42 citations · 47 across the 3 of their papers we have counts for
3 papers
astro-ph.CO2018★ 3 cited
Probing Cosmic Acceleration by Using Model-Independent Parametrizations and Three Kinds of Supernova Statistics Techniques
Xiaolin Luo, Shuang Wang, Sixiang Wen
In this work, we explore the evolution of the dark energy equation of state ω by using Chevalliear-PolarskiLinder (CPL) parametrization and the binned parametrizations. For binned…
q-fin.CP2014★ 42 cited
Valuation of Variable Annuities with Guaranteed Minimum Withdrawal and Death Benefits via Stochastic Control Optimization
Xiaolin Luo, Pavel V. Shevchenko
In this paper we present a numerical valuation of variable annuities with combined Guaranteed Minimum Withdrawal Benefit (GMWB) and Guaranteed Minimum Death Benefit (GMDB) under op…
q-fin.PR2014★ 2 cited
Fast Numerical Method for Pricing of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Optimal Withdrawal Strategy
Xiaolin Luo, Pavel Shevchenko
A variable annuity contract with Guaranteed Minimum Withdrawal Benefit (GMWB) promises to return the entire initial investment through cash withdrawals during the policy life plus…