*Numerical Methods and Stochastics*(with T.J. Lyons).

Fields Institute Communications 34, AMS 2004.

- Equitable retirement income tontines: mixing cohorts without
discriminating. To appear,
*ASTIN Bulletin*(2016) - The implied longevity curve: How long does the market think you will live?
(with A. Chigodaev and M.A. Milevsky).
*J. Investment Consulting*7 (2016), pp. 11-21 - Optimal retirement tontines (with M.A. Milevsky).
*Insurance: Mathematics and Economics*64 (2015), pp. 91-105 - Optimal retirement tontines for the 21st Century: with reference
to mortality derivatives in 1693 (with M.A. Milevsky).

Proceedings of the*Living to 100 Symposium*, Society of Actuaries (2014) arXiv:1307.2824 - Optimal initiation of a GLWB in a variable annuity: no arbitrage approach (with H. Huang and M.A. Milevsky).
*Insurance: Mathematics and Economics*56 (2014), pp. 102-111 arXiv:1304.1821

Ranked 15th on*Retirement Income Journal*'s list of Best retirement research of 2012. - Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) (with H. Huang and M.A. Milevsky).

*Journal of Risk and Insurance*81 (2014), pp. 367-395 arXiv:1205.3686v1 - Optimal Retirement Consumption with a Stochastic Force of Mortality
(with H. Huang and M.A. Milevsky).

*Insurance: Mathematics and Economics*51 (2012), pp. 282-291 and arXiv:1205.2295v1

[An earlier version circulated as: Yaari's lifecycle model in the 21st century: consumption under a stochastic force of mortality.] - A Different Perspective on Retirement Income Sustainability: The Blueprint for a Ruin Contingent Life Annuity (RCLA) (with H. Huang and M.A. Milevsky).

*J. of Wealth Management*11 (2009), pp. 89-97 and arXiv:1205.2513v1 - Financial valuation of guaranteed minimum withdrawal benefits (with M.A. Milevsky).

*Insurance: Mathematics and Economics*38 (2006), pp. 21-38 pdf file - Probabilistic investing: or how to win the Globe and Mail's Stock Picking Contest (50% of the time). (with M.A. Milevsky).

*Financial Services Review*14 (2005), pp. 197-211 pdf file - Asset Allocation and the Liquidity Premium for Illiquid Annuities (with S. Browne and M.A. Milevsky).

*Journal of Risk and Insurance*70 (2003), pp. 509-526 pdf file - The Real Option to lapse a variable annuity: can surrender charges complete the market? (with M.A. Milevsky).

*Proc. XIth AFIR Colloquium*v2, (2001), pp. 537-561. Financial Risks section, International Actuarial Association. pdf file

- Pathwise uniqueness for catalytic stochastic partial differential
equations (with L. Mytnik).

In preparation (2013) - Diameters of complementary domains for planar Brownian motion
(with S. Nacu and Y. Peres).

In preparation (2013) - Blowup and conditionings of psi-super Brownian exit measures (with S. Athreya).

Submitted (2013) arxiv:1103.1839v1 - Forward clusters for degenerate random environments (with M. Holmes).
*Combinatorics, Probability and Computing*25 (2016), pp. 744-765 arxiv:1307.2787 - Moment densities of super-Brownian motion, and a Harnack estimate for a
class of X-harmonic functions (with A.D. Sezer).
*Potential Analysis*41 (2014), pp. 1347-1358 arxiv:1206.6789v1 - Random walks in degenerate random environments (with M. Holmes).
*Canadian Journal of Mathematics*66 (2014), pp. 1050-1077 arxiv:1105.5105v2

Unpublished appendix: Speed calculations for random walks in degenerate random environments (with M. Holmes). arxiv:1304.7520 - Degenerate random environments (with M. Holmes).
*Random Structures and Algorithms*45 (2014), pp. 111-137 arxiv:1105.5201v2 - Conditioning super-Brownian motion on its boundary statistics, and fragmentation (with A.D. Sezer).

*Ann. Probab.*41 (2013), pp. 3617-3657 arxiv:1205.2137v1 - Non-Existence of stabilizing policies for the critical push-pull
network and generalizations (with Y. Nazarathy and L. Rojas-Nandayapa).
*Operations Research Letters*41 (2013), pp. 265-270 arxiv:1208.5872v2 - A combinatorial result with applications to self-interacting random walks (with M. Holmes).
*J. Comb. Theory A*19 (2012), pp. 460-475 arxiv:1105.5157v2 - Non-degenerate conditionings of the exit measure of super Brownian motion (with J. Verzani).

*Stochastic Processes and their Applications*87 (2000), pp. 25-52 and arXiv:math/9807184v1 - On the conditioned exit measures of super Brownian motion (with J. Verzani),

*Probability Theory and Related Fields*115 (1999), pp. 237-285 and arXiv:math/9804158v1 - On minimal parabolic functions and time-homogeneous parabolic h-transforms (with K. Burdzy),

*Transactions of the AMS*351 (1999), pp. 3499-3531 and arXiv:math/9704231v1 - Hausdorff Capacity and Lebesgue Measure (with J. Steprans),

*Real Analysis Exchange*22 (1996/97), pp. 265-278 - Energy, and Intersections of Markov Chains.

In*Random Discrete Structures*(Aldous, Pemantle editors), IMA volumes in mathematics and its applications 76 (1996), pp. 213-225 - Martin Boundaries of Sectorial Domains (with M.C. Cranston),

*Arkiv for Matematik*31 (1993), pp. 27-49 - 2D Brownian Motion in a System of Traps: Application of Conformal Transformations (with K. Burdzy and R. Holyst),

*Journal of Physics A*25 (1992), pp. 2463-2471 - A Low Intensity Maximum Principle for Bi Brownian Motion.

*Illinois Journal of Mathematics*36 (1992), pp.1-14 - Capacity and Energy for Multiparameter Markov Processes (with P.J. Fitzsimmons),

*Annales de l'Institut Henri Poincare*25 (1989), pp.325-350 - Brownian Bitransforms.

In*Seminar on Stochastic Processes 1987*, Birkhauser Boston (1988), pp. 249-263 - Connecting Brownian Paths (with Burgess Davis),

*Annals of Probability*16 (1988), pp. 1428-1457 - Three Problems from the Theory of Right Processes,

*Annals of Probability*15 (1987), pp. 263-267 - An Increasing Diffusion.

In*Seminar on Stochastic Processes 1984*, Birkhauser Boston (1986) pp. 173-194 - Construction of Right Processes from Excursions,

*Probability Theory and Related Fields*73 (1986), pp. 351-367 - On the Ito Excursion Process,

*Probability Theory and Related Fields*73 (1986), pp. 319-350 - A Martin Boundary in the Plane,

*Transactions of the American Mathematical Society*293 (1986), pp. 623-642 - Construction of strong Markov processes through excursions, and a related
Martin boundary,

PhD Thesis, UBC (1983), 233pp. pdf file

- Report of the Minister's task force on senior high school mathematics (with B. Farahani, A. Ladouceur, M. Lemonde, H. Panju).

Ontario Ministry of Education (2006) pdf file

*Research mathematicians gather to examine retirement issues and pensions*, by Dave MacLean, Telegraph Journal, Saint John NB, June 1, 2009`- Commentary in
*Lady Luck smiles on too many in 6-49 draw as 239 2nd prize tickets cut payout*, by Michelle Mcquigge, The Canadian Press, March 20, 2008 - Retirement income planning roundtable (with E. Bederman, D. Conick, R. Norman, D. Richards).

*Advisor's Edge*10 (supplement), April 2007. Translated as: La planification du revenu de retraite.*Objectif Conseiller*8 (supplement), May 2007 pdf file - Asset Allocation and the Transition to Income: The Importance of Product Allocation in the Retirement Risk Zone (with M.A. Milevsky).

IFID Working Paper (2006). Sponsored by Manulife Financial. pdf file *The Nature of Things*, CBC TV: 'Everyday Einstein' (segment on Brownian motion) - D. Zuckerbrot producer, June 18, 2006*OMNI TV*: profile of the Fields Institute - 2005- How to win The Globe and Mail's One-and-Only contest (with M.A. Milevsky).

*The Globe and Mail*, January 6, 2005 *Metro Morning*, CBC Radio, Toronto (International Mathematical Olympiad), July 20, 1995

Address