Ou Dang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Two-stage nested simulation of tail risk measurement: a likelihood ratio approach
Insurance Mathematics & Economics
2023-02-03Paper
Efficient nested simulation for conditional tail expectation of variable annuities
North American Actuarial Journal
2020-12-11Paper


Research outcomes over time


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