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    Chapter and Conference Paper

    Machine Learning in Nested Simulations Under Actuarial Uncertainty

    The Solvency II directive states that in order to be solvent the insurance undertakings must to hold eligible own funds covering the Solvency Capital Requirement (SCR), which is defined as the Value-at-Risk of...

    Gilberto Castellani, Ugo Fiore, Zelda Marino… in Mathematical and Statistical Methods for A… (2021)