3 papers in the archive (2025–2026), average empirical rigor 4.2/10, average math complexity 7.8/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in Insurance & Actuarial Risk, Fixed Income & Interest Rates.
Frequent co-authors: Hamza Hanbali (1), Daniel Linders (1), Atibhav Chaudhry (1), Ka Chun Cheung (1), Austin Riis-Due (1), Bingzheng Chen (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
This paper considers the difference of stop-loss payoffs where the underlying is a difference of two random variables. The goal is to study whether the comonotonic and countermonotonic modifications of those two random variables can be used to construct upper and lower bounds for the expected payoff
This paper develops a dynamic equilibrium model of the insurance market that jointly characterizes insurers’ underwriting, investment, recapitalization, and dividend policies under model uncertainty and financial frictions. Competitive insurers maximize shareholder value under a subjective worst-cas
This paper studies the mathematical problem of allocating payouts (compensations) in an endowment contingency fund using a risk-sharing rule that satisfies full allocation. Besides the participants, an administrator manages the fund by collecting ex-ante contributions to establish the fund and distr