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Chapter and Conference Paper
A Purified Stacking Ensemble Framework for Cytology Classification
Cancer is one of the fatal threats to human beings. However, early detection and diagnosis can significantly reduce death risk, in which cytology classification is indispensable. Researchers have proposed many...
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Article
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk
This paper extends the model and analysis of Lin, Tan and Yang (2009). We assume that the financial market follows a regime-switching jump-diffusion model and the mortality satisfies Lévy process. We price the...
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Article
Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model
This paper extends the model and analysis in that of Vandaele and Vanmaele [Insurance: Mathematics and Economics, 2008, 42: 1128–1137]. We assume that parameters of the Lévy process which models the dynamic of...