3 papers in the archive (2025–2026), average empirical rigor 1.3/10, average math complexity 8.2/10. Quadrant mix: Lab Rats ×3.
Works mostly in Risk Management & Tail Risk, Insurance & Actuarial Risk.
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 introduce joint exclusivity (JE), a form of extremal negative dependence that extends the classical notion of mutual exclusivity. The JE structure is analytically tractable and is defined by the exclusion of the interior of the non-negative orthant. We establish a sharp necessary and sufficient c
We investigate the extremal aggregation behavior of Value-at-Risk (VaR) – that is, its additivity properties across all probability levels – for sums of one-sided random variables. For risks supported on ([0,\infty)), we show that VaR sub-additivity is impossible except in the degenerate case of
We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess function of the pairwise difference $|X - X’|$. We show that