15 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
2 papers
cs.LG2022★ 1 cited
Multi-task Envisioning Transformer-based Autoencoder for Corporate Credit Rating Migration Early Prediction
Han Yue, Steve Xia, Hongfu Liu
Corporate credit ratings issued by third-party rating agencies are quantified assessments of a company's creditworthiness. Credit Ratings highly correlate to the likelihood of a co…
q-fin.PR2013★ 15 cited
Valuation Perspectives and Decompositions for Variable Annuities with GMWB riders
Cody B. Hyndman, Menachem Wenger
The guaranteed minimum withdrawal benefit (GMWB) rider, as an add on to a variable annuity (VA), guarantees the return of premiums in the form of peri- odic withdrawals while allow…