Research
# Published work
Should your Retirement Income Depend on your Life Expectancy? (with A. Bommier), Journal of Economic Theory, Jan. 2021.
Indicator-based assessment of extreme threats and their impacts on the resilience of geographical areas and critical infrastructures (with A. Jovanovic, S. Brem, S. Chakravarty and M. Jelic), Journal of Environmental Systems and Decisions, Nov. 2023.
# Working papers
Genetic insurance and the value of genetic information (2024) (submitted / SSRN version)
Time horizon, persistent risks and the discount rate (2024) (submitted)
Long-term care insurance purchases under time-inconsistent risk attitudes. (2019)
Pricing Assets When Risk Aversion Decreases With the Delay. (2019)
The Optimal Allocation of Longevity Risk with Perfect Insurance Markets. (with A. Bommier) (2018)
Emerging risks: Clouds on the risk landscape (2023) (with A. Jovanovic) Revise and resubmit @ Risk Analysis
# Work in progress
Longer lives? Yes, but...
# Non-peer-reviewed work
The changing risk landscape (with A. Jovanovic), Chapter of the Geneva Association's 2023 report on The value of insurance in a changing risk landscape.
# Doctoral Thesis
Essays on Risk and Time with applications in insurance and finance.
# Editorial work
Co-editor: Special Issue (December, Vol. 43.4) of the Journal for Environment Systems and Decisions on Disaster Resilience and Insurance (2023)