3 papers in the archive (2023–2026), average empirical rigor 2.2/10, average math complexity 8.5/10. Quadrant mix: Lab Rats ×3.
Works mostly in Insurance & Actuarial Risk, Stochastic Control & Optimal Stopping, Fixed Income & Interest Rates.
Frequent co-authors: Jin Hyuk Choi (2), Jetlir Duraj (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%).
We prove the existence of a continuous-time Radner equilibrium with multiple agents and transaction costs. The agents are incentivized to trade towards a targeted number of shares throughout the trading period and seek to maximize their expected wealth minus a penalty for deviating from their target
We prove the existence of a Radner equilibrium in a model with population growth and analyze the effects on asset prices. A finite population of agents grows indefinitely at a Poisson rate, while receiving unspanned income and choosing between consumption and investing into an annuity with infinitel
Universal basic income (UBI) is a tax scheme that uniformly redistributes aggregate income amongst the entire population of an economy. We prove the existence of an equilibrium in a model that implements universal basic income. The economic agents choose the proportion of their time to work and earn