An efficient algorithm for the calculation of reserves for non-unit linked life policies.
Mark TuckerJ. Mark BullPublished in: Algorithmic Finance (2014)
Keyphrases
- optimization algorithm
- computationally efficient
- learning algorithm
- estimation algorithm
- preprocessing
- detection algorithm
- significant improvement
- cost function
- dynamic programming
- high accuracy
- linear programming
- improved algorithm
- times faster
- segmentation algorithm
- optimal solution
- computational complexity
- search space
- k means
- memory efficient
- recognition algorithm
- path planning
- multi objective
- theoretical analysis
- computational cost
- particle swarm optimization
- data sets
- experimental evaluation
- state space
- classification algorithm
- matching algorithm
- maximum likelihood
- probabilistic model