Title: TENSORIAL CALCULATION APPLICATION IN ANINSURANCE PROBLEM: AN EXAMPLE OF MULTIDIMENSIONAL CORRELATIONS AND RISK AGGREGATION ANALYSIS
Authors:
Evaristo Diz Cruz PhD and Jeffrey T. Query PhD
Abstract:
Tensor methods are not commonly used for standard insurance pricing or reserve calculations, which often rely on traditional statistical and actuarial techniques. However, they can be highly useful in advanced scenarios with multidimensional data structures, nonlinear correlations, or complex interactions among different data types.
Keywords: Tensor calculations, multidimensional data, comprehensive actuarial risk interactions, matrix processing.
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