Nonlinear dependencies in Solvency II: risk aggregation with deep neural networks

Risk Management 2026

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Authors: Anna Denkowska, Krystian Szczęsny, Stanisław Wanat

DOI: 10.1057/s41283-026-00191-1

Cited by: 0

References: 33

Fields of Study & Subjects

Insurance and Financial Risk Management Probability and Risk Models Financial Risk and Volatility Modeling

References 33