- Common shock approach to counterparty default risk of reinsurance2019 | Faculty of Mathematics and Physics
- Common shock approach to default risk of reinsurance: Solvency II framework2018 | Faculty of Mathematics and Physics
- Systemic Risk in Financial Risk Regulation2017 | Faculty of Mathematics and Physics
- International Stock Market Comovements: What Happened during the Financial Crisis?2012 | Faculty of Social Sciences
- Some forms of risk regulation in Solvency II2017 | Faculty of Mathematics and Physics