Xiaolin Luo

Available identifiers

zbMath Open luo.xiaolinMaRDI QIDQ1930462

List of research outcomes

Publication	Date of Publication	Type
Dependent default and recovery: Markov chain Monte Carlo study of downturn loss given default credit risk model	2018-05-08	Paper
Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate	2017-09-19	Paper
From `Funny time, funny money' to realistic labour times	2016-02-18	Paper
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization	2015-05-26	Paper
Bayesian model choice of grouped \(t\)-copula	2013-01-11	Paper
The \(t\) copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management	2011-04-29	Paper
A short tale of long tail integration	2011-04-08	Paper
Computing tails of compound distributions using direct numerical integration	2010-02-05	Paper

Research outcomes over time

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