| Life cycle insurance, bequest motives and annuity loads A Arandjelović, G Kingston, PV Shevchenko Journal of Economic Dynamics and Control 157, 104759, 2023 | 3 | 2023 |
| Importance sampling for option pricing with feedforward neural networks A Arandjelović, T Rheinländer, PV Shevchenko Finance and Stochastics, 1-45, 2024 | | 2024 |
| Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach A Arandjelović, PV Shevchenko, T Matsui, D Murakami, TA Myrvoll arXiv preprint arXiv:2408.09642, 2024 | | 2024 |
| Reinsurance with neural networks A Arandjelović, J Eisenberg arXiv preprint arXiv:2408.06168, 2024 | | 2024 |
| Elements of large deviations theory for Banach-space-valued Brownian motion and Ciesielski’s isomorphism in weighted Hölder spaces A Arandjelović TU Wien, Institute of Statistics and Mathematical Methods in Economics, 2020 | | 2020 |
Pavel V. ShevchenkoProfessor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie University在 mq.edu.au 的电子邮件经过验证
