E-LIB Suche - Ergebnisse für: Bégin, Jean-François

1

Benefit volatility-targeting strategies in lifetime pension..:

Bégin, Jean-François ; Sanders, Barbara
Insurance: Mathematics and Economics. 118 (2024) - p. 72-94 , 2024

Link: https://doi.org/10.1016/..

2

A Simulation and Empirical Study of the Maximum Likelihood ..:

Bégin, Jean-François ; Boudreault, Mathieu
Studies in Nonlinear Dynamics & Econometrics. 0 (2024) 0 - p. , 2024

Link: https://doi.org/10.1515/..

3

On the benefits of pension plan consolidation: Understandin..:

Bégin, Jean-François ; Sanders, Barbara ; Zhou, Wenyuan
Annals of Actuarial Science. , 2024

Link: https://doi.org/10.1017/..

4

A discrete-time hedging framework with multiple factors and..:

Augustyniak, Maciej ; Badescu, Alexandru ; Bégin, Jean-François
Journal of Econometrics. 232 (2023) 2 - p. 416-444 , 2023

Link: https://doi.org/10.1016/..

5

A new approximation of annuity prices for age–period–cohort..:

Bégin, Jean-François ; Kapoor, Nikhil ; Sanders, Barbara
European Actuarial Journal. , 2023

Link: https://doi.org/10.1007/..

6

Modeling and Forecasting Subnational Mortality in the Prese..:

Bégin, Jean-François ; Sanders, Barbara ; Xu, Xueyi
North American Actuarial Journal. , 2023

Link: https://doi.org/10.1080/..

7

Option pricing under stochastic volatility models with late..:

Bégin, Jean-François ; Godin, Frédéric
Quantitative Finance. 23 (2023) 7-8 - p. 1079-1097 , 2023

Link: https://doi.org/10.1080/..

8

Publisher Correction: A new approximation of annuity prices..:

Bégin, Jean-François ; Kapoor, Nikhil ; Sanders, Barbara
European Actuarial Journal. , 2023

Link: https://doi.org/10.1007/..

9

Ensemble Economic Scenario Generators: Unity Makes Strength:

Bégin, Jean-François
North American Actuarial Journal. 27 (2022) 3 - p. 444-471 , 2022

Link: https://doi.org/10.1080/..

10

Controlling the effects of adverse selection in flexible be..:

Ng, Cherie ; Sanders, Barbara ; Bégin, Jean-François
Insurance: Mathematics and Economics. 105 (2022) - p. 293-312 , 2022

Link: https://doi.org/10.1016/..

11

ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?:

Bégin, Jean-François
ASTIN Bulletin. 51 (2021) 3 - p. 779-812 , 2021

Link: https://doi.org/10.1017/..

12

Do Jumps Matter in the Long Term? A Tale of Two Horizons:

Bégin, Jean-François ; Boudreault, Mathieu
North American Actuarial Journal. 26 (2021) 1 - p. 82-101 , 2021

Link: https://doi.org/10.1080/..

13

On the Estimation of Jump-Diffusion Models Using Intraday D..:

Bégin, Jean-François ; Amaya, Diego ; Gauthier, Geneviève.
SIAM Journal on Financial Mathematics. 11 (2020) 4 - p. 1168-1208 , 2020

Link: https://doi.org/10.1137/..

14

Price bias and common practice in option pricing:

BÉGIN, Jean-François ; GAUTHIER, Geneviève
The Canadian Journal of Statistics / La Revue Canadienne de Statistique. 48 (2020) 1 - p. 8-35 , 2020

Link: https://www.jstor.org/st..

15

Levelling the playing field: A VIX-linked structure for fun..:

Bégin, Jean-François
Insurance: Mathematics and Economics. 94 (2020) - p. 58-78 , 2020

Link: https://doi.org/10.1016/..