Xiaojuan Cheng, Wei Luo, Guojun Gan, Gang Li. Fast Valuation of Large Portfolios of Variable Annuities via Transfer Learning. In Abhaya C. Nayak, Alok Sharma, editors, PRICAI 2019: Trends in Artificial Intelligence - 16th Pacific Rim International Conference on Artificial Intelligence, Cuvu, Yanuca Island, Fiji, August 26-30, 2019, Proceedings, Part III. Volume 11672 of Lecture Notes in Computer Science, pages 716-728, Springer, 2019. [doi]
Abstract is missing.