Imagen de Portada

Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Chen, Hao-Hsuan
Formato:	Preprint
Publicado:	2026
Materias:	Risk Management Artificial Intelligence 91B30, 91G70, 62P05
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Insuring Every Action: An Authority Frontier Framework for Runtime Actuarial Control of Autonomous AI Agents
por: Chen, Hao-Hsuan
Publicado: (2026)

Reinforcement Learning for Micro-Level Claims Reserving
por: Avanzi, Benjamin, et al.
Publicado: (2026)

Ensemble distributional forecasting for insurance loss reserving
por: Avanzi, Benjamin, et al.
Publicado: (2022)

On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
por: Avanzi, Benjamin, et al.
Publicado: (2023)

Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
por: Avanzi, Benjamin, et al.
Publicado: (2023)

Distributional Refinement Network: Distributional Forecasting via Deep Learning
por: Avanzi, Benjamin, et al.
Publicado: (2024)

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
por: Sarantsev, Andrey, et al.
Publicado: (2025)

Distributionally Robust Insurance under Bregman-Wasserstein Divergence
por: Jiang, Wenjun, et al.
Publicado: (2026)

Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing
por: Aditri
Publicado: (2026)

Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model
por: Klinge, Jonathan, et al.
Publicado: (2026)

Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics
por: Casto, Gabriele
Publicado: (2025)

A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
por: Imamura, Yuri, et al.
Publicado: (2025)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
por: Tian, Xin
Publicado: (2025)

Forecasting and Backtesting Gradient Allocations of Expected Shortfall
por: Koike, Takaaki, et al.
Publicado: (2024)

Dynamic Pareto Optima in Multi-Period Pure-Exchange Economies
por: Tam, Brandon, et al.
Publicado: (2026)

Pareto-optimal reinsurance under dependence uncertainty
por: Boonen, Tim J., et al.
Publicado: (2025)

Extended Convolution Bounds on the Fréchet Problem: Robust Risk Aggregation and Risk Sharing
por: Liu, Peng, et al.
Publicado: (2025)

Risk sharing with Lambda value at risk under heterogeneous beliefs
por: Liu, Peng, et al.
Publicado: (2024)

Coherent estimation of risk measures
por: Aichele, Martin, et al.
Publicado: (2025)

Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
por: Avanzi, Benjamin, et al.
Publicado: (2025)

When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints
por: Avanzi, Benjamin, et al.
Publicado: (2025)

Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index
por: Oketunji, Abiodun Finbarrs
Publicado: (2025)

A note on continuity and asymptotic consistency of measures of risk and variability
por: Gao, Niushan, et al.
Publicado: (2024)

Measuring risk contagion in financial networks with CoVaR
por: Das, Bikramjit, et al.
Publicado: (2023)

On the use of case estimate and transactional payment data in neural networks for individual loss reserving
por: Avanzi, Benjamin, et al.
Publicado: (2025)

Geometric BSDEs
por: Laeven, Roger J. A., et al.
Publicado: (2024)

Causal analysis of extreme risk in a network of industry portfolios
por: Klüppelberg, Claudia, et al.
Publicado: (2025)

Sharpening Shapley Allocation: from Basel 2.5 to FRTB
por: Scaringi, Marco, et al.
Publicado: (2025)

Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management
por: Rindori, Davide
Publicado: (2026)

Elicitability and identifiability of tail risk measures
por: Fissler, Tobias, et al.
Publicado: (2024)

The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement
por: Kashyap, Ravi
Publicado: (2024)

Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach
por: Melnikov, Vasily
Publicado: (2025)

A General Theory of Risk Sharing
por: Melnikov, Vasily
Publicado: (2025)

Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
por: Saggu, Aman, et al.
Publicado: (2024)

Measuring Financial Resilience Using Backward Stochastic Differential Equations
por: Laeven, Roger J. A., et al.
Publicado: (2025)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
por: Flores-Silva, Daniela I., et al.
Publicado: (2025)

Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
por: Hu, Minxuan, et al.
Publicado: (2026)

Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
por: Deng, Fengnan, et al.
Publicado: (2025)

Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
por: Liang, Yunqi, et al.
Publicado: (2026)

Robust distortion risk metrics and portfolio optimization
por: Liu, Peng, et al.
Publicado: (2025)