Applications of artificial intelligence and machine learning in the financial services industry: A bibliometric review
D Pattnaik, S Ray, R Raman - Heliyon, 2024 - cell.com
This bibliometric review examines the research state of artificial intelligence (AI) and
machine learning (ML) applications in the BFSI (Banking, Financial Services and Insurance) …
machine learning (ML) applications in the BFSI (Banking, Financial Services and Insurance) …
Explainable artificial intelligence (xai) in insurance
Explainable Artificial Intelligence (XAI) models allow for a more transparent and
understandable relationship between humans and machines. The insurance industry …
understandable relationship between humans and machines. The insurance industry …
Potential Applications of Explainable Artificial Intelligence to Actuarial Problems
C Lozano-Murcia, FP Romero, J Serrano-Guerrero… - Mathematics, 2024 - mdpi.com
Explainable artificial intelligence (XAI) is a group of techniques and evaluations that allows
users to understand artificial intelligence knowledge and increase the reliability of the results …
users to understand artificial intelligence knowledge and increase the reliability of the results …
[HTML][HTML] Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach
We investigate the risk control and dividend optimization problem of an insurance group in a
general setting and propose an innovative semi-analytical approach to the problem. The …
general setting and propose an innovative semi-analytical approach to the problem. The …
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient
We introduce a new Langevin dynamics based algorithm, called the extended tamed hybrid
ε-order polygonal unadjusted Langevin algorithm (e-TH ε O POULA), to solve optimization …
ε-order polygonal unadjusted Langevin algorithm (e-TH ε O POULA), to solve optimization …
A survey of numerical solutions for stochastic control problems: Some recent progress
This paper presents a survey on some of the recent progress on numerical solutions for
controlled switching diffusions. We begin by recalling the basics of switching diffusions and …
controlled switching diffusions. We begin by recalling the basics of switching diffusions and …
Reinsurance with neural networks
A Arandjelović, J Eisenberg - arXiv preprint arXiv:2408.06168, 2024 - arxiv.org
We consider an insurance company which faces financial risk in the form of insurance
claims and market-dependent surplus fluctuations. The company aims to simultaneously …
claims and market-dependent surplus fluctuations. The company aims to simultaneously …
A hybrid deep learning method for finite-horizon mean-field game problems
This paper develops a new deep learning algorithm to solve a class of finite-horizon mean-
field games. The proposed hybrid algorithm uses Markov chain approximation method …
field games. The proposed hybrid algorithm uses Markov chain approximation method …
Machine learning in long-term mortality forecasting
Y Qiao, CW Wang, W Zhu - The Geneva Papers on Risk and Insurance …, 2024 - Springer
We propose a new machine learning-based framework for long-term mortality forecasting.
Based on ideas of neighboring prediction, model ensembling, and tree boosting, this …
Based on ideas of neighboring prediction, model ensembling, and tree boosting, this …
A note on numerical methods for mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
In this paper, we present some numerical methods for solving a mean-variance portfolio
selection problem. Specifically, we study closed-loop equilibrium strategies for mean …
selection problem. Specifically, we study closed-loop equilibrium strategies for mean …