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Fast simulation of equity-linked life insurance contracts with a surrender option., and . Winter Simulation Conference, page 444-452. WSC, (2008)A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011)., , and . J. Applied Probability, 49 (3): 866-875 (2012)$ L\_p $-norm spherical copulas, , and . Journal of Multivariate Statistics, (2023+)To appear.Conditional quantiles and tail dependence., and . J. Multivariate Analysis, (2015)L^p-norm spherical copulas, , and . Journal of Multivariate Analysis, (November 2023)Optimal strategies under Omega ratio., , and . European Journal of Operational Research, 275 (2): 755-767 (2019)L^p-norm spherical copulas, , and . Journal of multivariate analysis, 201 (May): 105262 (2024)On the regulator-insurer interaction in a structural model., and . J. Computational Applied Mathematics, 233 (1): 3-15 (2009)Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection., and . European Journal of Operational Research, 234 (2): 469-480 (2014)Optimal claims with fixed payoff structure., , and . J. Applied Probability, 51 (A): 175-188 (2014)