Publications
2025
On the valuation of life insurance policies for dependent coupled lives
Henshaw, K., Koffi, C. H. A., Pamen, O. M., & Zeineddine, R. (n.d.). On the valuation of life insurance policies for dependent coupled lives. Scandinavian Actuarial Journal. doi:10.1080/03461238.2025.2467635
2024
On Pricing Life Insurance Contracts with Diverse Benefits, Under Various Mortality Models: A Qp-Rule Framework in Light of Covid-19
2021
Fourier based methods for the management of complex life insurance products
Ballotta, L., Eberlein, E., Schmidt, T., & Zeineddine, R. (2021). Fourier based methods for the management of complex life insurance products. INSURANCE MATHEMATICS & ECONOMICS, 101, 320-341. doi:10.1016/j.insmatheco.2021.08.009
2020
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, L., Eberlein, E., Schmidt, T., & Zeineddine, R. (2020). Variable annuities in a Lévy-based hybrid model with surrender risk. Quantitative Finance, 20(5), 867-886. doi:10.1080/14697688.2019.1687929
2018
Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time
Zeineddine, R. (2018). Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time. Journal of Theoretical Probability, 31(3), 1539-1589. doi:10.1007/s10959-017-0749-1
Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications
Nualart, D., & Zeineddine, R. (n.d.). Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications. Communications on Stochastic Analysis, 12(1). doi:10.31390/cosa.12.1.04
2016
Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time
2015
Fluctuations of the power variation of fractional Brownian motion in Brownian time
Zeineddine, R. (2015). Fluctuations of the power variation of fractional Brownian motion in Brownian time. Bernoulli, 21(2). doi:10.3150/13-bej586
2014
Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time
An Itô-type formula for the fractional Brownian motion in Brownian time
Nourdin, I., & Zeineddine, R. (2014). An Itô-type formula for the fractional Brownian motion in Brownian time. Electronic Journal of Probability, 19(none). doi:10.1214/ejp.v19-3184