By Dr Len Patrick Garces

Journal articles

Lim BG; Dayta D; Tiu BR; Tan RR; Garces LPD; Ikeda K, 2026, 'Dynamic factor analysis of price movements in the Philippine Stock Exchange', Financial Innovation, 12, http://dx.doi.org/10.1186/s40854-025-00807-7

Zhou Y; Garces LPD; Shen Y; Sherris M; Ziveyi J, 2026, 'Age-Dependent Multi-Cohort Affine Mortality Model with Cohort Correlation', North American Actuarial Journal, pp. 1 - 31, http://dx.doi.org/10.1080/10920277.2026.2682217

Garces LPD; Gómez F; Tang Q, 2026, 'Indifference pricing of mortality-linked securities using backward stochastic differential equations', Astin Bulletin, 56, pp. 510 - 536, http://dx.doi.org/10.1017/asb.2026.10088

Zhou Y; Garces LPD; Shen Y; Sherris M; Ziveyi J, 2025, 'Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates', Astin Bulletin, 55, pp. 585 - 614, http://dx.doi.org/10.1017/asb.2025.10064

Ungolo F; Garces LPDM; Sherris M; Zhou Y, 2025, 'AffineMortality: An R package for estimation, analysis, and projection of affine mortality models', Annals of Actuarial Science, 19, pp. 23 - 48, http://dx.doi.org/10.1017/S1748499524000149

So KR; Cruz SC; Marcella EA; Briones J; Garces LPD, 2025, 'Uncertainty in Pricing and Risk Measurement of Survivor Contracts', Risks, 13, http://dx.doi.org/10.3390/risks13020035

Garces LPDM; Shen Y, 2024, 'Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment', European Journal of Operational Research, http://dx.doi.org/10.1016/j.ejor.2024.12.010

Ungolo F; Garces LPDM; Sherris M; Zhou Y, 2024, 'Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models', North American Actuarial Journal, 28, pp. 570 - 592, http://dx.doi.org/10.1080/10920277.2023.2238793

Garces LPDM; Cheang GHL, 2021, 'A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics', Quantitative Finance, 21, pp. 2025 - 2054, http://dx.doi.org/10.1080/14697688.2021.1926534

Cheang GHL; Garces LPDM, 2020, 'Representation of exchange option prices under stochastic volatility jump-diffusion dynamics', Quantitative Finance, 20, pp. 291 - 310, http://dx.doi.org/10.1080/14697688.2019.1655785

de las Peñas MLAN; Verzosa DMB; Aberin MAQ; Garces LPDM; Francisco FF; Bautista EP; Tolentino MAC; Tabares WC, 2019, 'Digital simulations for grade 7 to 10 mathematics', Philippine Journal of Science, 148, pp. 735 - 749

Verzosa DMB; De Las Peñas MLAN; Aberin MAQ; Garces LPDM, 2019, 'App-based scaffolds for writing two-column proofs', International Journal of Mathematical Education in Science and Technology, 50, pp. 766 - 778, http://dx.doi.org/10.1080/0020739X.2018.1500654

Verzosa DMB; De Las Peñas MLAN; Aberin MAQ; Garces LPDM, 2018, 'App for addition and subtraction of integers', International Journal for Technology in Mathematics Education, 25, pp. 21 - 33, http://dx.doi.org/10.1564/tme_v25.4.02

Palanca-Tan R; Garces LPDM; Purisima ANC; Zaratan ACL, 2015, 'Tourism and crime: Evidence from the Philippines', Southeast Asian Studies, 4, pp. 565 - 580

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