Applications of Metaheuristics in Insurance
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References listed on IDEAS
- Calcagno, Vincent & de Mazancourt, Claire, 2010. "glmulti: An R Package for Easy Automated Model Selection with (Generalized) Linear Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 34(i12).
- Grosen, Anders & Lochte Jorgensen, Peter, 2000. "Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 37-57, February.
- Sheldon, T. J. & Smith, A. D., 2004. "Market Consistent Valuation of Life Assurance Business," British Actuarial Journal, Cambridge University Press, vol. 10(3), pages 543-605, August.
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More about this item
Keywords
metaheuristics; Cox regression; insurance; model selection; regularization methods; best subsets;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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