Donatien Hainaut
Economics and Econometrics · 2008
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it
- Finance — 8 citations into it
- Demography — 5 citations into it
Whom Donatien Hainaut trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- René L. Schilling
- Yuhong Yang
- Elisa Nicolato
- M. Dahl
- E. Venardos
- Ole E. Barndorff-Nielsen
- Elisa Luciano
- Virginia R. Young
Papers from Donatien Hainaut's perspective
Ordered by how strongly the researchers Donatien Hainaut trusts endorse each paper. Same corpus, a different order for every researcher.
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Valuation and hedging of life insurance liabilities with systematic mortality risk
- Information Theory, Inference, and Learning Algorithms
- Financial Modelling with Jump Processes
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
- Non Mean Reverting Affine Processes for Stochastic Mortality
- The Variance Gamma (V.G.) Model for Share Market Returns
- Modelling by Lévy Processess for Financial Econometrics
- Tempering stable processes
Their papers
- Mortality modelling with Lévy processes (2008) — 56 citations