By Dr Len Patrick Garces

Working Papers

Alonso-Garcia J; Garces LPDM; Ziveyi J, 2026, Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation, http://dx.doi.org10.48550/arxiv.2507.07358

Boonen T; Dela Vega EJ; Garces LP, 2026, Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty, http://dx.doi.org, https://arxiv.org/abs/2603.25350

Garces LP; Kolar J; Sherris M; Ungolo F, 2022, Affine Mortality Models with Jumps: Parameter Estimation and Forecasting, Elsevier, CEPAR Working Paper 2022/12, http://dx.doi.org10.2139/ssrn.4220454, https://cepar.edu.au/publications/working-papers/affine-mortality-models-jumps-parameter-estimation-and-forecasting

Garces LPDM; Cheang GHL, 2020, A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics, http://dx.doi.org, https://arxiv.org/abs/2002.10194v1

Back to profile page