Related papers: Efficient valuation method for the SABR model
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Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks requires insurers to find the value of key risk metrics for…
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Foundation models have become a dominant paradigm in machine learning, achieving remarkable performance across diverse tasks through large-scale pretraining. However, these models often yield overconfident, uncalibrated predictions. The…
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