Xinliang Chen

MathSciNet


Ph.D. Katholieke Universiteit Leuven 2009 Belgium
Dissertation: Super-replicating Exotic Options, Allocating Capital And Approximating Aggregate Distributions Using The Comonotonic Approach
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Jan Dhaene
Advisor 2: Marc J. Goovaerts

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 150103 for the advisor ID.