selected publications
-
article
- A Primer on Duration, Convexity, and Immunization.. Journal of Actuarial Practice. 12:59-82. 2005
- Optimal Funding of a Liability.. Journal of Insurance Issues. 24:17-29. 2001
-
book
- Pension Plans: Asset-Liability Management.. Warsaw, Poland: Wydawnictwo Naukowo-Techniczne. 2002
- Financial Risk Management of Pension Plans.. Elsevier, Amsterdam.