"Multi-Dimensional Value-at-Risk: Its Role and Properties in Managing Risks of Dependent Business Lines" co-authored with Jiandong Ren, Ricardas Zitikis and Edward Furman

"Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk" co-authored with Nadezhda Gribkova and Jianxi Su, preprint available, submitted to Insurance: Mathematics and Economics

"Fundamentals of Non-Parametric Statistical Inference for Integrated Quantiles" co-authored with Ricardas Zitikis and Nadezhda Gribkova, published in Risk Sciences, 2026

"Mathematics and Games" supervised by Boguslaw Zegarlinski, Advanced Research Project in Probability, Imperial College London (UK), 2020

"Exploring the Effects of Heteroscedasticity" supervised by Garima Priyadarshini, Group Project in Statistics, Imperial College London (UK), 2018

"Resistive Force Analysis on a Helical Flagellum" supervised by Eric Keaveny, Individual Project in Fluid Dynamics, Imperial College London (UK), 2017

NSERC Alliance-Mitacs Accelerate Grant entitled "New Order of Risk Management (NORM): Theory and Applications in the Era of Systemic Risk", from the Natural Sciences and Engineering Research Council (NSERC) of Canada and the national research organisation Mathematics of Information Technology and Complex Systems (MITACS) of Canada, 2024–2028

Academic Research Grant, from the Canadian Institute of Actuaries (CIA), 2025–2026

60th Actuarial Research Conference (ARC 2025): Poster Session on "Fundamentals of Non-Parametric Statistical Inference for Integrated Quantiles", hosted by York University in Toronto (Canada), July 28 – August 1, 2025