Mich\`ele Vanmaele
Identifiers
- name variant Mich\`ele Vanmaele 0.60 · backfill
Papers (3)
- Mortality/longevity Risk-Minimization with or without securitization q-fin.MF · 2018 · author #3
- Pricing of commodity derivatives on processes with memory q-fin.PR · 2017 · author #3
- A martingale representation theorem and valuation of defaultable securities q-fin.MF · 2015 · author #3
Mentions
- 1510.05858 #3 · backfill · confidence 0.70 Mich\`ele Vanmaele
Frequent Coauthors
- Catherine Daveloose 2 shared papers
- Tahir Choulli 2 shared papers
- Asma Khedher 1 shared papers
- Fred Espen Benth 1 shared papers