Reinforcement Learning for Life Insurance Hedging
A new framework using deep reinforcement learning is suggested to improve the hedging of specific risk factors in financial instruments, using Shapley value decompositions to assign profit and loss to different risk categories.
Featured in No. 100 on 4 Jun 2025 · 2 days after release
- Released
- 2 Jun 2025
- First featured
- No. 100 · 4 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 5279418
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