• Sochastic Lower Bound in Interest Rate Models
• Scenario Response Distribution
• Identification and Impulse Response Functions in Structural Varma
• Pairwise Analysis of High Dimensional Stochastic Volatility Models
• A  New Approach of Ultra Long Risks Modelling

• « Variables latentes et modélisation statistique en assurance »
• “ Is the Economic Activity in the G7 Synchronized?”
• « Equidependence in Qualitative and Duration Models with Application to Credit Risk »
• « The Simulated Likelihood Method »

• “ Econometric Specifications of Stochastic Discount Factor Models”
• “ Age and Term Structures in Duration Models
• “Pricing and Inference with Mixtures of Conditionally Normal 
• “Multilag Term Structure Models with Stochastic Risk Premia
• “Une modélisation séquentielle de la VaR
• “New Information Response Functions“
• “Persistence,Bias,Prediction and Averaging Estimators
• “Regime Switching and Bond Pricing“
• “Economic Scenario Generators“
• “A Note on Smith Wilson Family“