Select Publications
Preprints
, 2010, Asymptotics of Random Contractions, http://dx.doi.org/10.48550/arxiv.1008.0126
, Joint Extremes in Temperature and Mortality: A Bivariate POT Approach, http://dx.doi.org/10.2139/ssrn.3490322
, On Partial Hedging and Counter-Monotonic Sums, http://dx.doi.org/10.2139/ssrn.1966995
, The Optimal Payoff for a Yaari Investor, http://dx.doi.org/10.2139/ssrn.3751644
, The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance, http://dx.doi.org/10.2139/ssrn.662801
, Value of Waiting to Invest in Corporate Social Responsibility, http://dx.doi.org/10.2139/ssrn.4404357