Browsing by UP Author "Wekwete, Takura Asael"

Browsing by UP Author "Wekwete, Takura Asael"

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  • Application of deep reinforcement learning in asset liability management 
    Wekwete, Takura Asael; Kufakunesu, Rodwell; Van Zyl, A.J. (Gusti) (Elsevier, 2023-11)
    Asset Liability Management (ALM) is an essential risk management technique in Quantitative Finance and Actuarial Science. It aims to maximise a risk-taker’s ability to fulfil future liabilities. ALM is especially critical in ...