Journal article

A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis

Zhuo Jin, Hailiang Yang, G Yin

Insurance Mathematics and Economics | ELSEVIER | Published : 2021

University of Melbourne Researchers

Grants

Awarded by Research Grants Council of the Hong Kong Special Administrative Region


Awarded by National Science Foundation, United States


Funding Acknowledgements

We are grateful to the editors and anonymous referees for their insightful comments and suggestions. These comments/suggestions greatly improved the quality and readability of the paper. Z. Jin and H. Yang thank the support of the Research Grants Council of the Hong Kong Special Administrative Region (project no. 17330816), Z. Jin's research was also supported by a Faculty Research Grant from The University of Melbourne, Australia. G. Yin's research was supported in part by the National Science Foundation, United States under grant DMS-1710827.