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 |
|---|---|---|
| Parameter estimation in a regime-switching model with non-normal noise International Series in Operations Research & Management Science | 2018-12-21 | Paper |
| A linear algebraic method for pricing temporary life annuities and insurance policies Insurance Mathematics & Economics | 2012-02-10 | Paper |
| Parameter estimation in a regime-switching model when the drift and volatility are independent | 2011-01-15 | Paper |
| A partially linearized sigma point filter for latent state estimation in nonlinear time series models Journal of Computational and Applied Mathematics | 2010-02-12 | Paper |
| Valuation of contingent claims with mortality and interest rate risks Mathematical and Computer Modelling | 2009-10-12 | Paper |
| A new algorithm for latent state estimation in non-linear time series models Applied Mathematics and Computation | 2009-01-16 | Paper |
| A new moment matching algorithm for sampling from partially specified symmetric distributions Operations Research Letters | 2009-01-09 | Paper |
Research outcomes over time
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