selected publications

• academic article

  • Longevity risk and the econometric analysis of mortality trends and volatility.  Asia-Pacific Journal of Risk and Insurance.  5. 2011

• thesis

  • Longevity risk modelling with application to insurer longevity risk based capital stress margins 2011

• working paper

  • Modeling mortality with a bayesian vector autoregression 2011
  • Risk-based capital requirements of living benefits using a Bayesian vector autoregression mortality model 2011