Gaussian process models for mortality rates and improvement factors M Ludkovski, J Risk, H Zail ASTIN Bulletin: The Journal of the IAA 48 (3), 1307-1347, 2018 | 35 | 2018 |
Sequential design and spatial modeling for portfolio tail risk measurement J Risk, M Ludkovski SIAM Journal on Financial Mathematics 9 (4), 1137-1174, 2018 | 27 | 2018 |
Statistical emulators for pricing and hedging longevity risk products J Risk, M Ludkovski Insurance: Mathematics and Economics 68, 45-60, 2016 | 13 | 2016 |
Expressive Mortality Models through Gaussian Process Kernels M Ludkovski, J Risk arXiv preprint arXiv:2305.01728, 2023 | 2 | 2023 |
GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS–CORRIGENDUM M Ludkovski, J Risk, H Zail ASTIN Bulletin: The Journal of the IAA 48 (3), 1349-1349, 2018 | 1 | 2018 |
Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management JK Risk University of California, Santa Barbara, 2017 | 1 | 2017 |
Expressive mortality models through Gaussian process kernels J Risk, M Ludkovski ASTIN Bulletin: The Journal of the IAA 54 (2), 327-359, 2024 | | 2024 |
European Football Player Valuation: Integrating Financial Models and Network Theory A Cohen, J Risk arXiv preprint arXiv:2312.16179, 2023 | | 2023 |
A case study of congressional districting:“Rocks-Pebbles-Sand” approach J Risk, J Switkes, A Zhang Discover Global Society 1 (1), 18, 2023 | | 2023 |
Congressional Districting:" Rocks-Pebbles-Sand" J Risk, J Switkes, A Zhang arXiv preprint arXiv:2311.11834, 2023 | | 2023 |
Discover Global Society J Risk, J Switkes, A Zhang | | 2023 |
Gaussian Process Models for Mortality Rates and Improvement Factors: An Interactive R Markdown Approach J Risk | | 2018 |
Gaussian Process Models for Mortality Improvement Factors J Risk | | 2016 |
Gaussian Process Models in Actuarial Science M Ludkovski, J Risk | | 2016 |
Proof of the Central Limit Theorem Using Measures as Operators J Risk | | 2015 |
Genetic Algorithm Applications of Gaussian Process Kernels with Mortality Surface Inference Applications JK Risk 2023 Spring Eastern Sectional Meeting, 0 | | |
SOA 2021 ILEC Mortality Prediction Contest J Risk, N Huynh, M Ludkovski | | |