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Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
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- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
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- 11 April 2024, pp. 213-238
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- May 2024
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STOCHASTIC MATCHING MODELS
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- Bulletin of the Australian Mathematical Society / Volume 109 / Issue 2 / April 2024
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- 12 December 2023, pp. 407-408
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- April 2024
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Detection and treatment of outliers for multivariate robust loss reserving
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- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
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- 24 August 2023, pp. 102-125
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AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS
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- The ANZIAM Journal / Volume 64 / Issue 4 / October 2022
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- 23 August 2023, pp. 380-393
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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH $\boldsymbol{{(P, Q)}}$ models
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 15 May 2023, pp. 1501-1515
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- December 2023
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Asymptotic results on tail moment and tail central moment for dependent risks
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 08 May 2023, pp. 1116-1143
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- December 2023
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Survival energy models for mortality prediction and future prospects
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- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
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- 03 April 2023, pp. 377-391
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- May 2023
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How do empirical estimators of popular risk measures impact pro-cyclicality?
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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- 29 March 2023, pp. 547-579
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On impact of largest claims reinsurance treaties on the ceding company’s loss reserve
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 01 February 2023, pp. 328-357
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On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 12 September 2022, pp. 849-859
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- September 2022
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A transient Cramér–Lundberg model with applications to credit risk
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- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
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- 16 September 2021, pp. 721-745
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- September 2021
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OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS
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- The ANZIAM Journal / Volume 63 / Issue 3 / July 2021
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- 21 July 2021, pp. 308-332
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From microscopic price dynamics to multidimensional rough volatility models
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 425-462
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- June 2021
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A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 2 / May 2020
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- 17 April 2020, pp. 325-356
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- May 2020
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WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES
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- Bulletin of the Australian Mathematical Society / Volume 100 / Issue 3 / December 2019
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- 09 July 2019, pp. 518-519
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- December 2019
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The De Vylder–Goovaerts conjecture holds within the diffusion limit
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 546-557
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- June 2019
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HOW FUNCTIONAL DATA CAN ENHANCE THE ESTIMATION OF HEALTH EXPECTANCY: THE CASE OF DISABLED SPANISH POPULATION
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- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 1 / January 2019
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- 22 November 2018, pp. 57-84
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- January 2019
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Moderate deviation principles for importance sampling estimators of risk measures
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 490-506
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- June 2017
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Uncertainty Quantification of Derivative Instruments
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- East Asian Journal on Applied Mathematics / Volume 7 / Issue 2 / May 2017
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- 02 May 2017, pp. 343-362
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- May 2017
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Optimal dividend and reinsurance in the presence of two reinsurers
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 554-571
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- June 2016
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