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researcher

Jimmy Risk

9 papers hereh-index 481 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author1
  • last author1

Across the 8 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • math.OC1
  • physics.soc-ph1
  • q-fin.RM1
  • q-fin.ST1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20152026
most citedExpressive Mortality Models through Gaussian Process Kernels

5 citations · 8 across the 7 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.ST2015★ 2 cited

Statistical Emulators for Pricing and Hedging Longevity Risk Products

James Risk, Michael Ludkovski

We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.