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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Feng, Mingbin"
~person:"He, Lin"
~subject:"Measurement"
~subject:"Theory"
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Feng, Mingbin
He, Lin
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Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
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2
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
3
Optimal DB-PAYGO pension management towards a habitual contribution rate
He, Lin
;
Liang, Zongxia
;
Yuan, Fengyi
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 125-141
Persistent link: https://www.econbiz.de/10012419185
Saved in:
4
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
He, Lin
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10009517656
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