City Research Online

Items where Schools and Departments is "Actuarial Research Reports" and Year is 2007

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Number of items: 6.

Working Paper

Dimitrova, D. S., Kaishev, V. K. & Penev, S. (2007). GeD spline estimation of multivariate Archimedean copulas (Actuarial Research Paper No. 179). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Karlsson, M., Mayhew, L. & Rickayzen, B. D. (2007). In sickness and in Health? Dynamics of health and cohabitation in the United Kingdom (Actuarial Research Paper No. 178). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Renshaw, A. E. & Haberman, S. (2007). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling (Actuarial Research Paper No. 181). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Rickayzen, B. D. (2007). An analysis of disability - linked annuities (Actuarial Research Paper No. 180). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Tsanakas, A. (2007). To split or not to split: Capital allocation with convex risk measures (Actuarial Research Paper No. 184). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Tsanakas, A. ORCID: 0000-0003-4552-5532 & Smith, A. (2007). High dimensional modelling and simulation with asymmetric normal mixtures (Actuarial Research Paper No. 182). London: Faculty of Actuarial Science & Insurance, City University London.

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