Select Publications
Working Papers
, 2026, Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation, http://dx.doi.org10.48550/arxiv.2507.07358
, 2023, The Valuation and Assessment of Retirement Income Products: a Unified Markov Chain Monte Carlo Framework, http://dx.doi.org10.2139/ssrn.4595961, https://doi.org/10.2139/ssrn.4595961
, Pricing European Options on Deferred Insurance, 201202, http://dx.doi.org