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Items where City Author is "Spreeuw, J."

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Number of items: 16.

Article

Luciano, E., Spreeuw, J. and Vigna, E. (2016). Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. Risks, 4(2), 16-.. doi: 10.3390/risks4020016

Hiabu, M., Miranda, M. D. M., Nielsen, J. P., Spreeuw, J., Tanggaard, C. and Villegas, A. (2015). Global Polynomial Kernel Hazard Estimation. Revista Colombiana de EstadĂ­stica, 38(2), pp. 399-411. doi: 10.15446/rce.v38n2.51668

Spreeuw, J. (2014). Archimedean copulas derived from utility functions. Insurance: Mathematics and Economics, 59, pp. 235-242. doi: 10.1016/j.insmatheco.2014.10.002

Spreeuw, J., Nielsen, J. P. and Jarner, S. F. (2013). A nonparametric visual test of mixed hazard models. SORT - Statistics and Operations Research Transactions, 37(2), pp. 153-174.

Spreeuw, J. and Owadally, M. I (2013). Investigating the broken-heart effect: a model for short-term dependence between the remaining lifetimes of joint lives. Annals of Actuarial Science, 7(2), pp. 236-257. doi: 10.1017/S1748499512000292

Spreeuw, J. and Karlsson, M. (2009). Time Deductibles as Screening Devices: Competitive Markets. Journal Of Risk And Insurance, 76(2), pp. 261-278. doi: 10.1111/j.1539-6975.2009.01298.x

Luciano, E., Spreeuw, J. and Vigna, E. (2008). Modelling stochastic mortality for dependent lives. Insurance: Mathematics and Economics, 43(2), pp. 234-244. doi: 10.1016/j.insmatheco.2008.06.005

Monograph

Spreeuw, J. (2012). Archimedean copulas derived from Morgenstern utility functions (Report No. Actuarial Research Paper No. 201). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Luciano, E., Spreeuw, J. and Vigna, E. (2012). Evolution of coupled lives' dependency across generations and pricing impact (Report No. Actuarial Research Paper No. 199). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Luciano, E., Spreeuw, J. and Vigna, E. (2006). Modelling stochastic bivariate mortality (Report No. Actuarial Research Paper No. 170). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2006). Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Report No. Actuarial Research Paper No. 169). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. and Karlsson, M. (2006). The probationary period as a screening device: competitive markets (Report No. Actuarial Research Paper No. 168). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2004). Upper and lower bounds of present value distributions of life insurance contracts with disability related benefits (Report No. Actuarial Research Paper No. 159). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2000). Convex order and multistate life insurance contracts (Report No. Actuarial Research Paper No. 129). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Spreeuw, J. (2000). The probationary period as a screening device (Report No. Actuarial Research Paper No. 130). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Conference or Workshop Item

Spreeuw, J. (2010). Relationships Between Archimedean Copulas and Morgenstern Utility Functions. Paper presented at the Copula Theory and Its Applications, 25-26 September 2009, Warsaw.

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