Concepedia

Rafael Mendoza‐Arriaga

RM

11

Publications

441

Citations

11

H-Index

2007

Active since

Affiliations

The University of Texas at Austin(Current)

Chinese University of Hong Kong

New York University

Rafael Mendoza‐Arriaga is an author at The University of Texas at Austin specializing in business, engineering, and stochastic processes.

Top concepts

BusinessFinanceEngineeringStochastic ProcessesAsset PricingStochastic AnalysisStochastic CalculusFinancial EngineeringProbabilityStochastic Simulation

Publications per year

2007–2017

11

Publications

11

Modeling and forecasting mortality rates

Daniel Mitchell, Patrick L. Brockett, Rafael Mendoza‐Arriaga et al. · Insurance Mathematics and Economics · 2013 · 113 citations

Mortality Studies, Forecasting Mortality Rates, Mortality Rates +6

TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING

Rafael Mendoza‐Arriaga, Peter Carr, Vadim Linetsky · Mathematical Finance · 2010 · 108 citations · Full text

Option Pricing, Price Equity, Engineering +14

Pricing equity default swaps under the jump-to-default extended CEV model

Rafael Mendoza‐Arriaga, Vadim Linetsky · Finance and Stochastics · 2010 · 39 citations

Equity Default Swaps, Financial Economics, Asset Pricing +4

MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS

Rafael Mendoza‐Arriaga, Vadim Linetsky · Mathematical Finance · 2014 · 33 citations

Engineering, Multivariate Subordination, Stochastic Analysis +19

Additive subordination and its applications in finance

Jing Li, Lingfei Li, Rafael Mendoza‐Arriaga · Finance and Stochastics · 2016 · 31 citations

Mathematical Programming, Order Theory, Additive Subordination +7

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