selected scholarly activity
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chapters
- Stochastic Mortality Models and Pandemic Shocks. 61-74. 2022
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conferences
- A Simulation Framework for Service Loss of Power Networks under Extreme Weather Events: A Case of Puerto Rico. IEEE International Conference on Automation Science and Engineering. 1532-1537. 2020
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journal articles
- Effects of Natural Hazards on Spatio-Temporal Patterns of (Violent) Crime in the United States. American Journal of Criminal Justice. 50:585-615. 2025
- MPAT: Modular Petri Net Assembly Toolkit.. SoftwareX. 28:101913. 2024
- Spatial natural hedging: a general framework with application to the mortality of U.S. states. Scandinavian Actuarial Journal. 2024:1-29. 2024
- Framework for Cyber Risk Loss Distribution of Client-Server Networks: A Bond Percolation Model and Industry Specific Case Studies. Applied Stochastic Models in Business and Industry. 40:1712-1733. 2024
- Space, mortality, and economic growth. Journal of Forecasting. 43:1321-1337. 2024
- Framework for cyber risk loss distribution of hospital infrastructure: Bond percolation on mixed random graphs approach. Risk Analysis. 43:2450-2485. 2023
- Multi-population mortality modeling with Lévy processes. Decisions in Economics and Finance. 46:583-609. 2023
- A treatment-effect model to quantify human dimensions of disaster impacts: the case of Hurricane Maria in Puerto Rico. Natural Hazards. 116:2033-2068. 2023
- Joint Modeling of Hyperledger Fabric and Sybil attack: Petri Net approach. Simulation Modelling Practice and Theory. 122:102674-102674. 2023
- Social vulnerability and power loss mitigation: A case study of Puerto Rico. International Journal of Disaster Risk Reduction. 82:103357-103357. 2022
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time. European Actuarial Journal. 12:249-273. 2022
- Optimal annuitization post-retirement with labor income 2022
- PROBABILISTIC FRAMEWORK FOR LOSS DISTRIBUTION OF SMART CONTRACT RISK. International Journal of Modeling, Simulation, and Scientific Computing. 24. 2021
- A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws. Mathematics. 9:2402-2402. 2021
- Local modelling of U.S. mortality rates: A multiscale geographically weighted regression approach. Population, Space and Place. 27. 2021
- Spatial patterns of mortality in the United States: A spatial filtering approach. Insurance, Mathematics & Economics. 95:28-38. 2020
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models. Insurance, Mathematics & Economics. 94:79-93. 2020
- First and second moments of the size distribution of bond percolation clusters on rings, paths and stars. Statistics and Probability Letters. 161:108714-108714. 2020
- Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology. Insurance, Mathematics & Economics. 91:209-223. 2020
- A continuous-time stochastic model for the mortality surface of multiple populations. Insurance, Mathematics & Economics. 88:181-195. 2019
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS. International Journal of Theoretical & Applied Finance. 22:1850058-1850058. 2019
- Longevity Bond Pricing in Equilibrium. SSRN Electronic Journal. 2018
- The joint mortality of couples in continuous time. Insurance, Mathematics & Economics. 75:90-97. 2017
- A note on Marked Point Processes and multivariate subordination. Statistics and Probability Letters. 122:162-167. 2017
- Euclidean Networks with a Backbone and a Limit Theorem for Minimum Spanning Caterpillars. Mathematics of Operations Research. 40:992-1004. 2015
- Assessing the solvency of insurance portfolios via a continuous-time cohort model. Insurance, Mathematics & Economics. 61:36-47. 2015
- Mortality surface by means of continuous time cohort models. Insurance, Mathematics & Economics. 53:122-133. 2013
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preprints
- MPAT: Modular Petri Net Assembly Toolkit 2024
- A Framework for Quantifying Disaster Level Social Hardship: The case of Hurricane Maria in Puerto Rico 2022
- A Stochastic Assessment of Service Loss due to Cyber Vulnerabilities of Power Network Infrastructure: A Case Study of Puerto Rico 2022
- Framework for Cyber Risk Loss Distribution of Client-Server Networks: A Bond Percolation Model and Industry Specific Case Studies 2022
- Framework for Cyber Risk Loss Distribution of Client-Server Networks: Case Studies of Ride-Sharing, Implantable Devices, Smart Buildings, and Vehicle-to-Vehicle Cooperation 2022
- Framework for Cyber Risk Loss Distribution of Hospital Infrastructure: Bond Percolation on Mixed Random Graphs Approach 2022
- Probabilistic Framework For Loss Distribution Of Smart Contract Risk 2021
- A Human Impacts-Driven Framework for Quantifying Disaster-Dependent Social Vulnerability: A Case Study of Hurricane Maria in Puerto Rico 2021
- Social Vulnerability and Power Loss Mitigation: A Case Study of Puerto Rico 2021
- Practical Partial Equilibrium Framework for Pricing of Mortality-Linked Instruments in Continuous Time 2020
- Local Modeling of U.S. Mortality Rates: A Multiscale Geographically Weighted Regression Approach 2019
- Spatial Mortality Modelling With Economic Growth 2019
- Spatial Patterns of Mortality in the United States: A Spatial Filtering Approach 2019
- Modeling Frequency and Severity of Claims with the Zero-Inflated Generalized Cluster-Weighted Models 2018
- Modeling Frequency and Severity of Claims with the Zero-Inflated Generalized Cluster-Weighted Models 2018
- Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows 2017
- Multi-Population Mortality Modelling with L evy Processes 2016
- The Joint Mortality of Couples in Continuous Time 2016
- Assessing the Solvency Risk of Insurance Portfolios via a Continuous Time Cohort Model 2014
- Assessing the Solvency of Insurance Portfolios Via a Continuous Time Cohort Model 2014
- Cyber Risk Loss Distribution for Various Scale Drone Delivery Systems
- Effects of Natural Hazards on Spatio-Temporal Patterns of (Violent) Crime in the United States
- Structural Model for Cyber Risk Loss Distribution of Multi-Tenant Smart Buildings: An Application to the Hospitality Sector