3 papers in the archive (2025–2026), average empirical rigor 2.5/10, average math complexity 8.2/10. Quadrant mix: Lab Rats ×3.
Works mostly in Stochastic Control & Optimal Stopping, Insurance & Actuarial Risk, Commodities & Energy Markets.
Frequent co-authors: Hansjoerg Albrecher (2), Pablo Azcue (2), Corina Constantinescu (1), José Miguel Flores-Contró (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 study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly. Extending earlier literature base
Achieving net-zero carbon emissions requires a transformation of energy systems, industrial processes, and consumption patterns. In particular, a transition towards that goal involves a gradual reduction of excess carbon emissions that are not essential for the well-functioning of society. In this p
Design and implementation of appropriate social protection strategies is one of the main targets of the United Nation’s Sustainable Development Goal (SDG) 1: No Poverty. Cash transfer (CT) programmes are considered one of the main social protection strategies and an instrument for achieving SDG 1. T