Original research Pricing and optimization of sidecar and collateralized reinsurance portfolios with stochastic programming 20 Aug 2024
Original research Volatility-sensitive Bayesian estimation of portfolio value-at-risk and conditional value-at-risk 04 Jul 2024
Original research The impact of economic sentiment on financial portfolios during the recent turmoil 04 Jul 2024
Original research Optimal time-consistent reinsurance and investment strategies for multiple dependent types of insurance business and a unified investment framework 14 Jun 2024