On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs
q-fin.RM, stat.ML
Submitted: 2026-08-27
Updated: 2026-08-27
Terminology
Sources
Related papers
- Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
- Early Detection of Pension-Sponsor Distress from Public Filings: A Sponsor Vulnerability Index, Stress-Augmented VaR, and Dynamic Self-Investment Caps
- Is TabPFN the Silver Bullet for Insurance Pricing?