J. Risk

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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
Expressive mortality models through Gaussian process kernels
ASTIN Bulletin
2024-06-17Paper
Congressional Districting: "Rocks-Pebbles-Sand"2023-11-20Paper
Sequential design and spatial modeling for portfolio tail risk measurement
SIAM Journal on Financial Mathematics
2019-03-20Paper
GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
ASTIN Bulletin
2018-10-19Paper
Statistical emulators for pricing and hedging longevity risk products
Insurance Mathematics & Economics
2016-10-06Paper


Research outcomes over time


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