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Shuai (Alex) Yang
Shuai (Alex) Yang
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Verified email at mail.utoronto.ca
Title
Cited by
Cited by
Year
A linear regression approach to modeling mortality rates of different forms
CCL Tsai, S Yang
North American Actuarial Journal 19 (1), 1-23, 2015
302015
Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach
XS Lin, S Yang
Insurance: Mathematics and Economics 91, 85-103, 2020
272020
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
XS Lin, S Yang
ASTIN Bulletin: The Journal of the IAA 50 (3), 913-957, 2020
172020
Short Positions in the first principal component portfolio
P Boyle, S Feng, D Melkuev, S Yang, J Zhang
North American Actuarial Journal 22 (2), 223-251, 2018
42018
On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
S Yang, KQ Zhou
Risks 11 (12), 206, 2023
22023
Surrogate Model Assisted Nested Simulation with Applications to Variable Annuity Portfolio Valuation and Hedging
S Yang
University of Toronto (Canada), 2020
12020
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Articles 1–6