Lane Hughston

Goldsmiths University of London

London, England SE14 6NW

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

40

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 1 (502,927)
Citation 4

Social Discounting and the Long Rate of Interest

Mathematical Finance, Vol. 28, Issue 1, pp. 306-334, 2018
Number of pages: 29 Posted: 17 Jan 2018
Dorje C. Brody and Lane Hughston
Brunel University London - School of Information Systems, Computing and Mathematics and Goldsmiths University of London
Downloads 1 (915,930)
Citation 2

Abstract:

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interest rate models, Dybvig–Ingersoll–Ross theorem, long rate, social discounting, pricing kernel, hyperbolic discount function, declining discount rate

2.

Stable-½ Bridges and Insurance

To appear in: Advances in Mathematics of Finance (A. Palczewski and L. Stettner, editors.), Banach Center Publications, Polish Academy of Science, Institute of Mathematics.
Number of pages: 27 Posted: 11 Apr 2014
Edward Hoyle, Lane Hughston and Andrea Macrina
Man AHL, Goldsmiths University of London and University College London
Downloads 39 (572,685)

Abstract:

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non-life reserving, claims development, reinsurance, best estimate of ultimate loss, information-based asset pricing, Levy processes, stable processes