- Classifying Risk (PDF)
- Hedging Financial Risks in Variable Annuities (PDF)
- Optimal Static Hedging Under Basis Risk (PDF)
- DB Plan Downside Risk Management: Ground-up vs Excess-risk Hedging Strategy (PDF)
- Correlation Dynamics of Asset Returns and Systemic Crises (PDF)
- Economic Capital (PDF)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (PDF)
- CAT Bond Premium Spreads (PDF)
- Mitigating Longevity Basis Risk with a Reinsurance Mechanism (PDF)
- Real-time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach (PDF)