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Ou Dang
Observed names:
Jessica Dang,
Jessica O. Dang
Institution:
Aon (United Kingdom)
Observed institutions:
University of Waterloo,
Nanyang Technological University,
Aon (United Kingdom),
Insurance Risk and Finance Research Centre
ORCID:
0000-0002-9284-6550
Observed ORCID:
0000-0002-9284-6550
OpenAlex ID:
A5066395758
Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities
2019
·
Ou Dang
, Mingbin Feng
, et al.
·
North American Actuarial Journal
·
17
Dynamic importance allocated nested simulation for variable annuity risk measurement
2022
·
Ou Dang
, Mingbin Feng
, et al.
·
Annals of Actuarial Science
·
8
PDF
Two-stage nested simulation of tail risk measurement: A likelihood ratio approach
2022
·
Ou Dang
, Mingbin Feng
, et al.
·
Insurance Mathematics and Economics
·
3
Efficient Nested Simulation of Tail Risk Measures for Variable Annuities
2021
·
Ou Dang
·
UWSpace (University of Waterloo)
·
3
PDF
The Impact of COVID-19 on Mortality in 34 Countries and Economies
2025
·
Ou Dang
, Shinichi Kamiya
, et al.
·
North American Actuarial Journal
·
2
PDF
Efficient Nested Simulation Of Tail Risk Measures
2019
·
Jessica O. Dang
, Ben M. Feng
, et al.
·
Winter Simulation Conference
·
2
Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities
2017
·
Jessica Dang
, Ben Feng
, et al.
·
SSRN Electronic Journal
·
1
Sequential Nested Simulation for Estimating Expected Shortfall
2022
·
Ou Dang
, Ben Feng
·
Winter Simulation Conference
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Works count:
8
Citation count:
36
H-index:
3
I10-index:
1
Year
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