Ugo Fiore

University of Naples Parthenope - Department of Management Studies and Quantitative Methods

Via Generale Parisi, 13

Via Medina 40

Naples, 80132

Italy

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Scholarly Papers (1)

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An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework

Number of pages: 25 Posted: 03 Jan 2019
University of Rome I, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, La Sapienza, University of Rome, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples "Parthenope" and University of Naples Parthenope - Department of Management Studies and Quantitative Methods
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Abstract:

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Solvency II, Nested Monte Carlo, With-Profit Insurance Policies, Least Squares Monte Carlo, Support Vector Machines, Deep Learning