Scheduled Maintenance Notice
Please note that Researcher Profiles will be undergoing scheduled maintenance on Wednesday 7th Oct, from 8:00am to 9:00am. During this time, the Researcher Profiles system will be unavailable. We apologise for any inconvenience and appreciate your understanding.
Select Publications
Preprints
, 2023, Strategic timing for corporate social responsibility investments under reputational risks, http://dx.doi.org/10.2139/ssrn.4404357
, 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
, 2011, On Partial Hedging and Counter-Monotonic Sums, http://dx.doi.org/10.2139/ssrn.1966995
, 2010, Asymptotics of Random Contractions, http://dx.doi.org/10.48550/arxiv.1008.0126
, 2005, The Tail Probability of Discounted Sums of Pareto-Like Losses in Insurance, http://dx.doi.org/10.2139/ssrn.662801
, Joint Extremes in Temperature and Mortality: A Bivariate POT Approach, http://dx.doi.org/10.2139/ssrn.3490322
, The Optimal Payoff for a Yaari Investor, http://dx.doi.org/10.2139/ssrn.3751644