ORCID as entered in ROS
https://orcid.org/0000-0002-8077-3649
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Working Papers
, 2023, The Valuation and Assessment of Retirement Income Products: a Unified Markov Chain Monte Carlo Framework, http://dx.doi.org10.2139/ssrn.4595961, https://doi.org/10.2139/ssrn.4595961
, 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
, 2017, One Size Fits All? Drawdown Structures in Australia and the Netherlands, http://dx.doi.org10.2139/ssrn.3025064
, 2009, Economic Scenario Generation with Regime Switching Models, http://dx.doi.org
, 2009, Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility, http://dx.doi.org
, 2005, Pricing in the Multi-Line Insurer with Dependent Gamma Distributed Risks allowing for Frictional Costs of Capital, http://dx.doi.org
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https://orcid.org/0000-0002-8077-3649