Working Papers and Published Papers

- Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market, joint with John Major (2020)
- Actuarial Geometry, risks (2017)
- A multivariate Bayesian claim count development model with closed form posterior and predictive distributions, CAS Forum (2006)
- Correlation and aggregate loss distributions with an emphasis on the Iman Conover method, CAS Forum (2005)
- A note on the Myers and Read capital allocation formula, NAAJ (2004)
- A systematic relationship between minimum bias and generalized linear models, PCAS (1996)
- Cycles in a product of elliptic curves, and a group analogous to the class group, Duke Math Journal (1986)

Popular Press Articles

- Blockchain: Mechanics and Magic, Aon Global Insurance Market Outlook (2019)
- Why actuaries should learn to program, Actuarial Review (2019)
- The Re-Arrangement Algorithm, Actuarial Review (2018)
- Value at Risk I, Actuarial Review (2017)
- The Coming Revolution in Actuarial Modeling - Election Day Lessons for the Predictive Data Analyst, Actuarial Review (2017)