3 papers in the archive (2024–2025), average empirical rigor 6.3/10, average math complexity 6.8/10. Quadrant mix: Holy Grail ×3.
Works mostly in Insurance & Actuarial Risk, Fixed Income & Interest Rates, Options & Derivatives Pricing.
Frequent co-authors: Hongjuan Zhou (1), Xiaobai Zhu (1), Zijia Wang (1), Lydia J. Gabric (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Recent studies have identified long-range dependence as a key feature in the dynamics of both mortality and interest rates. Building on this insight, we develop a novel bi-variate stochastic framework based on mixed fractional Brownian motions to jointly model their long-memory behavior and instanta
The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short in capturing the complexity of individual mortality, hinderi
Natural hedging allows life insurers to manage longevity risk internally by offsetting the opposite exposures of life insurance and annuity liabilities. Although many studies have proposed natural hedging strategies under different settings, calibration methods, and mortality models, a unified frame