Flavio Cocco

Prometeia Calcolo

Via G. Marconi, 43

I-40122 Bologna

ITALY

SCHOLARLY PAPERS

2

DOWNLOADS

153

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Deep Learning Profit & Loss

Number of pages: 19 Posted: 10 Jul 2020 Last Revised: 27 Aug 2020
Pietro Rossi, Flavio Cocco and Giacomo Bormetti
Prometeia, Prometeia Calcolo and University of Bologna - Department of Mathematics
Downloads 81 (386,212)

Abstract:

Loading...

feed-forward neural networks, profit & loss distribution, non-linear portfolios

2.

Asset and Liability Modeling for Participating Policies with Guarantees

European Journal of Operational Research 186 (2008) 380–404
Number of pages: 26 Posted: 18 Dec 2000 Last Revised: 19 Nov 2013
Università degli Studi della Calabria, Prometeia Calcolo and University of Cyprus
Downloads 72 (412,756)

Abstract:

Loading...

Asset and liability modeling, insurance products, minimum guarantee policies