
Rodrigo Dufeu
FRM
Director, Strategy Research
Chicago, IL, US
Publications
Read their latest work
Article
Enhancing healthcare cost replication strategies with textual data
29 June 2026 - by Hervé Andrès, Alexandre Boumezoued, Rodrigo Dufeu, Quincy Hsieh, Adam Schenck, Dan Mulhern
We present an index that gives a transparent, quantifiable measure of leading indicators to help insurers and investors anticipate shifts in medical costs.
Article
Introducing InnovatIV™: A forward-looking volatility control index methodology anchored in option-implied risk
06 March 2026 - by Rodrigo Dufeu, Ram Kelkar, Reggie Xu
To address the shortcomings of volatility control index product design for index-linked annuities, we introduce a forward-looking methodology anchored in option-implied risk.