2 citations · 3 across the 6 of their papers we have counts for
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stat.ME2017
Correlated Multivariate Poisson Processes and Extreme Measures
Michael Chiu, Kenneth R. Jackson, Alexander Kreinin
Multivariate Poisson processes have many important applications in Insurance, Finance, and many other areas of Applied Probability. In this paper we study the backward simulation a…
q-fin.CP2017★ 1 cited
A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities
Seyed Amir Hejazi, Kenneth R. Jackson, Guojun Gan
Variable Annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging these risks…