| Tourism and crime: Evidence from the Philippines R Palanca-Tan, LPDM Garces, ANC Purisima, ACL Zaratan Southeast Asian Studies 4 (3), 565-580, 2015 | 21* | 2015 |
| Representation of exchange option prices under stochastic volatility jump-diffusion dynamics GHL Cheang, LPDM Garces Quantitative Finance 20 (2), 291-310, 2020 | 20 | 2020 |
| Estimation, comparison, and projection of multifactor age–cohort affine mortality models F Ungolo, LPDM Garces, M Sherris, Y Zhou North American Actuarial Journal 28 (3), 570-592, 2024 | 14* | 2024 |
| App-based scaffolds for writing two-column proofs DMB Verzosa, MLAN De Las Peñas, MAQ Aberin, LPDM Garces International Journal of Mathematical Education in Science and Technology 50 …, 2019 | 11 | 2019 |
| Digital simulations for grade 7 to 10 mathematics MLAN De Las Peñas, DM Verzosa, MAQ Aberin, LPDM Garces, ... | 11 | 2019 |
| A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics LPDM Garces, GHL Cheang Quantitative Finance 21 (12), 2025-2054, 2021 | 7 | 2021 |
| App for addition and subtraction of integers DMB Verzosa, MLAN De Las Peñas, MAQ Aberin, LPDM Garces International Journal for Technology in Mathematics Education 25 (4), 21-33, 2018 | 7 | 2018 |
| AffineMortality: An R package for estimation, analysis and projection of affine mortality models F Ungolo, LP Garces, M Sherris, Y Zhou Annals of Actuarial Science 19 (1), 23-48, 2025 | 6* | 2025 |
| Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment LPDM Garces, Y Shen European Journal of Operational Research 322 (2), 693-712, 2025 | 4 | 2025 |
| Uncertainty in Pricing and Risk Measurement of Survivor Contracts KR So, SC Cruz, EA Marcella, J Briones, LPD Garces Risks 13 (2), 35, 2025 | 2 | 2025 |
| A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics LPDM Garces, GHL Cheang arXiv preprint arXiv:2002.10194, 2020 | 2 | 2020 |
| Risk-sharing Rules for Mortality Pooling Products with Stochastic and Correlated Mortality Rates Y Zhou, LP Garces, Y Shen, M Sherris, J Ziveyi ASTIN Bulletin 55 (Special Issue 3), 585-614, 2025 | 1 | 2025 |
| Age-Dependent Multi-Cohort Affine Mortality Model with Cohort Correlation Y Zhou, LP Garces, Y Shen, M Sherris, J Ziveyi UNSW Business School Research Paper Forthcoming, 2023 | 1 | 2023 |
| Dynamic factor analysis of price movements in the Philippine Stock Exchange BG Lim, D Dayta, BR Tiu, RR Tan, LPD Garces, K Ikeda Financial Innovation 12 (1), 1-24, 2026 | | 2026 |
| Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation J Alonso-García, LPDM Garces, J Ziveyi arXiv preprint arXiv:2507.07358, 2025 | | 2025 |
| Affine Mortality Models with Jumps: Parameter Estimation and Forecasting LP Garces, J Kolar, M Sherris, F Ungolo UNSW Business School Research Paper Forthcoming, 2022 | | 2022 |
| Exchange options under stochastic volatility and jump-diffusion (SVJD) dynamics LPDM Garces University of South Australia, 2021 | | 2021 |
| Regression-based approaches for simulation meta-modelling in the presence of heterogeneity and correlation LPDM Garces, T Bogomolov, BA Chiera 24th International Congress on Modelling and Simulation, 2021 | | 2021 |
| On eigenvalue bounds for the finite-state birth-death process intensity matrix RRP Tan, K Ikeda, LPDM Garces Journal of Physics: Conference Series 1593 (1), 012005, 2020 | | 2020 |
| Estimating Philippine Dealing System Treasury (PDST) Reference Rate Yield Curves using a State-Space Representation of the Nelson-Siegel Model LPDM Garces, MER Reserva 2nd International Conference on Computing, Mathematics and Statistics 2015 …, 2015 | | 2015 |
Michael SherrisEmeritus Professor Actuarial Studies University of New South WalesVerified email at unsw.edu.au
