. Jackson
As part of the new regulatory framework of Solvency II, introduced by the European Union, insurance companies are required to monitor their solvency by computing a key risk metric…
q-fin.CP2016
A Neural Network Approach to Efficient Valuation of Large Portfolios of Variable Annuities
Seyed Amir Hejazi, Kenneth R. Jackson
Managing and hedging the risks associated with Variable Annuity (VA) products require intraday valuation of key risk metrics for these products. The complex structure of VA product…