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  1. Pricing bounds and bang-bang analysis of the Polaris variable annuities

    Article • Quantitative Finance, August 2019, Taylor & Francis

    Zhiyi Shen

  2. Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision

    Article • North American Actuarial Journal, May 2019, Taylor & Francis

    Zhiyi Shen