City Research Online

Items where City Author is "Wright, D."

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Number of items: 11.

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (2019). Time Series Data Mining with an Application to the Measurement of Underwriting Cycles. North American Actuarial Journal,

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (2019). An agent-based system with temporal data mining for monitoring financial stability on insurance markets. Expert Systems with Applications, 123, pp. 270-282. doi: 10.1016/j.eswa.2019.01.049

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. and Wright, I. D. (2018). The Insurance Industry as a Complex Social System: Competition, Cycles, and Crises. Journal of Artificial Societies and Social Simulation, doi: 10.18564/jasss.3819

Mayhew, L., Smith, D. and Wright, I. D. (2017). The effect of longevity drift and investment volatility on income sufficiency in retirement. Insurance: Mathematics and Economics, 78, pp. 201-211. doi: 10.1016/j.insmatheco.2017.09.013

Mayhew, L., Smith, D. and Wright, I. D. (2015). Pension pots and how to survive them. London: International Longevity Centre (ILC-UK).

Blake, D., Wright, I. D. and Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001

Blake, D., Wright, I. D. and Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001

Blake, D., Wright, I. D. and Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Chadburn, R. G. and Wright, I. D. (1999). The sensitivity of life office simulation outcomes to differences in asset model structure (Actuarial Research Paper No. 120). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Wright, I. D. (1998). A stochastic approach to pension scheme funding (Actuarial Research Paper No. 112). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Wright, I. D. (1998). A stochastic asset model using vector auto-regression (Actuarial Research Paper No. 108). London, UK: Faculty of Actuarial Science & Insurance, City University London.

This list was generated on Thu Jun 20 04:38:44 2019 UTC.