83 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- African Institute for Mathematical SciencesZA5 papers
- Toronto Metropolitan UniversityCA5 papers
- University of OttawaCA4 papers
- University of WarsawPL4 papers
- Bialystok University of TechnologyPL2 papers
- Prince Mohammad bin Fahd UniversitySA2 papers
- University of AveiroPT2 papers
- University of LimpopoZA2 papers
- Akdeniz University HospitalTR1 paper
- Binghamton UniversityUS1 paper
- Broad InstituteUS1 paper
- Central European UniversityAT1 paper
4 papers · 1 filter
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
Karim Barigou, Lukasz Delong
This paper considers the pricing of equity-linked life insurance contracts with death and survival benefits in a general model with multiple stochastic risk factors: interest rate,…
Analyzing, Exploring, and Visualizing Complex Networks via Hypergraphs using SimpleHypergraphs.jl
Alessia Antelmi, Gennaro Cordasco, Bogumił Kamiński +4
Real-world complex networks are usually being modeled as graphs. The concept of graphs assumes that the relations within the network are binary (for instance, between pairs of node…
Local times and Tanaka--Meyer formulae for càdlàg paths
Rafał M. Łochowski, Jan Obłój, David J. Prömel +1
Three concepts of local times for deterministic c{à}dl{à}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown…
Artificial Benchmark for Community Detection (ABCD): Fast Random Graph Model with Community Structure
Bogumił Kamiński, Paweł Prałat, François Théberge
Most of the current complex networks that are of interest to practitioners possess a certain community structure that plays an important role in understanding the properties of the…