16 citations · 69 across the 19 of their papers we have counts for
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math-ph2018★ 4 cited
A Hamiltonian Mean-Field System for the Navier-Stokes Equation
Simon Hochgerner
We use a Hamiltonian interacting particle system to derive a stochastic mean field system whose McKean-Vlasov equation yields the incompressible Navier Stokes equation. Since the s…
q-fin.RM2018★ 5 cited
Analytical Validation Formulas for Best Estimate Calculation in Traditional Life Insurance
Simon Hochgerner, Florian Gach
Within the context of traditional life insurance, a model-independent relationship about how the market value of assets is attributed to the best estimate, the value of in-force bu…