Mingbin Feng
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Person:2681446
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Green Simulation ACM Transactions on Modeling and Computer Simulation | 2023-07-21 | Paper |
| Two-stage nested simulation of tail risk measurement: a likelihood ratio approach Insurance Mathematics & Economics | 2023-02-03 | Paper |
| Complementarity formulations of \(\ell_0\)-norm optimization | 2021-02-03 | Paper |
| Efficient nested simulation for conditional tail expectation of variable annuities North American Actuarial Journal | 2020-12-11 | Paper |
Research outcomes over time
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