Stochastic Portfolio Modelling Under Uncertainty: Machine Learning Approaches to Systemic Risk Assessment in Insurance Portfolios
Keywords:
stochastic portfolio modelling under uncertainty, machine learning approaches to systemic risk assessment, insurance portfoliosAbstract
The prosperity of the insurance industry is quite sensitive and may be questionable due to indirect factors that are hard to control. To improve their positions in the market and increase profitability, insurers pay attention to adjustments in the insurance portfolio and the proper classification of risk. The risk of an insurance portfolio is driven by various factors, and the risk profile of a class should be a weighted combination of the mean and variance of several variables.Downloads
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