By Dr Len Patrick Garces

Preprints

Boonen TJ; Vega EJCD; Garces LPDM, 2026, Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty, https://arxiv.org/abs/2603.25350v1

Lim BG; Dayta D; Tiu BR; Tan RR; Garces LPD; Ikeda K, 2025, Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange, https://doi.org/10.1186/s40854-025-00807-7

Garces LPDM; Shen Y, 2024, Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment, https://arxiv.org/abs/2407.02831v1

Ungolo F; Sherris M; Zhou Y, 2021, affine_mortality: A Github repository for estimation, analysis, and projection of affine mortality models, http://dx.doi.org/10.2139/ssrn.3912983

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