Risk Contributions of Systematic Factors in Portfolio Credit Risk Models D Rosen, D Saunders Journal of Banking and Finance 34 (2), 336-349, 2010 | 107* | 2010 |

Portfolio Optimization when Asset Returns Have the Gaussian Mixture Distribution I Buckley, D Saunders, L Seco European Journal of Operational Research 185 (3), 1461, 2008 | 94 | 2008 |

Optimising Omega H Mausser, D Saunders, L Seco Risk, 88-92, 2006 | 68 | 2006 |

Effective Modelling of Wrong-Way Risk, CCR Capital and Alpha in Basel II JC Garcia-Cespedes, JA de Juan Herrero, D Rosen, D Saunders Journal of Risk Model Validation 4 (1), 71-98, 2010 | 67* | 2010 |

CVA the Wrong Way D Rosen, D Saunders Journal of Risk Management in Financial Institutions 5 (3), 252-272, 2012 | 64 | 2012 |

Asset and Liability Management for Insurance Products with Minimum Guarantees: The UK Case A Consiglio, D Saunders, S Zenios Journal of Banking and Finance 30 (2), 645-667, 2006 | 56 | 2006 |

Valuation of a Guaranteed Minimum Income Benefit C Marshall, M Hardy, D Saunders North American Actuarial Journal 14 (1), 38-58, 2010 | 55 | 2010 |

Valuation of a Guaranteed Minimum Income Benefit C Marshall, M Hardy, D Saunders North American Actuarial Journal 14 (1), 38-58, 2010 | 55 | 2010 |

Phase Resetting and Coupling of Noisy Neural Oscillators B Ermentrout, D Saunders Journal of Computational Biology 20 (2), 179-190, 2006 | 55 | 2006 |

Analytical Methods for Hedging Systematic Credit Risk with Linear Factor Portfolios D Rosen, D Saunders Journal of Economic Dynamics and Control 33 (1), 37-52, 2009 | 41 | 2009 |

Analysis of an Inverse First Passage Problem from Risk Management L Cheng, X Chen, J Chadam, D Saunders SIAM Journal on Mathematical Analysis 38 (3), 845-873, 2006 | 35 | 2006 |

Credit Risk Optimization Using Factor Models C Xiouros, D Saunders, S Zenios Annals of Operations Research 152 (1), 49-77, 2007 | 32* | 2007 |

Valuing CDOs of Bespoke Portfolios with Implied Multi-Factor Models D Rosen, D Saunders Journal of Credit Risk 5 (3), 3-36, 2009 | 27 | 2009 |

Optimal Investment Strategies for Participating Insurance Contracts H Lin, D Saunders, C Weng Insurance: Mathematics and Economics 73, 137-155, 2017 | 23 | 2017 |

Existence and Uniqueness of the Solution to the Inverse Boundary Crossing Problem for Diffusions X Chen, L Cheng, J Chadam, D Saunders Annals of Applied Probability 21 (5), 1663-1693, 2011 | 22 | 2011 |

Market-Consistent Valuation and Funding of Cash Balance Pensions M Hardy, D Saunders, X Zhu North American Actuarial Journal 18 (2), 294-314, 2014 | 16 | 2014 |

Improved Algorithms for Computing Worst Value-at-Risk M Hofert, A Memartoluie, D Saunders, T Wirjanto Statistics and Risk Modeling 34 (1-2), 13-31, 2017 | 14 | 2017 |

Pricing Timer Options under Fast Mean-Reverting Stochastic Volatility D Saunders Canadian Applied Mathematics Quarterly 17 (4), 737-753, 2009 | 13 | 2009 |

A Fund of Hedge Funds under Regime Switching D Saunders, L Seco, C Vogt, R Zagst Journal of Alternative Investments 15 (4), 8-23, 2013 | 12 | 2013 |

Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs M Escobar, M Krayzler, F Ramsauer, D Saunders, R Zagst Risks 4 (4), 2016 | 10 | 2016 |