Green simulation designs for repeated experiments
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Conference Proceeding
Journal Article
Green nested simulation via likelihood ratio: Applications to longevity risk management
Feng, Ben Mingbin, Li, Johnny Siu-Hang, Zhou, Kenneth Q.
Published in Insurance, mathematics & economics (01.09.2022)
Published in Insurance, mathematics & economics (01.09.2022)
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Journal Article
Two-stage nested simulation of tail risk measurement: A likelihood ratio approach
Dang, Ou, Feng, Mingbin, Hardy, Mary R.
Published in Insurance, mathematics & economics (01.01.2023)
Published in Insurance, mathematics & economics (01.01.2023)
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Journal Article
Subdiaphragmatic abscess caused by the recently identified pathogen Cutibacterium modestum : a case report
Liang, Lian, Tan, Ni, Feng, Mingbin, Xu, Xiaolin, Li, Zuyong, Tan, Xiaoxing, Liu, Tangchun, Ouyang, Nengtai, Zhang, Yin, Yang, Zhengfei
Published in World journal of emergency medicine (01.01.2024)
Published in World journal of emergency medicine (01.01.2024)
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Journal Article
Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios
Feng, Ben Mingbin, Tan, Zhenni, Zheng, Jiayi
Published in North American actuarial journal (02.04.2020)
Published in North American actuarial journal (02.04.2020)
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Journal Article
Towards Cross-domain Few-shot Graph Anomaly Detection
Chen, Jiazhen, Fu, Sichao, Zhang, Zhibin, Ma, Zheng, Feng, Mingbin, Wirjanto, Tony S, Peng, Qinmu
Year of Publication 11.10.2024
Year of Publication 11.10.2024
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Journal Article
Towards Cross-domain Few-shot Graph Anomaly Detection
Chen, Jiazhen, Fu, Sichao, Zhang, Zhibin, Zheng, Ma, Feng, Mingbin, Wirjanto, Tony S, Peng, Qinmu
Published in arXiv.org (11.10.2024)
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Published in arXiv.org (11.10.2024)
Paper
Practical algorithms for value-at-risk portfolio optimization problems
Feng, Mingbin, Wächter, Andreas, Staum, Jeremy
Published in Quantitative finance letters (01.01.2015)
Published in Quantitative finance letters (01.01.2015)
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Journal Article