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Asset allocation for life insurance portfolio under Solvency II using artificial intelligence
ANNA MARIA GAMBARO
Department of Economics and Business Studies
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Dive into the research topics of 'Asset allocation for life insurance portfolio under Solvency II using artificial intelligence'. Together they form a unique fingerprint.
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Keyphrases
Artificial Intelligence
100%
Asset Allocation
100%
Solvency II
100%
Solvency Capital Requirement
100%
Insurance Portfolio
100%
Life Insurance
100%
Numerical Methods
66%
Fair Value
66%
Optimization Procedure
33%
Significant Loss
33%
Balance Sheet
33%
Neural Network Method
33%
Insurance Companies
33%
Insurance Fund
33%
Asset Value
33%
Replicating Portfolio
33%
Optimal Asset Allocation
33%
Least Squares Monte Carlo
33%
Life Insurance Policy
33%
Capital Distribution
33%
Valuation of Life
33%
Policyholders
33%
Nested Monte Carlo
33%
Own Funds
33%
Reasonable Certainty
33%
Assets-liabilities
33%
Mathematics
Monte Carlo
100%
Mathematical Method
100%
Neural Network
50%
Wide Range
50%
Life Insurance Policy
50%
Least Squares Method
50%
Economics, Econometrics and Finance
Replicating Portfolio
25%