Publications - 2023

Published in: TO APPEAR. TO APPEAR SEPTEMBER 2003 OCTOBER 25, 2005 OCTOBER 25 2005 NOVEMBER 2006 NOVEMBER 2003 MARCH 2002 JUNE 2005 JULY 2006 JULY 02, 2003 DECEMBER 2006 AUGUST 5, 2005 AUGUST 4, 2004 AUGUST 2006 AUGUST 2005 APRIL 2004 2025 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000/01 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991/92 1991 1990 1989 1988/89 1988 1987/88 1987 1986 1985 1984 1983 1982/83 1982 1981/82 1981 1980/81 1980 1979 1978 1977/80 1977 1976/77 1976 1975/76 1975 1974/75 1974 1973/74 1973 1972 1971 1970 1969 1968 1967 1966 1965 1964/1965 1964 1963 1962 1961 1960 1959 1958/1959 1958 1957 1956 1955 1954 1953 1952 1900

	ACTEX Interactive Study Manual for SOA Exam ASTAM Broverman, Sam and Jiang, Wenjun
	A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters Augustyniak, Maciej, Badescu, Alexandru and Bégin, Jean-François
	Affine GARCH option pricing models, stochastic interest rates, and diffusion limits Augustyniak, Maciej, Badescu, Alexandru and Bégin, Jean-François
	A novel perspective on forecasting non-ferrous metals’ volatility: integrating deep learning techniques with econometric models Shu, Qi, Xiong, Heng, Jiang, Wenjun and Mamon, Rogemar
	A Viscosity Solution Theory of Stochastic Hamilton-Jacobi-Bellman Equations in the Wasserstein Space Cheung, Hang, Qiu, Jinniao and Badescu, Alexandru
	Bi-level variable selection in semiparametric transformation mixture cure models for right-censored data Wu, Jingjing, Lu, Xuewen and Zhong, Wenyan
	Bowley insurance with expected utility maximization of the policyholders Jiang, Wenjun and Boonen, Tim
	Credit risk pricing in a consumption based equilibrium framework with incomplete accounting information Qiu, Jinniao, Sezer, Deniz, Ma, Junchi and Ogunsolu, Mobolaji
	Efficient and proper Generalised Linear Models with power link functions Asimit, Alexandru, Badescu, Alexandru and Zhou, Feng
	Efficient implementation of tree-based option pricing and hedging algorithms under GARCH models Guo, Zhiyu, Augustyniak, Maciej and Badescu, Alexandru
	Illuminating spiky balls and cap bodies Bezdek, Karoly, Ivanov, Ilya and Strachan, Cameron
	Interaction-integrated linear mixed model reveals 3D-genetic basis underlying Autism Li, Qing, Cao, Chen, Perera, Deshan, He, Jingni, Bian, Jiayi, Chen, Xingyu, Azeem, Feeha, Howe, Aaron, Au, Billie, Wu, Jingjing, Yan, Jun and Long, Quan
	Mean-variance insurance design under heterogeneous beliefs Chen, Yanhong, Jiang, Wenjun and Zhang, Yiying
	Non-parametric comparison and classification of two large-scale populations Ghoreishi, Seyed Kamran, Wu, Jingjing and Ghoreishi, Ghazal S.
	On a strengthening of the Blaschke--Leichtweiss theorem Bezdek, Karoly
	On Blaschke-Santalo-type inequalities for r-ball bodies Bezdek, Karoly
	On the global convergence of particle swarm optimization methods Qiu, Jinniao, Huang, Hui and Riedl, Konstantin
	On the measurement of hedging effectiveness for long term investment guarantees Augustyniak, Maciej, Badescu, Alexandru and Boudreault, Mathieu
	On the weak limits of discrete-time affine option pricing models Augustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François and Jayaraman, Sarath Kumar
	Optimal insurance design under mean-variance preference with narrow framing Liang, Xiaoqing, Jiang, Wenjun and Zhang, Yiying
	Pareto-optimal Reinsurance with Default Risk and Solvency Regulation Boonen, Tim and Jiang, Wenjun
	Quadratic hedging with basis risk under affine GARCH models Assani, Ismael, Augustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François and Stentoft, Lars
	Semiparametric modelling of two-component mixtures with stochastic dominance Wu, Jingjing, Abedin, Tasnima and Zhao, Qiang
	Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations Qiu, Jinniao and Zhang, Jing

top

Powered by UNITIS. More features.

Sign In

Publications - 2023

ACTEX Interactive Study Manual for SOA Exam ASTAM

A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters

Affine GARCH option pricing models, stochastic interest rates, and diffusion limits

A novel perspective on forecasting non-ferrous metals’ volatility: integrating deep learning techniques with econometric models

A Viscosity Solution Theory of Stochastic Hamilton-Jacobi-Bellman Equations in the Wasserstein Space

Bi-level variable selection in semiparametric transformation mixture cure models for right-censored data

Bowley insurance with expected utility maximization of the policyholders

Credit risk pricing in a consumption based equilibrium framework with incomplete accounting information

Efficient and proper Generalised Linear Models with power link functions

Efficient implementation of tree-based option pricing and hedging algorithms under GARCH models

Illuminating spiky balls and cap bodies

Interaction-integrated linear mixed model reveals 3D-genetic basis underlying Autism

Mean-variance insurance design under heterogeneous beliefs

Non-parametric comparison and classification of two large-scale populations

On a strengthening of the Blaschke--Leichtweiss theorem

On Blaschke-Santalo-type inequalities for r-ball bodies

On the global convergence of particle swarm optimization methods

On the measurement of hedging effectiveness for long term investment guarantees

On the weak limits of discrete-time affine option pricing models

Optimal insurance design under mean-variance preference with narrow framing

Pareto-optimal Reinsurance with Default Risk and Solvency Regulation

Quadratic hedging with basis risk under affine GARCH models

Semiparametric modelling of two-component mixtures with stochastic dominance

Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations

Quick Links

About the University

Academics

Campus Life

Media & Publications