Sarah Kaakaï

Available identifiers

zbMath Open kaakai.sarahMaRDI QIDQ2010891

List of research outcomes

Publication	Date of Publication	Type
Estimation of systemic shortfall risk measure using stochastic algorithms	2024-09-17	Paper
Deep learning scheme for forward utilities using ergodic BSDEs	2024-08-13	Paper
Time-consistent pension policy with minimum guarantee and sustainability constraint	2024-05-25	Paper
Birth death swap population in random environment and aggregation with two timescales	2023-07-12	Paper
Efficient simulation of individual-based population models: the R Package IBMPopSim	2023-03-10	Paper
Utility Maximization Problem with Uncertainty and a Jump Setting	2022-10-14	Paper
Simulating long-term impacts of mortality shocks: learning from the cholera pandemic	2021-11-16	Paper
How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach	2019-11-28	Paper
Time-consistent pension policy with minimum guarantee and sustainability constraint	N/A	Paper
Deep learning scheme for forward utilities using ergodic BSDEs	N/A	Paper

Research outcomes over time

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