| Publication | Date of Publication | Type |
|---|
Calibrating Distribution Models from PELVE
North American Actuarial Journal | 2024-08-05 | Paper |
A stochastic optimal stopping model for storable commodity prices
Statistics & Probability Letters | 2023-12-14 | Paper |
Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
Springer Actuarial | 2022-11-18 | Paper |
On the risk consistency and monotonicity of ruin theory
European Actuarial Journal | 2022-01-14 | Paper |
Price index insurances in the agriculture markets
North American Actuarial Journal | 2021-11-15 | Paper |
When a combination of convexity and continuity forces monotonicity of preferences
International Journal of Approximate Reasoning | 2021-10-27 | Paper |
An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity
European Journal of Operational Research | 2021-06-03 | Paper |
Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
Mathematics and Financial Economics | 2021-05-05 | Paper |
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application
Quantitative Finance | 2018-11-13 | Paper |
Claims Reserving with a Stochastic Vector Projection
North American Actuarial Journal | 2018-06-20 | Paper |
Modeling frost losses: application to pricing frost insurance
North American Actuarial Journal | 2018-06-20 | Paper |
Market consistent valuations with financial imperfection
Decisions in Economics and Finance | 2018-06-13 | Paper |
Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework
ASTIN Bulletin | 2018-06-04 | Paper |
Preferences over all random variables: incompatibility of convexity and continuity
Journal of Mathematical Economics | 2018-04-18 | Paper |
Designing sound deposit insurances
Journal of Computational and Applied Mathematics | 2017-09-07 | Paper |
Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies
Stochastic Analysis and Applications | 2017-09-06 | Paper |
Natural risk measures
Mathematics and Financial Economics | 2016-09-30 | Paper |
Marginal indemnification function formulation for optimal reinsurance
Insurance Mathematics & Economics | 2016-05-12 | Paper |
Joint games and compatibility
Economic Theory | 2016-02-08 | Paper |
Risk management under a prudential policy
Decisions in Economics and Finance | 2015-11-27 | Paper |
Trade-off between robust risk measurement and market principles
Journal of Optimization Theory and Applications | 2015-09-03 | Paper |
On optimal reinsurance policy with distortion risk measures and premiums
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Blow-up and nonglobal solution for a family of nonlinear higher-order evolution problem
| 2014-12-04 | Paper |
Lebesgue property of convex risk measures for bounded càdlàg processes
Methods and Applications of Analysis | 2014-01-22 | Paper |
Hedging, Pareto optimality, and good deals
Journal of Optimization Theory and Applications | 2013-09-09 | Paper |
Good deals and compatible modification of risk and pricing rule: a regulatory treatment
Mathematics and Financial Economics | 2013-01-20 | Paper |
Risk measures on the space of infinite sequences
Mathematics and Financial Economics | 2013-01-20 | Paper |
Characterization of Compact Subsets of $\mathcal{A}^p$ with Respect to Weak Topology
| 2008-04-17 | Paper |
Nonexistence of solution for higher order evolution equations and inequalities
Methods and Applications of Analysis | 2007-11-05 | Paper |
