Acknowledgement: My research has been supported by: Northern Illinois University, The University of British Columbia, The Society of Actuaries, The Casualty Actuarial Society, The Canadian Institute of Actuaries, The Natural Sciences and Engineering Research Council of Canada, and University of Illinois Urbana-Champaign.

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  • Factor copula approaches for assessing spatially dependent high-dimensional risks, North American Actuarial Journal, 2017, Volume 21, 147-160. (with Michelle Xia and Sanjib Basu)

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