Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method.
Yongfeng WeiZhaoben FangTao ZhangPublished in: BIFE (2009)
Keyphrases
- significant improvement
- computational cost
- high accuracy
- learning algorithm
- objective function
- neural network
- fully automatic
- high precision
- classification algorithm
- detection method
- optimization algorithm
- segmentation algorithm
- support vector machine svm
- edge detection
- preprocessing
- probabilistic model
- decision trees
- dynamic programming
- prior knowledge
- multiresolution
- feature vectors