Paper: arXiv 2511.04412

Authors: Mark-Oliver Wolf

Abstract

The Solvency Capital Requirement (SCR) calculation is computationally intensive, relying on the market-consistent estimation of own funds. While Solvency II prioritizes the direct valuation method, it theoretically yields the same value as the indirect method. This paper evaluates their practical performance within a risk-neutral pricing framework. First, we present a simplified proof that direct and indirect estimators converge to the same value. For $T$ being the number of time steps in the simulation, we then introduce a novel family of $2^T$ mixed estimators including both methods as edge cases, integrating them into a control variate framework for significant variance reduction. This framework is further extended to incorporate market frictions for real-world applicability. Evaluating these estimators on three life insurance asset-liability management models demonstrates that their performance is fundamentally driven by the degree of asset-liability coupling. While stronger coupling in realistic settings consistently favors the indirect method, neither baseline estimator is universally superior. Furthermore, this coupling directly impacts the success of our proposed control variates. They can dramatically reduce variance to one-tenth of the standard direct estimator, but their efficacy remains model-dependent. The source code is publicly available on https://gitlab.cc-asp.fraunhofer.de/itwm-fm-lv-public/wolf-estimation-of-own-funds.

Complexity vs Empirical Score

  • Math Complexity: 6.5/10
  • Empirical Rigor: 7.0/10
  • Quadrant: Holy Grail — high math complexity, high empirical rigor

Why this score: The paper provides a rigorous mathematical framework for proving the equivalence of direct and indirect estimation methods for life insurance own funds under Solvency II. It introduces an innovative family of mixed estimators and control variates, supported by publicly available source code and empirical testing across multiple ALM models.

Research Flowchart

  flowchart TD
    A[Research Goal: Evaluate Direct vs. Indirect Own Funds Estimation & Reduce Variance] --> B[Data/Inputs: 3 Life Insurance ALM Models with Varying Asset-Liability Coupling]
    B --> C[Methodology: Prove Equivalence & Develop $2^T$ Mixed Estimator Family]
    C --> D[Computational Process: Integrate Control Variate Framework & Include Market Frictions]
    D --> E[Outcome 1: Model Coupling Dictates Performance; Strong Coupling Favors Indirect Method]
    D --> F[Outcome 2: Control Variates Reduce Variance up to 90% Relative to Direct Estimator]

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  358. Neural Networks Meet Least Squares Monte Carlo at Internal Model Data — link
  359. Error Mitigation-Aided Optimization of Parameterized Quantum Circuits : Convergence Analysis — link
  360. Adversarial Machine Learning — link
  361. Hands-on Bayesian Neural Networks – a Tutorial for Deep Learning Users — link
  362. Weather Derivatives : Modeling and Pricing Weather-Related Risk — link
  363. Active Learning Algorithm Using the Maximum Weighted Log-Likelihood Estimator — link
  364. Error Mitigation Extends the Computational Reach of a Noisy Quantum Processor — link
  365. Hardware-Efficient Variational Quantum Eigensolver for Small Molecules and Quantum Magnets — link
  366. Brownian Motion and Stochastic Calculus — link
  367. Protocols for Classically Training Quantum Generative Models on Probability Distributions — link
  368. A General Framework for Vecchia Approximations of Gaussian Processes — link
  369. Bayesian Calibration of Computer Models — link
  370. Machine and Deep Learning in Present Actuarial Challenges — link
  371. Classical-to-Quantum Convolutional Neural Network Transfer Learning — link
  372. Prometheus: Inducing Fine-grained Evaluation Capability in Language Models — link
  373. Prometheus 2: An Open Source Language Model Specialized in Evaluating Other Language Models — link
  374. Nested Simulations : Theory and Application — link
  375. The Interaction of Guarantees , Surplus Distribution , and Asset Allocation in With Profit Life Insurance Policies — link
  376. Numerical Solution of Stochastic Differential Equations — link
  377. Are There Commonalities and Differences between Basel III and Solvency II Regulations — link
  378. Wrappers for Feature Subset Selection — link
  379. Qutrit-Inspired Fully Self-supervised Shallow Quantum Learning Network for Brain Tumor Segmentation — link
  380. Proxy Modeling in Life Insurance Companies With the Use of Machine Learning Algorithms — link
  381. An Amplitude-Based Implementation of the Unit Step Function on a Quantum Computer — link
  382. Amplitude-Based Implementation of the Unit Step Function on a Quantum Computer — link
  383. An Exponentially-Growing Family of Universal Quantum Circuits — link
  384. Efficient Basket Monte Carlo Option Pricing via a Simple Analytical Approximation — link
  385. Insights from Backtesting under Solvency II Overdose or Implicit Change of Paradigm ?
  386. Interest Rate Theory Manuscript for the Lectures WS 2021/22
  387. LSMC for Proxy Modeling in Life Insurance : Linear Regression and Neural Networks
  388. LSMC for Proxy Modeling in Life Insurance : Sensitivity Analysis
  389. Moderne Finanzmathematik 1 – Theorie und praktische Anwendung. Band I — link
  390. Monte Carlo Methods and Models in Finance and Insurance
  391. Option Pricing and Portfolio Optimization — link
  392. A Least Squares Monte Carlo Approach to Liability Proxy Modelling and Capital Calculation
  393. An Introduction to Domain Adaptation and Transfer Learning — link
  394. Introduction to Surrogate Modeling and Surrogate-Based Optimization — link
  395. A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies — link
  396. Least- Squares Monte Carlo for Proxy Modeling in Life Insurance : Neural Networks — link
  397. Least- Squares Monte Carlo Methods in the Life Insurance Sector — link
  398. LSMC Lite Zur SCR Quantifizierung von Modelländerungen
  399. Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies — link
  400. A Quantum Engineer ’s Guide to Superconducting Qubits — link
  401. Estimating Mutual Information — link
  402. Closed-Form Solutions for Guaranteed Minimum Accumulation Benefits
  403. Pricing Multi-Asset Derivatives by Variational Quantum Algorithms — link
  404. Variational Quantum Simulations of Stochastic Differential Equations — link
  405. Near-Optimal Quantum Tomography: Estimators and Bounds — link
  406. An Empirical Study on the Lapse Rate : The Cointegration Approach — link
  407. Quantum Architecture Search via Deep Reinforcement Learning — link
  408. Unsupervised Quantum Machine Learning for Fraud Detection — link
  409. Unsupervised Quantum Machine Learning for Fraud Detection — link
  410. Quantum Annealing for Neural Network Optimization Problems: A New Approach via Tensor Network Simulations — link
  411. Calculating Expectiles and Range Value-at-Risk Using Quantum Computers — link
  412. Combining Multi-Asset and Intrinsic Risk Measures — link
  413. Modelling in Life Insurance – A Management Perspective — link
  414. Financial Risk Management on a Neutral Atom Quantum Processor — link
  415. An Equilibrium Pricing Model for Weather Derivatives in a Multi-Commodity Setting — link
  416. A Multi-Period Equilibrium Pricing Model of Weather Derivatives — link
  417. Response to " Exponential Challenges in Unbiasing Quantum Monte Carlo Algorithms with Quantum Computers" — link
  418. Least Squares Monte Carlo for Fast and Robust Capital Projections
  419. Control Variates — link
  420. Quantum Hamiltonian Descent — link
  421. Central Bank Communication and the Yield Curve
  422. The Bitter Truth about Gate-Based Quantum Algorithms in the NISQ Era — link
  423. Department of Chemistry , Department of Physics and Astronomy , and Purdue Quantum Science and Engineering Institute Purdue University , West Lafayette , IN 47907, United States
  424. Ensemble-Learning Variational Shallow-Circuit Quantum Classifiers — link
  425. Nested Monte Carlo Simulation in Financial Reporting: A Review and a New Hybrid Approach — link
  426. Nested Monte Carlo Simulation in Financial Reporting: A Review and a New Hybrid Approach — link
  427. Quantum Monte Carlo Algorithm for Solving Black-Scholes PDEs for High-Dimensional Option Pricing in Finance and Its Proof of Overcoming the Curse of Dimensionality — link
  428. Quantum Monte Carlo Algorithm for Solving Black-Scholes PDEs for High-Dimensional Option Pricing in Finance and Its Proof of Overcoming the Curse of Dimensionality — link
  429. A Universal Quantum Circuit Design for Periodical Functions — link
  430. A Quantum Online Portfolio Optimization Algorithm — link
  431. Improved Convergence Rate of Nested Simulation with LSE on Sieve — link
  432. Noise Can Be Helpful for Variational Quantum Algorithms — link
  433. An Overview of Gaussian Process Regression for Volatility Forecasting — link
  434. Stochastic Kriging for Efficient Nested Simulation of Ecpexted Shortfall — link
  435. Hierarchical Quantum Circuit Representations for Neural Architecture Search — link
  436. Gaussian Process Models for Quantitative Finance — link
  437. Statistical Machine Learning for Quantitative Finance — link
  438. Adaptive Batching for Gaussian Process Surrogates with Application in Noisy Level Set Estimation — link
  439. Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation — link
  440. A Variational Algorithm for Quantum Neural Networks — link
  441. A Preprocessing Perspective for Quantum Machine Learning Classification Advantage in Finance Using NISQ Algorithms — link
  442. Stress and Scenario Tests in the Context of a Romanian Non-Life Insurance Company — link
  443. Quantum Activation Functions for Quantum Neural Networks — link
  444. Toward Pricing Financial Derivatives with an IBM Quantum Computer — link
  445. Quantum Duality in Mathematical Finance — link
  446. Quantitative Risk Management: Concepts, Techniques and Tools
  447. Response Surface-Based Simulation Metamodelling Methods — link
  448. Discretization Error in Discounted Cash Flows for the Available Capital
  449. A Survey on Quantum Reinforcement Learning — link
  450. REFUNDABLE INCOME ANNUITIES : FEASIBILITY OF MONEY-BACK GUARANTEES
  451. A Quantum Hopfield Associative Memory Implemented on an Actual Quantum Processor — link
  452. Transport und Logistik für den Klimawandel fit machen
  453. Extracting a Function Encoded in Amplitudes of a Quantum State by Tensor Network and Orthogonal Function Expansion — link
  454. Pricing Multi-Asset Derivatives by Finite-Difference Method on a Quantum Computer — link
  455. Quantum Optimization Using Variational Algorithms on Near-Term Quantum Devices — link
  456. Interpretable Machine Learning — link
  457. The Subgraph Isomorphism Problem for Port Graphs and Quantum Circuits — link
  458. Quantum Neuron with Real Weights — link
  459. Realization of a Quantum Neural Network Using Repeat-until-Success Circuits in a Superconducting Quantum Processor — link
  460. Transformation of Quantum States Using Uniformly Controlled Rotations — link
  461. Estimation of Expectations and Variance Components in Two-Level Nested Simulation Experiments — link
  462. Probabilistic Machine Learning: An Introduction
  463. Elliptical Slice Sampling — link
  464. Management of Climate Risks in Agriculture–Will Weather Derivatives Permeate? — link
  465. Portfolio Effects and the Willingness to Pay for Weather Insurances — link
  466. Classification vs Regression in Overparameterized Regimes: Does the Loss Function Matter?
  467. Mathematical Foundation of the Replicating Portfolio Approach
  468. Mathematical Foundation of the Replicating Portfolio Approach — link
  469. Mathematical Foundation of the Replicating Portfolio Approach — link
  470. Does Publication of Interest Rate Paths Provide Guidance? — link
  471. The Quantum Query Complexity of Approximating the Median and Related Statistics — link
  472. Monte Carlo Implementation of Gaussian Process Models for Bayesian Regression and Classification — link
  473. An Introduction to Copulas
  474. Fourier Expansion in Variational Quantum Algorithms — link
  475. Convergence Rates & Asymptotic Normality for Series Estimators
  476. Convergence Rates and Asymptotic Normality for Series Estimators — link
  477. An Evaluation of Hardware-Efficient Quantum Neural Networks for Image Data Classification — link
  478. Quantum Computation and Quantum Information
  479. Robust Regression Technique in LSMC Proxy Modeling
  480. Numerical Optimization
  481. Physics- Informed Neural Networks ( PINNs ) in Finance — link
  482. Risk Management in Global Supply Chains : Addressing Vulnerabilities in Shipping and Logistics — link
  483. Quantum Computing for Finance: Overview and Prospects — link
  484. Reinforcement Learning for Optimization of Variational Quantum Circuit Architectures — link
  485. Financial Index Tracking via Quantum Computing with Cardinality Constraints — link
  486. Das interne Modell der Feldafinger Brandkasse goes R — link
  487. A Novel Approach in Probabilistic Quantification of Risks within the Context of Maritime Supply Chain: The Case of Extreme Weather Events in the Arctic — link
  488. QReLU and M- QReLU : Two Novel Quantum Activation Functions to Aid Medical Diagnostics
  489. Active Learning Methods for Biophysical Parameter Estimation — link
  490. Control-Variate Estimation Using Estimated Control Means — link
  491. Quantum- Inspired Tensor Neural Networks for Option Pricing — link
  492. Vecchia Approximated Bayesian Heteroskedastic Gaussian Processes — link
  493. Equivalence Checking of Quantum Circuits With the ZX-Calculus — link
  494. Hedging Effectiveness of Weather Derivatives in Arable Farming – Is There a Need for Mixed Indices? — link
  495. The Difference between LSMC and Replicating Portfolio in Insurance Liability Modeling — link
  496. Quantum Boltzmann Machines : Applications in Quantitative Finance — link
  497. Quantum Boltzmann Machines : Applications in Quantitative Finance — link
  498. Generalization despite Overfitting in Quantum Machine Learning Models — link
  499. Matrix Cookbook — link
  500. Modeling and Simulation in Engineering , 2nd Edition — link
  501. Adaptive Designs of Experiments for Accurate Approximation of a Target Region — link
  502. Quantum Machine Learning for Finance ICCAD Special Session Paper — link
  503. Quasiprobability Decompositions with Reduced Sampling Overhead — link
  504. Essays on Valuation and Risk Management for Insurers — link
  505. Essays on Valuation and Risk Management for Insurers — link
  506. A Fair Pricing Approach to Weather Derivatives — link
  507. Variational Quantum Amplitude Estimation — link
  508. Quantum-State Preparation with Universal Gate Decompositions — link
  509. Demonstration of Algorithmic Quantum Speedup — link
  510. Solvency II Standard Formula Model - All Change — link
  511. Enhancing Sustainability through Weather Derivative Option Contracts : A Risk Management Tool in Greek Agriculture — link
  512. Understanding Deep Learning — link
  513. Optimal Design of Experiments | SIAM Publications Library — link
  514. Study on Diversification in Internal Models
  515. Quantum Annealing : An Overview — link
  516. Gaussian Processes for Machine Learning
  517. Improving the Least-Squares Monte-Carlo Approach — link
  518. Improving the Least-Squares Monte-Carlo Approach — link
  519. A Domain-agnostic , Noise-resistant , Hardware-efficient Evolutionary Variational Quantum Eigensolver — link
  520. Quantum Computational Finance: Monte Carlo Pricing of Financial Derivatives — link
  521. Quantum Computational Finance: Quantum Algorithm for Portfolio Optimization — link
  522. Quantum Computational Finance: Martingale Asset Pricing for Incomplete Markets — link
  523. Identifying the Determinants of Lapse Rates in Life Insurance: An Automated Lasso Approach — link
  524. Identifying the Determinants of Lapse Rates in Life Insurance: An Automated Lasso Approach — link
  525. Mathematical Statistics Lecture
  526. Regression and Time Series Analysis
  527. Bericht Über Die Solvabilität Und Finanzlage ( SFCR )
  528. Pricing Weather Derivatives — link
  529. A Performance Characterization of Quantum Generative Models — link
  530. Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement — link
  531. Multi-Year Analysis of Solvency Capital in Life Insurance — link
  532. Multi-Year Analysis of Solvency Capital in Life Insurance — link
  533. Advanced Macroeconomics
  534. Convergence Properties of Sequential Bayesian \mkbibemph D -Optimal Designs — link
  535. The Design and Analysis of Computer Experiments — link
  536. Instruction Scheduling Based on Subgraph Isomorphism for a High Performance Computer Processor
  537. Credit Risk Meets Large Language Models : Building a Risk Indicator from Loan Descriptions in P2P Lending — link
  538. DESIGN OF SUPPLY CHAIN CONTRACTS UNDER WEATHER RISK
  539. On the Regularity of the Positive Part of Functions — link
  540. The Standard Formula of Solvency II : A Critical Discussion — link
  541. Maß Und Integral : Eine Einführung Für Bachelor-Studenten
  542. MEASURES , INTEGRALS AND MARTINGALES
  543. Biased Control-Variate Estimation — link
  544. Mortality Modeling: Machine Learning and Mortality Shocks
  545. Effect of Data Encoding on the Expressive Power of Variational Quantum-Machine-Learning Models — link
  546. Is Quantum Advantage the Right Goal for Quantum Machine Learning? — link
  547. Is Quantum Advantage the Right Goal for Quantum Machine Learning? — link
  548. The Quest for a Quantum Neural Network — link
  549. Supervised Quantum Machine Learning Models Are Kernel Methods — link
  550. Richtlinie Der Schweizerischen Aktuarvereinigung Zur Bestimmung Ausreichender Technischer Rückstellungen Leben Gemäss FINMARundschreiben 2008/43 " Rückstellungen Lebensversicherung "
  551. Active Learning Literature Survey
  552. QAOA with $ N \textbackslash cdot P\textbackslash geq 200$ — link
  553. How Do Firms Perceive and React to Extreme Weather Risk in Their Supply Bases? — link
  554. A Hybrid Classical-Quantum Algorithm for Digital Image Processing — link
  555. A Systematic Review of Packages for Time Series Analysis — link
  556. Modelling Longevity Risk for Solvency II
  557. An Example of Use of Variational Methods in Quantum Machine Learning — link
  558. Optimal Experimental Design — link
  559. Efficient State Preparation for a Register of Quantum Bits — link
  560. Efficient State Preparation for a Register of Quantum Bits — link
  561. Option Pricing Using Quantum Computers — link
  562. Option Pricing Using Quantum Computers — link
  563. Towards Quantum Advantage in Financial Market Risk Using Quantum Gradient Algorithms — link
  564. Monte Carlo Theory, Methods and Examples — link
  565. Quantum Optical Neural Networks — link
  566. Effectiveness of Weather Derivatives as a Risk Management Tool in Food Retail : The Case of Croatia — link
  567. Surrogate Models for Uncertainty Quantification: An Overview — link
  568. Active Learning in Approximately Linear Regression Based on Conditional Expectation of Generalization Error
  569. Active Learning in Approximately Linear Regression Based on Conditional Expectation of Generalization Error — link
  570. Active Learning in Approximately Linear Regression Based on Conditional Expectation of Generalization Error — link
  571. Machine Learning in Non-Stationary Environments : Introduction to Covariate Shift Adaptation — link
  572. Asymptotically Optimal Circuit Depth for Quantum State Preparation and General Unitary Synthesis — link
  573. Credit Risk Modeling Using Transfer Learning and Domain Adaptation — link
  574. Amplitude Estimation without Phase Estimation — link
  575. An Artificial Neuron Implemented on an Actual Quantum Processor — link
  576. Quantum Implementation of an Artificial Feed-Forward Neural Network — link
  577. Stochastic Gradient Line Bayesian Optimization for Efficient Noise-Robust Optimization of Parameterized Quantum Circuits — link
  578. Sign-Problem Free Quantum Stochastic Series Expansion Algorithm on a Quantum Computer — link
  579. Amplitude Estimation via Maximum Likelihood on Noisy Quantum Computer — link
  580. Quantum Computation for Pricing Caps Using the LIBOR Market Model — link
  581. Capital Allocation for Credit Portfolios with Kernel Estimators — link
  582. Weather Derivatives and Hedging the Weather Risks — link
  583. Exponential Concentration and Untrainability in Quantum Kernel Methods — link
  584. Variational Learning of Inducing Variables in Sparse Gaussian Processes — link
  585. Testing for (in)Finite Moments — link
  586. Dropout- Based Active Learning for Regression — link
  587. Stuart M . Turnbull — link
  588. Quantum Topological Data Analysis with Linear Depth and Exponential Speedup — link
  589. Framework for Understanding Quantum Computing Use Cases from a Multidisciplinary Perspective and Future Research Directions — link
  590. Asymptotic Statistics — link
  591. ZX-calculus for the Working Quantum Computer Scientist — link
  592. Efficient State Preparation for Quantum Amplitude Estimation — link
  593. Efficient State Preparation for Quantum Amplitude Estimation — link
  594. eSPA +: Scalable Entropy-Optimal Machine Learning Classification for Small Data Problems — link
  595. Estimation and Model Identification for Continuous Spatial Processes — link
  596. The Quantum House Of Cards — link
  597. Exploration of Quantum Neural Architecture by Mixing Quantum Neuron Designs : ( Invited Paper ) — link
  598. High-Dimensional Regression in Practice: An Empirical Study of Finite-Sample Prediction, Variable Selection and Ranking — link
  599. The Milliman VALUES Report Is Available for Purchase. For Further Information, Please Contact:
  600. Quantum Amplitude Arithmetic
  601. Seaborn.Kdeplot — Seaborn: Statistical Data Visualization — link
  602. Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls — link
  603. Encoding Patterns for Quantum Algorithms — link
  604. An Aspect of Optimal Regression Design for LSMC — link
  605. Asymptotic Theory for Econometricians
  606. Learning in the Presence of Concept Drift and Hidden Contexts — link
  607. Floating Point Representations in Quantum Circuit Synthesis — link
  608. Quantum Risk Analysis — link
  609. Automated Function Implementation via Conditional Parameterized Quantum Circuits with Applications to Finance — link
  610. On the Estimation of Own Funds for Life Insurers : A Study of Direct , Indirect , and Control Variate Methods in a Risk-Neutral Pricing Framework — link
  611. openIRM : Publicly Accessible Internal Risk Model of an Artificial Life Insurer for Analyzing and Benchmarking Actuarial Methods in the Solvency II Setting — link
  612. A Quantum Algorithm for Pricing Asian Options on Valuation Trees — link
  613. A Study of Direct & Indirect Method and the Construction of Control Variates for Estimating the Available Capital
  614. Understanding Pathologies of Deep Heteroskedastic Regression — link
  615. Active Learning for Regression Using Greedy Sampling — link
  616. Financial Modeling , Actuarial Valuation and Solvency in Insurance — link
  617. Statistical Foundations of Actuarial Learning and Its Applications — link
  618. Variational Decoupling of Quantum Dynamics
  619. ADTCD : An Adaptive Anomaly Detection Approach Toward Concept Drift in IoT — link
  620. Quantum Ridgelet Transform : Winning Lottery Ticket of Neural Networks with Quantum Computation — link
  621. Nonlinear Quantum Neuron : A Fundamental Building Block for Quantum Neural Networks — link
  622. Spectral Analysis of Product Formulas for Quantum Simulation — link
  623. Gaussian Process Regression with Local Explanation — link
  624. Bayesian Neural Networks — link
  625. Power and Limitations of Single-Qubit Native Quantum Neural Networks — link
  626. Quantum Complexity of Permutations — link
  627. Optimal (Controlled) Quantum State Preparation and Improved Unitary Synthesis by Quantum Circuits with Any Number of Ancillary Qubits — link
  628. A Least Squares Monte Carlo Approach to Liability … - Barrie & Hibbert — link
  629. Quantum Multi-Agent Meta Reinforcement Learning — link
  630. Risk-Neutral Valuation of Participating Life Insurance Contracts in a Stochastic Interest Rate Environment — link
  631. Risk-Neutral Valuation of Participating Life Insurance Contracts in a Stochastic Interest Rate Environment — link
  632. Risk-Neutral Valuation of Participating Life Insurance Contracts in a Stochastic Interest Rate Environment — link
  633. Weather Derivatives and Weather Insurance : Concept , Application , and Analysis . — link
  634. Differentiable Quantum Architecture Search — link
  635. Quantum State Preparation with Optimal Circuit Depth : Implementations and Applications — link
  636. Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement — link
  637. Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement — link
  638. Stock Price Prediction Based on a Hybrid Quantum-Classical Neural Network Model — link
  639. Efficient Two-Stage Gaussian Process Regression Via Automatic Kernel Search and Subsampling — link
  640. A Review of Quantum Neural Networks : Methods , Models , Dilemma
  641. Hedging Crop Yield with Exchange-Traded Weather Derivatives — link
  642. A Brief Survey of Quantum Architecture Search — link
  643. Coherent Modeling of the Risk in Mortality Projections : A Semi-Parametric Approach
  644. Global Sensitivity Analysis for Stochastic Simulators Based on Generalized Lambda Surrogate Models — link
  645. Supply Chain Risk Management and Credit Assurance for Enterprises in Extreme Weather — link
  646. Quantum Encoding and Analysis on Continuous Stochastic Process — link
  647. Lapse Rate Models in Life Insurance and a Practical Method to Foresee Interest Rate Dependencies
  648. Quantum Generative Adversarial Networks for Learning and Loading Random Distributions — link
  649. Variational Quantum Algorithm for Unconstrained Black Box Binary Optimization: Application to Feature Selection — link

1 of 657 cited works are in the corpus; resolved via arXiv source bundles, Semantic Scholar and OpenAlex. Corpus-wide: 2518 linked papers.