N. Hári
2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom N. Hári trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from N. Hári's perspective
Ordered by how strongly the researchers N. Hári trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- The Equity Premium
- Survival models in a dynamic context: a survey
- A Poisson log-bilinear regression approach to the construction of projected lifetables
- An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data
- Post-'87 crash fears in the S&P 500 futures option market
- The Term Structure of Interest Rates as a Random Field
- Quasi-Random Sequences and Their Discrepancies
- The Pricing of Options and Corporate Liabilities
- What Risk Premium Is “Normal”?
Their papers
- Longevity risk in portfolios of pension annuities (2008) — 113 citations