Search Results for author:
Found 3 papers, 1 papers with code
Time-consistent pension policy with minimum guarantee and sustainability constraint
The paper designs and solves the social planner's dynamic decision criterion, and computes the optimal investment/pension policy in a general framework.
Fair Active Learning: Solving the Labeling Problem in Insurance
This paper addresses significant obstacles that arise from the widespread use of machine learning models in the insurance industry, with a specific focus on promoting fairness.
Shapes of implied volatility with positive mass at zero
We study the shapes of the implied volatility when the underlying distribution has an atom at zero and analyse the impact of a mass at zero on at-the-money implied volatility and the overall level of the smile.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
