JEL classification

Journal of Economic Literature Classification (10805)

C - Mathematical and Quantitative Methods (1389)

C6 - Mathematical Methods and Programming (157)

C60 - General (11) Year LSE creators Item Type Departments File available

Article

Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao (2015). A risk model with renewal shot-noise Cox process. Insurance: Mathematics and Economics, 65, 55-65. https://doi.org/10.1016/j.insmatheco.2015.08.009

Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton, Vaienti, Sandro (2023). Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14(2), 598 - 643. https://doi.org/10.1137/21M1412517 picture_as_pdf

Morton, Alec, Thomas, Ranjeeta, Smith, Peter C. (2016). Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49, 97 - 108. https://doi.org/10.1016/j.jhealeco.2016.06.001 picture_as_pdf

Phelan, C. E., Marazzina, D., Germano, G. (2020). Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20(6), 899 - 918. https://doi.org/10.1080/14697688.2020.1718192 picture_as_pdf

Salas Rojo, Pedro, Rodríguez, Juan Gabriel (2022). Inheritances and wealth inequality: a machine learning approach. Journal of Economic Inequality, 20(1), 27-51. https://doi.org/10.1007/s10888-022-09528-8 picture_as_pdf

Veraart, Luitgard A. M., Aldasoro, Iñaki (2025). Systemic risk in markets with multiple central counterparties. Mathematical Finance, 35(1), 214 - 262. https://doi.org/10.1111/mafi.12446 picture_as_pdf

Working paper

Barrieu, Pauline, Desgagne, Bernard Sinclair (2009). Economic policy when models disagree. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 4). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.

Camacho, Carmen, Sun, Yu (2019). Longterm decision making under the threat of earthquakes? (Systemic Risk Centre Discussion Papers 91). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf

Grüll, Georg, Taschini, Luca (2010). Cap-and-trade properties under different hybrid scheme designs. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 26). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.

Perets, Gadi S., Yashiv, Eran (2015). The fundamental nature of HARA utility. (CFM discussion paper series CFM-DP2015-22). Centre For Macroeconomics.

Taschini, Luca (2010). Environmental economics and modeling marketable permits. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment 25). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.