Select Publications
Preprints
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
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