Showing 1–13 of 13 results
/ Date/ Name
Dec 17, 2020Geometric Brownian motion with affine drift and its time-integralMay 26, 2015Conditional Asian OptionsDec 3, 2015A short proof of duality relations for hypergeometric functionsJun 10, 2021Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo SimulationsJul 26, 2013An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefitFeb 22, 2024Privacy-Enhancing Collaborative Information Sharing through Federated Learning -- A Case of the Insurance IndustryMar 27, 2026Capital-Allocation-Induced Risk SharingOct 3, 2016Exponential functionals of Levy processes and variable annuity guaranteed benefitsDec 6, 2020Pandemic risk management: resources contingency planning and allocationMay 17, 2022Cyber Risk Assessment for Capital ManagementJun 14, 2011Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk ModelFeb 19, 2025Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial SecuritySep 12, 2025Robo-Advisors Beyond Automation: Principles and Roadmap for AI-Driven Financial Planning