Luis Souto Arias

Center for Mathematics and Computer Science (CWI)

P.O. Box 94079

Amsterdam, NL-1090 GB

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

122

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Estimation for Univariate and Bivariate Reinforced Urn Processes Under Left-Truncation and Right-Censoring

Number of pages: 27 Posted: 03 Jun 2020 Last Revised: 21 Oct 2020
Luis Souto Arias, Pasquale Cirillo and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI), Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Downloads 71 (366,103)

Abstract:

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Urn Process, Expectation-Maximization, Estimation

2.

Joint and Survivor Annuity Valuation with a Bivariate Reinforced Urn Process

Number of pages: 20 Posted: 02 Sep 2020
Luis Souto Arias and Pasquale Cirillo
Center for Mathematics and Computer Science (CWI) and Delft University of Technology
Downloads 51 (430,862)

Abstract:

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urn process, joint distribution, annuity, mortality