Economic scenario generator and parameter uncertainty : a bayesian approach

von Bégin, Jean-François
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2019)

Levelling the playing field : a VIX-linked structure for funded pension schemes

von Bégin, Jean-François
Veröffentlicht in Insurance / Mathematics & economics (2020)

Controlling the effects of adverse selection in flexible benefit plans : a pricing-based approach

von Ng, Cherie
Veröffentlicht in Insurance / Mathematics & economics (2022)

A discrete-time hedging framework with multiple factors and fat tails : on what matters

von Augustyniak, Maciej
Veröffentlicht in Journal of econometrics (2023)

Firm-specific credit risk estimation in the presence of regimes and noisy prices

von Bégin, Jean-François
Veröffentlicht in Finance research letters (2017)