3 citations · 4 across the 6 of their papers we have counts for
6 papers
Mortality and Longevity Valuation - A Quantitative Approach
Louis Mello
This paper examines several computer algorithms designed to assess mortality and longevity risk.
Fat-Tailed Distributions and Levy Processes
Louis Mello
The notion that natural disasters can be controlled is, of course, farcical; history is permeated with examples of countless failed attempts at this pointless task; it is synonymou…
Linear Predictive Coding as an Estimator of Volatility
Louis Mello
In this paper, we present a method of estimating the volatility of a signal that displays stochastic noise (such as a risky asset traded on an open market) utilizing Linear Predict…
Natural Economics
Louis Mello
A few considerations on the nature of Economics and its relationship to human communities through the prism of Self-Organizing-Systems.
The Fibonacci Sequence Mod m
Louis Mello
This paper proposes a computational method for obtaining the length of the cycle that arises from the Fibonacci series taken mod m (some number) and mod p (some prime number).
Fat Tailed Distributions in Catastrophe Prediction
Louis Mello
This paper discusses the use of fat-tailed distributions in catastrophe prediction as opposed to the more common use of the Normal Distribution.