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Positive Weights on the Efficient FrontierBoyle, Phelim P. · SSRN Electronic Journal · 2012
Pricing and hedging capped optionsPhelim P. Boyle; Stuart M. Turnbull · 1989
Optimal risk retention under partial insurancePhelim P. Boyle; Jennifer Mao · 1982
Pricing exotic options under regime switchingPhelim Boyle; Thangaraj Draviam · 2007
Volatility estimation from observed option pricesPhelim P. Boyle; Draviam Thangaraj · 2000
PORTFOLIO MANAGEMENT WITH CONSTRAINTSPhelim Boyle; Weidong Tian · 2007
Options: A Monte Carlo approachPhelim P. Boyle · 1977
Discretely adjusted option hedgesPhelim P. Boyle; David Emanuel · 1980
Valuing Canadian Mortgage-Backed SecuritiesPhelim P. Boyle · Financial Analysts Journal · 1989
Understanding Relationships Using CopulasFrees, Edward W.; Valdez, Emiliano A. · North American Actuarial Journal · 1998
Longevity Hedging 101Coughlan, Guy D.; Khalaf-Allah, Marwa; Ye, Yijing; Kumar, Sumit; Cairns, Andrew J. G.; Blake, David; Dowd, Kevin · North American Actuarial Journal · 2011
Equilibrium Pricing of General Insurance PoliciesEmms, Paul · North American Actuarial Journal · 2012
Modeling Dependence between Loss Trianglesde Jong, Piet · North American Actuarial Journal · 2012
Valuing Equity-Indexed AnnuitiesTiong, Serena · North American Actuarial Journal · 2000
Optimal DividendsGerber, Hans U.; Shiu, Elias S. W. · North American Actuarial Journal · 2004
Strategies for Dividend Distribution: A ReviewAvanzi, Benjamin · North American Actuarial Journal · 2009
Social Security, Productivity, and DemographicsNorth American Actuarial Journal · 1999