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An Advanced Approach to Insurance Portfolio Optimization Using Artificial Intelligence
Artificial Intelligence (AI) techniques can be used to design and build intelligent “agents” that can accomplish specific tasks efficiently. AIR is pioneering the application of AI techniques to solve portfolio optimization problems for the insurance industry using a branch of AI known as Reinforcement Learning (RL). RL methodologies are commonly used in the field of robotics, but they are also being adapted and applied to address large-scale and complex optimization problems.
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http://www.air-worldwide.com/Publications/AIR-Currents/2013/An-Advanced-...