Zhiyi Shen

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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
Pricing bounds and bang-bang analysis of the Polaris variable annuities
Quantitative Finance
2020-02-10Paper
Nonparametric inference for VaR, CTE, and expectile with high-order precision
North American Actuarial Journal
2019-11-04Paper


Research outcomes over time


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