Chen, Marc
- Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study
2023/06/18 by M. Chen, Mohammad Mahdi A. Shirazi, Chen, Marc +5 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · Social Sciences · #35Q93 #65N06 #68T07 #91G #93E20 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Literacy, Pension, Retirement Analysis #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications