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Jonen, Christian, Meyhoefer, Tamino and Nikolic, Zoran ORCID: 0000-0002-2133-1533
.
Neural networks meet least squares Monte Carlo at internal model data.
Eur. Actuar. J..
HEIDELBERG:
SPRINGER HEIDELBERG.
ISSN 2190-9741
Krah, Anne-Sophie, Nikolic, Zoran and Korn, Ralf ORCID: 0000-0002-9123-3883
(2018).
A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies.
Risks, 6 (2).
BASEL:
MDPI.
ISSN 2227-9091
Krah, Anne-Sophie, Nikolic, Zoran and Korn, Ralf ORCID: 0000-0002-9123-3883
(2020).
Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies.
Risks, 8 (1).
BASEL:
MDPI.
ISSN 2227-9091
Weiss, Christian and Nikolic, Zoran (2019). An aspect of optimal regression design for LSMC. Monte Carlo Methods Appl., 25 (4). S. 283 - 291. BERLIN: WALTER DE GRUYTER GMBH. ISSN 0929-9629