Papers

Books edited

• Numerical Methods and Stochastics (with T.J. Lyons).
  Fields Institute Communications 34, AMS 2004.

Finance papers

• Yaari's lifecycle model in the 21st century: consumption under a stochastic force of mortality. (with H. Huang and M.A. Milevsky).
  Submitted (2010) pdf file
• Mortality Derivatives: Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) (with H. Huang and M.A. Milevsky).
  Submitted (2010) pdf file
• 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 pdf file
• 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

Math papers

• Random walks in degenerate random environments (with M. Holmes).
  Submitted (2011) pdf file
  Unpublished appendix: Speed calculations for random walks in degenerate random environments (with M. Holmes). pdf file
• Blowup and conditionings of psi-super Brownian exit measures (with S. Athreya).
  Submitted (2011) pdf file
• A combinatorial result with applications to self-interacting random walks (with M. Holmes).
  To appear, J. Comb. Theory A (2012) pdf file
• Degenerate random environments (with M. Holmes).
  Submitted (2010) pdf file
• Conditioning super-Brownian motion on its boundary statistics; fragmentation and a class of weakly extreme X-harmonic functions (with D. Sezer).
  Submitted (2009) pdf file
• 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

Education

• 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

Other and Media

• 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