Fast simulation of equity-linked life insurance contracts with a surrender option. - Carole Bernard; Christiane Lemieux (WSC, 2008)

On the regulator-insurer interaction in a structural model. - Carole Bernard; An Chen (J. Comput. Appl. Math., 2009)

A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011). - Carole Bernard; Xiao Jiang; Steven Vanduffel (J. Appl. Probab., 2012)

Correction note for 'The large-maturity smile for the Heston model'. - Carole Bernard; Zhenyu Cui; Martin Forde; Antoine Jacquier; Don McLeish; Aleksandar Mijatovic (Finance Stochastics, 2013)

Pricing and Hedging of Cliquet Options and Locally Capped Contracts. - Carole Bernard; Wenbo V. Li (SIAM J. Financial Math., 2013)

Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. - Carole Bernard; Steven Vanduffel (Eur. J. Oper. Res., 2014)

Optimal claims with fixed payoff structure. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel (J. Appl. Probab., 2014)

Conditional quantiles and tail dependence. - Carole Bernard; Claudia Czado (J. Multivar. Anal., 2015)

Algorithms for Finding Copulas Minimizing Convex Functions of Sums. - Carole Bernard; Don McLeish (Asia Pac. J. Oper. Res., 2016)

Risk bounds for factor models. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel; Ruodu Wang (Finance Stochastics, 2017)

Rearrangement algorithm and maximum entropy. - Carole Bernard; Oleg Bondarenko; Steven Vanduffel (Ann. Oper. Res., 2018)

Catastrophe Aversion and Risk Equity in an Interdependent World. - Carole Bernard; Christoph M. Rheinberger; Nicolas Treich (Manag. Sci., 2018)

Optimal strategies under Omega ratio. - Carole Bernard; Steven Vanduffel; Jiang Ye (Eur. J. Oper. Res., 2019)

Optimal portfolio choice with benchmarks. - Carole Bernard; Rob H. De Staelen; Steven Vanduffel (J. Oper. Res. Soc., 2019)

Optimal multivariate financial decision making. - Carole Bernard; Luca De Gennaro Aquino; Steven Vanduffel (Eur. J. Oper. Res., 2023)

Examples and Counterexamples of Cost-efficiency in Incomplete Markets. - Carole Bernard; Stephan Sturm (CoRR, 2024)

Lp-norm spherical copulas. - Carole Bernard; Alfred Müller; Marco Oesting (J. Multivar. Anal., 2024)

Implied value-at-risk and model-free simulation. - Carole Bernard; Andrea Perchiazzo; Steven Vanduffel (Ann. Oper. Res., 2024)