Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk - Augustyniak, Maciej; Boudreault, Mathieu (North American Actuarial Journal, 2017)

An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products: Lessons from the Financial Crisis of the Late 2000s - Augustyniak, Maciej; Boudreault, Mathieu (North American Actuarial Journal, 2012)

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure - Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel (Methodology and Computing in Applied Probability, 2018)