Xiaolin Luo

MaRDI QIDQ1930462zbMATH OpenFDO

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
Dependent default and recovery: Markov chain Monte Carlo study of downturn loss given default credit risk model ANZIAM Journal	2018-05-08	Paper
Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate Insurance Mathematics & Economics	2017-09-19	Paper
From `Funny time, funny money' to realistic labour times	2016-02-18	Paper
Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization Insurance Mathematics & Economics	2015-05-26	Paper
Bayesian model choice of grouped \(t\)-copula Methodology and Computing in Applied Probability	2013-01-11	Paper
The \(t\) copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management Quantitative Finance	2011-04-29	Paper
A short tale of long tail integration Numerical Algorithms	2011-04-08	Paper
Computing tails of compound distributions using direct numerical integration The Journal of Computational Finance	2010-02-05	Paper

Research outcomes over time

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