| Publication | Date of Publication | Type |
|---|
| Factor-augmented Bayesian cointegration models: a case-study on the soybean crush spread | 2024-11-21 | Paper |
| Multi-factor polynomial diffusion models and inter-temporal futures dynamics | 2024-10-31 | Paper |
| A bonus-malus framework for cyber risk insurance and optimal cybersecurity provisioning | 2024-08-26 | Paper |
| Bayesian reconstruction of Cartesian product graph signals with general patterns of missing data | 2024-06-12 | Paper |
| A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products | 2024-06-03 | Paper |
| Statistical causality for multivariate nonlinear time series via Gaussian process models | 2023-02-17 | Paper |
| Dynamic quantile function models | 2022-09-30 | Paper |
| Bayesian Spatial Field Reconstruction With Unknown Distortions in Sensor Networks | 2022-09-23 | Paper |
| Cyber risk frequency, severity and insurance viability | 2022-09-14 | Paper |
| Stochastic measure distortions induced by quantile processes for risk quantification and valuation | 2021-12-10 | Paper |
| Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence | 2021-11-15 | Paper |
| Asymptotic distribution of the score test for detecting marks in Hawkes processes | 2021-11-11 | Paper |
| Privacy considerations in participatory data collection via spatial Stackelberg incentive mechanisms | 2021-11-09 | Paper |
| Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods | 2021-10-06 | Paper |
| Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas | 2021-01-18 | Paper |
| MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS | 2020-02-03 | Paper |
| Quantile Diffusions for Risk Analysis | 2019-12-23 | Paper |
| Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades | 2019-05-28 | Paper |
| Spatial Field Reconstruction and Sensor Selection in Heterogeneous Sensor Networks With Stochastic Energy Harvesting | 2019-02-12 | Paper |
| Parameter Estimation in Sensor Networks Under Probabilistic Censoring | 2019-02-08 | Paper |
| A Bayesian Perspective on Multiple Source Localization in Wireless Sensor Networks | 2019-02-07 | Paper |
| Efficient Sequential Monte-Carlo Samplers for Bayesian Inference | 2019-02-07 | Paper |
| Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data | 2018-09-19 | Paper |
| Event Detection in Wireless Sensor Networks in Random Spatial Sensors Deployments | 2018-08-22 | Paper |
| Random Field Reconstruction With Quantization in Wireless Sensor Networks | 2018-08-22 | Paper |
| Estimation of Spatially Correlated Random Fields in Heterogeneous Wireless Sensor Networks | 2018-08-22 | Paper |
| Distributed Detection in Sensor Networks Over Fading Channels With Multiple Antennas at the Fusion Centre | 2018-08-22 | Paper |
| Bayesian Symbol Detection in Wireless Relay Networks via Likelihood-Free Inference | 2018-07-09 | Paper |
| Channel Estimation in OFDM Systems With Unknown Power Delay Profile Using Transdimensional MCMC | 2018-07-09 | Paper |
| RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES | 2018-06-04 | Paper |
| Some recent developments in Markov Chain Monte Carlo for cointegrated time series | 2018-03-07 | Paper |
| Tensor approximation of generalized correlated diffusions and functional copula operators | 2018-03-01 | Paper |
| Full Bayesian analysis of claims reserving uncertainty | 2017-11-23 | Paper |
| Capacity Bounds for Additive Symmetric $\alpha $ -Stable Noise Channels | 2017-10-19 | Paper |
| Optimal exercise strategies for operational risk insurance via multiple stopping times | 2017-08-14 | Paper |
| Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models | 2016-02-11 | Paper |
| Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation | 2016-02-08 | Paper |
| Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models | 2015-05-26 | Paper |
| A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving | 2015-02-03 | Paper |
| Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts | 2015-01-28 | Paper |
| Parameter Estimation for Hidden Markov Models with Intractable Likelihoods | 2014-12-09 | Paper |
| An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance | 2014-10-31 | Paper |
| Feynman-Kac Particle Integration with Geometric Interacting Jumps | 2013-10-18 | Paper |
| Likelihood-free Bayesian inference for \(\alpha\)-stable models | 2012-12-30 | Paper |
| On sequential Monte Carlo, partial rejection control and approximate Bayesian computation | 2012-12-07 | Paper |
| Chain ladder method: Bayesian bootstrap versus classical bootstrap | 2012-02-10 | Paper |
| Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation | 2011-12-21 | Paper |
| Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? | 2011-08-01 | Paper |
| Model uncertainty in claims reserving within Tweedie's compound Poisson models | 2011-01-20 | Paper |
| Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models | 2007-10-19 | Paper |
