Select Publications
Preprints
2015, Interplay of insurance and financial risks in a discrete-time model with strongly regular variation, , http://dx.doi.org/10.48550/arxiv.1507.07673
,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
,