By Dr Francesco Ungolo

Preprints

Garces LPD; Kolar J; Sherris M; Ungolo F, Affine Mortality Models with Jumps: Parameter Estimation and Forecasting, http://dx.doi.org/10.2139/ssrn.4220454

Ungolo F; Sherris M; Zhou Y, affine_mortality: A Github repository for estimation, analysis, and projection of affine mortality models, http://dx.doi.org/10.2139/ssrn.3912983

Ungolo F, An Augmented Variable Dirichlet Process Mixture Model for the Analysis of Dependent Lifetimes, http://dx.doi.org/10.2139/ssrn.4428250

Ungolo F; Sherris M; Zhou Y, Multi-factor, Age-Cohort, Affine Mortality Models: A Multi-Country Comparison, http://dx.doi.org/10.2139/ssrn.3912981

Cottrell PE; Ungolo F, Utilizing Topographic Finance to Understand Volatility, http://dx.doi.org/10.2139/ssrn.2590405

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