1) "Robust capital requirements under model risk" (with P. Barieu), Economic Notes, 2015, Vol. 44, Issue 1, 1-28
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2555076

2) "Comonotone Pareto optimal allocations for law invariant robust utilities on L^1'' (with G. Svindland), Finance and Stochastics, 2014, Vol. 18, 249-269
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1884108

3) "Understanding modelling and managing longevity risk: Key issues and main challenges'' (with P. Barrieu, H. Bensusan, N. El Karoui, C. Hillairet, S. Loisel and Y. Salhi), Scandinavian Actuarial Journal, 2012, Vol. 2012-3, 203—231
http://www.tandfonline.com/doi/abs/10.1080/03461238.2010.511034

4) "Cash sub-additive risk measures under interest rate ambiguity'' (with N. El Karoui), Mathematical Finance, 2009, Vol. 19, 561—590  http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1491822

5) "An option pricing formula for the GARCH diffusion model'', Computational Statistics and Data Analysis, 2005, Vol. 49, 287--310 (with G. Barone-Adesi and H. Rasmussen) 
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=451200