Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
“We consider optimal allocation problems with Conditional Value-At-Risk (CVaR) constraint. We prove, under very mild assumptions, the...
top of page
Rechercher
20 mars
An AI Vision for the Actuarial Profession
"The essay presents a vision of the AI-enhanced actuary, who leverages AI to build more accurate and efficient models, incorporates new...
10 nov. 2023
Machine Learning in Forecasting Motor Insurance Claims
Accurate insurance claims forecasting is vital for financial planning and risk management. This study introduces innovative variables,...
bottom of page