Zelda Marino

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
Machine learning techniques in nested stochastic simulations for life insurance Applied Stochastic Models in Business and Industry	2024-07-25	Paper
Quantile mortality modelling of multiple populations via neural networks Insurance Mathematics & Economics	2024-05-24	Paper
Fused Lasso approach in portfolio selection Annals of Operations Research	2021-11-08	Paper
Split Bregman iteration for multi-period mean variance portfolio optimization Applied Mathematics and Computation	2021-04-14	Paper
\(l_1\)-regularization for multi-period portfolio selection Annals of Operations Research	2021-01-07	Paper
A general framework for pricing Asian options under stochastic volatility on parallel architectures European Journal of Operational Research	2018-10-30	Paper
A parallel wavelet-based pricing procedure for Asian options Quantitative Finance	2018-09-19	Paper
Algorithm 944: Talbot Suite: parallel implementations of Talbot's method for the numerical inversion of Laplace transforms ACM Transactions on Mathematical Software	2017-06-30	Paper
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters Computational Management Science	2012-12-07	Paper
On parallel asset-liability management in life insurance: a forward risk-neutral approach Parallel Computing	2010-09-02	Paper
On high-performance software development for the numerical simulation of life insurance policies	2008-07-29	Paper

Research outcomes over time

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