---
title: Reinforcement Learning for Life Insurance Hedging
url: https://www.ml-quant.com/papers/ssrn/5279418/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5279418
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5279418
featured: 2025-06-04
citations: unknown
topic: Derivatives & Volatility
---


# Reinforcement Learning for Life Insurance Hedging

A new framework using deep reinforcement learning is suggested to improve the hedging of specific risk factors in financial instruments, using Shapley value decompositions to assign profit and loss to different risk categories.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5279418
- Identifier: SSRN 5279418
- Released: 2025-06-02
- First featured: Quant Letter No. 100 (2025-06-04): https://www.ml-quant.com/issues/2025-06-04/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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