Modeling the Forward Surface of Mortality. - Daniel Bauer 003; Fred Espen Benth; Rüdiger Kiesel (SIAM J. Financial Math., 2012)

The Marginal Cost of Risk, Risk Measures, and Capital Allocation. - Daniel Bauer 003; George Zanjani (Manag. Sci., 2016)

Decomposing Dynamic Risks into Risk Components. - Katja Schilling; Daniel Bauer 003; Marcus C. Christiansen; Alexander Kling (Manag. Sci., 2020)

Modeling the Risk in Mortality Projections. - Nan Zhu; Daniel Bauer 003 (Oper. Res., 2022)