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Aeberhard, W., Cantoni, E., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2021). Robust Fitting for Generalized Additive Models for Location, Scale and Shape. Statistics and Computing, 31(1), article number 11. doi: 10.1007/s11222-020-09979-x

Agbeko, T., Hiabu, M., Miranda, M. D. M. , Nielsen, J. P. & Verrall, R. J.view all authors (2014). Validating the double chain ladder stochastic claims reserving model. Variance: advancing the science of risk, 8(2), pp. 138-160.

Aggarwal, A., Beck, M. B., Cann, M. , Ford, T., Georgescu, D., Morjaria, N., Smith, A., Taylor, Y., Tsanakas, A., Witts, L. & Ye, I.view all authors (2016). Model risk – daring to open up the black box. British Actuarial Journal, 21(2), pp. 229-296. doi: 10.1017/s1357321715000276

Ashwell, M., Mayhew, L., Richardson, J. & Rickayzen, B. D.view all authors (2014). Waist-to-Height Ratio Is More Predictive of Years of Life Lost than Body Mass Index. PLoS One, 9(9), article number e103483. doi: 10.1371/journal.pone.0103483

Asimit, A.V. ORCID: 0000-0002-7706-0066 & Li, J. (2018). Systemic risk: an asymptotic evaluation. ASTIN Bulletin, 48(2), pp. 673-698. doi: 10.1017/asb.2017.38

Asimit, A.V. & Badescu, A. (2010). Extremes on the discounted aggregate claims in a time dependent risk model. Scandinavian Actuarial Journal, 2010(2), pp. 93-104. doi: 10.1080/03461230802700897

Asimit, A.V., Badescu, A. & Cheung, K. C. (2013). Optimal reinsurance in the presence of counterparty default risk. Insurance: Mathematics and Economics, 53(3), pp. 690-697. doi: 10.1016/j.insmatheco.2013.09.012

Asimit, A.V., Badescu, A., Haberman, S. & Kim, E-S.view all authors (2016). Efficient risk allocation within a non-life insurance group under Solvency II Regime. Insurance: Mathematics and Economics, 66, pp. 69-76. doi: 10.1016/j.insmatheco.2015.10.008

Asimit, A.V., Badescu, A., Siu, T. K. & Zinchenko, Y.view all authors (2015). Capital Requirements and Optimal Investment with Solvency Probability Constraints. IMA Journal of Management Mathematics, 26(4), pp. 345-375. doi: 10.1093/imaman/dpt029

Asimit, A.V., Badescu, A. & Tsanakas, A. (2013). Optimal Risk Transfers in Insurance Groups. European Actuarial Journal, 3(1), pp. 159-190. doi: 10.1007/s13385-013-0068-6

Asimit, A.V., Badescu, A. & Verdonck, T. (2013). Optimal risk transfer under quantile-based risk measurers. Insurance: Mathematics and Economics, 53(1), pp. 252-265. doi: 10.1016/j.insmatheco.2013.05.005

Asimit, A.V., Bignozzi, V., Cheung, K. C. , Hu, J. & Kim, E.view all authors (2017). Robust and Pareto Optimality of Insurance Contract. European Journal of Operational Research, 262(2), pp. 720-732. doi: 10.1016/j.ejor.2017.04.029

Asimit, A.V. & Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), pp. 778-790. doi: 10.1016/j.ejor.2017.12.026

Asimit, A.V. ORCID: 0000-0002-7706-0066, Boonen, T. J., Chi, Y. & Chong, W. F.view all authors (2021). Risk Sharing with Multiple Indemnity Environments. European Journal of Operational Research, 295(2), pp. 587-603. doi: 10.1016/j.ejor.2021.03.012

Asimit, A.V. & Chen, Y. (2015). Asymptotic results for conditional measures of association of a random sum. Insurance: Mathematics and Economics, 60, pp. 11-18. doi: 10.1016/j.insmatheco.2014.10.012

Asimit, A.V. ORCID: 0000-0002-7706-0066, Cheung, K. C., Chong, W. F. & Hu, J.view all authors (2020). Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics, 95, pp. 17-27. doi: 10.1016/j.insmatheco.2020.08.001

Asimit, A.V., Chi, Y. & Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, pp. 227-237. doi: 10.1016/j.insmatheco.2015.09.006

Asimit, A.V., Furman, E., Tang, Q. & Vernic, R.view all authors (2011). Asymptotics for risk capital allocations based on Conditional Tail Expectation. Insurance: Mathematics and Economics, 49(3), pp. 310-324. doi: 10.1016/j.insmatheco.2011.05.002

Asimit, A.V., Furman, E. & Vernic, R. (2010). On a multivariate Pareto distribution. Insurance: Mathematics and Economics, 46(2), pp. 308-316. doi: 10.1016/j.insmatheco.2009.11.004

Asimit, A.V., Furman, E. & Vernic, R. (2016). Statistical Inference for a New Class of Multivariate Pareto Distributions. Communications in Statistics: Simulation and Computation, 45(2), pp. 456-471. doi: 10.1080/03610918.2013.861627

Asimit, A.V., Gao, T., Hu, J. & Kim, E.view all authors (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472

Asimit, A.V. & Gerrard, R. J. G. (2016). On the worst and least possible asymptotic dependence. Journal of Multivariate Analysis, 144, pp. 218-234. doi: 10.1016/j.jmva.2015.11.004

Asimit, A.V., Gerrard, R. J. G., Yanxi, H. & Peng, L.view all authors (2016). Tail Dependence Measure for Examining Financial Extreme Co-movements. Journal of Econometrics, 194(2), pp. 330-348. doi: 10.1016/j.jeconom.2016.05.011

Asimit, A.V., Hashorva, E. & Kortschak, D. (2015). Aggregation of randomly weighted large risks. IMA Journal of Management Mathematics, 28(3), doi: 10.1093/imaman/dpv020

Asimit, A.V., Hashorva, E. & Kortschak, D. Tail asymptotics of randomly weighted large risks.

Asimit, A.V. ORCID: 0000-0002-7706-0066, Hu, J. & Xie, Y. (2019). Optimal Robust Insurance with a Finite Uncertainty Set. Insurance: Mathematics and Economics, 87, pp. 67-81. doi: 10.1016/j.insmatheco.2019.03.009

Asimit, A.V. & Jones, B. (2008). Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. ASTIN Bulletin, 38(1), pp. 147-159. doi: 10.2143/ast.38.1.2030407

Asimit, A.V. & Jones, B. (2008). Dependence and the asymptotic behavior of large claims reinsurance. Insurance: Mathematics and Economics, 43(3), pp. 407-411. doi: 10.1016/j.insmatheco.2008.08.007

Asimit, A.V. & Jones, B. (2007). Extreme behavior of bivariate elliptical distributions. Insurance: Mathematics and Economics, 41(1), pp. 53-61. doi: 10.1016/j.insmatheco.2006.09.002

Asimit, A.V. & Jones, B. (2007). Extreme behavior of multivariate phase-type distributions. Insurance: Mathematics and Economics, 41(2), pp. 223-233. doi: 10.1016/j.insmatheco.2006.10.016

Asimit, A.V., Li, D. & Peng, L. (2010). Pitfalls in using Weibull tailed distributions. Journal of Statistical Planning and Inference, 140(7), pp. 2018-2024. doi: 10.1016/j.jspi.2010.01.039

Asimit, A.V. & Li, J. (2016). Extremes for coherent risk measures. Insurance: Mathematics and Economics, 71, pp. 332-341. doi: 10.1016/j.insmatheco.2016.10.003

Asimit, A.V. & Li, J. (2018). Measuring the Tail Risk: An Asymptotic Approach. Journal of Mathematical Analysis and Applications, 463(1), pp. 176-197. doi: 10.1016/j.jmaa.2018.03.019

Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A.view all authors (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance, 29(4), pp. 1131-1156. doi: 10.1111/mafi.12211

Asimit, A.V., Vernic, R. & Zitikis, R. (2016). Background Risk Models and Stepwise Portfolio Construction. Methodology and Computing in Applied Probability, 18(3), pp. 805-827. doi: 10.1007/s11009-015-9458-3

Asimit, A.V., Vernic, R. & Zitikis, R. (2013). Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. Risks, 1(1), pp. 14-33. doi: 10.3390/risks1010014

Asimit, V. ORCID: 0000-0002-7706-0066 (2023). Modeling Risk for CVaR-Based Decisions in Risk Aggregation. Journal of Risk and Financial Management, 16(5), article number 266. doi: 10.3390/jrfm16050266

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). Special Issue “Machine Learning in Insurance”. Risks, 8(2), article number 54. doi: 10.3390/risks8020054

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X, Santoni, S. ORCID: 0000-0002-5928-3901 , Scognamiglio, S. & Zhu, R. ORCID: 0000-0002-9944-0369view all authors (2022). Robust Classification via Support Vector Machines. Risks, 10(8), article number 154. doi: 10.3390/risks10080154

Ayuso, M., Guillén, M. & Nielsen, J. P. (2018). Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. Transportation, 46(3), pp. 735-752. doi: 10.1007/s11116-018-9890-7

Bacinello, A. R., Chen, A. & Millossovich, P. ORCID: 0000-0001-8269-7507 (2018). The impact of longevity and investment risk on a portfolio of life insurance liabilities. European Actuarial Journal, 8(2), pp. 257-290. doi: 10.1007/s13385-018-0175-5

Bacinello, A. R., Chen, A., Sehner, T. & Millossovich, P. ORCID: 0000-0001-8269-7507view all authors (2021). On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. Risks, 9(1), article number 20. doi: 10.3390/risks9010020

Bacinello, A. R., Millossovich, P. & Chen, A. (2018). Longevity impact on life insurers in low interest rate environment. The European Actuary, 18(2018), pp. 16-18.

Bacinello, A. R., Millossovich, P. & Montealegre, A. (2014). The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Scandiavian Actuarial Journal, 2016(5), pp. 446-465. doi: 10.1080/03461238.2014.954608

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X , Papapostolou, N. C. ORCID: 0000-0003-4529-1182 & Pouliasis, P. K. ORCID: 0000-0002-7389-3722view all authors (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, article number 104011. doi: 10.1016/j.tourman.2019.104011

Barakat, A., Ashby, S., Fenn, P. & Bryce, C. ORCID: 0000-0002-9856-7851view all authors (2018). Operational Risk and Reputation in Financial Institutions: Does Media Tone Make a Difference?. Journal of Banking and Finance, 98, pp. 1-24. doi: 10.1016/j.jbankfin.2018.10.007

Barigou, K., Bignozzi, V. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2022). Insurance valuation: A two-step generalised regression approach. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1), pp. 211-245. doi: 10.1017/asb.2021.31

Bartl, M. & Krummaker, S. ORCID: 0000-0003-2471-8175 (2020). Prediction of claims in export credit finance: a comparison of four machine learning techniques. Risks, 8(1), article number 22. doi: 10.3390/risks8010022

Basse, T., Friedrich, M., Krampen, B. & Krummaker, S. ORCID: 0000-0003-2471-8175view all authors (2007). Strategisches Asset-Liability Management in der Versicherungswirtschaft — Ein Ansatz zur integrierten Bilanzstrukturoptimierung. Zeitschrift für die gesamte Versicherungswissenschaft, 96(4), pp. 617-648. doi: 10.1007/bf03353552

Biffis, E., Blake, D., Pitotti, L. & Sun, A.view all authors (2016). The Cost of Counterparty Risk and Collateralization in Longevity Swaps. Journal Of Risk And Insurance, 83(2), pp. 387-419. doi: 10.1111/jori.12055

Bignozzi, V. & Tsanakas, A. (2016). Model uncertainty in risk capital measurement. Journal of Risk, 18(3), pp. 1-24. doi: 10.21314/j0r.2016.326

Bignozzi, V. & Tsanakas, A. (2016). Parameter uncertainty and residual estimation risk. Journal of Risk and Insurance, 83(4), pp. 949-978. doi: 10.1111/jori.12075

Bischofberger, S., Hiabu, M., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2019). A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis, 137, pp. 133-154. doi: 10.1016/j.csda.2019.02.009

Bjorkwall, S., Hossjer, O., Ohlsson, E. & Verrall, R. J.view all authors (2011). A generalized linear model with smoothing effects for claims reserving. Insurance: Mathematics and Economics, 49(1), pp. 27-37. doi: 10.1016/j.insmatheco.2011.01.012

Black, R., Tsanakas, A., Smith, A. , Beck, M. B., Maclugash, I. D., Grewal, J., Witts, L., Morjaria, N., Green, R. & Lim, Z.view all authors (2017). Model risk: illuminating the black box. British Actuarial Journal, 23, article number e2. doi: 10.1017/s1357321717000150

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2021). Quantifying Loss Aversion: Evidence from a UK Population Survey. Journal of Risk and Uncertainty, 63, pp. 27-57. doi: 10.1007/s11166-021-09356-7

Blyth, W., Bunn, D., Chronopoulos, M. & Munoz, J.view all authors (2016). Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization. Journal of Energy Markets, 9(3), pp. 59-94. doi: 10.21314/jem.2016.150

Boado-Penas, C., Godínez-Olivares, H., Haberman, S. ORCID: 0000-0003-2269-9759 & Serrano, P.view all authors (2020). Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies. European Journal of Finance, 26(2-3), pp. 277-294. doi: 10.1080/1351847x.2019.1647260

Boado-Penas, C., Haberman, S. ORCID: 0000-0003-2269-9759 & Naka, P. (2020). Fairness and Annuitisation Divisors for Notional Defined Contribution Pension Schemes. Journal of Pension Economics and Finance, 21(2), pp. 143-167. doi: 10.1017/s1474747220000311

Bolance, C., Guillén, M., Nielsen, J. P. & Thuring, F.view all authors (2018). Exposure to risk and zero accident claims in automobile insurance. Risks, 6(1), article number 9. doi: 10.3390/risks6010009

Boonen, T. J., Tsanakas, A. & Wuethrich, M. V. (2017). Capital allocation for portfolios with non-linear risk aggregation. Insurance: Mathematics and Economics, 72, pp. 95-106. doi: 10.1016/j.insmatheco.2016.11.003

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Boyko, V., Dubrovina, N., Zamiatin, P. , Gerrard, R. J. G., Gurov, A., Sushkov, S., Lazirskiy, V., Ivanova, Y. & Zamiatin, D.view all authors (2015). The Analysis of Injuries and Mortality Risks Level as a Result of Road Accident in Regions of the Central and Eastern Europe. International Journal of Managerial Studies and Research, 3(8), pp. 85-94.

Boyko, V., Dubrovina, N., Zamyatin, P. , Gerrard, R. J. G., Savvi, S., Lazirskiy, V., Ghydetskyy, V., Sinelnikov, A., Zamiatin, D., Kolesnikova, O. & Shaprynskyy, E.view all authors (2015). Epidemiology and Forecast of the Prevalence of Esophageal Cancer in the Countries of Central and Eastern Europe. Procedia Economics and Finance, 24, pp. 93-100. doi: 10.1016/S2212-5671(15)00622-X

Braumoeller, B. F., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Bradshaw, A. E.view all authors (2018). Flexible Causal Inference for Political Science. Political Analysis, 26(1), pp. 54-71. doi: 10.1017/pan.2017.29

Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2020). Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models. Insurance: Mathematics and Economics, 96, pp. 232-247. doi: 10.1016/j.insmatheco.2020.12.002

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D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L.view all authors (2016). Multiple mortality modeling in Poisson Lee-Carter framework. Communications in Statistics - Theory and Methods, 45(6), pp. 1723-1732. doi: 10.1080/03610926.2014.960580

D'Amato, V., di Lorenzo, E., Haberman, S. , Russolillo, M. & Sibillo, M.view all authors (2011). The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses. North American Actuarial Journal, 15(2), pp. 315-333. doi: 10.1080/10920277.2011.10597623

D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sagoo, P. & Sibillo, M.view all authors (2018). De-risking strategy: Longevity spread buy-in. Insurance Mathematics and Economics, 79, pp. 124-136. doi: 10.1016/j.insmatheco.2018.01.004

D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sibilllo, M. & Tizzano, R.view all authors (2019). Pension schemes versus real estate. Annals of Operations Research, 299(1-2), pp. 797-809. doi: 10.1007/s10479-019-03241-y

Danesi, I. L., Haberman, S. & Millossovich, P. (2015). Forecasting mortality in subpopulations using Lee-Carter type models: A comparison. Insurance: Mathematics and Economics, 62, pp. 151-161. doi: 10.1016/j.insmatheco.2015.03.010

Das, M. K., Tsai, H., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586view all authors (2022). Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. Operations Research, 70(4), pp. 1984-1995. doi: 10.1287/opre.2021.2257

De Mori, L., Haberman, S. ORCID: 0000-0003-2269-9759, Millossovich, P. ORCID: 0000-0001-8269-7507 & Zhu, R. ORCID: 0000-0002-9944-0369view all authors (2024). Two-population Mortality Forecasting: An Approach Based on Model Averaging. Risks, 12(4), doi: 10.3390/risks12040060

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Piscopo, G. (2023). Multipopulation Mortality Analysis: bringing out the unobservable with Latent Clustering. Quality and Quantity, doi: 10.1007/s11135-023-01728-2

Debon, A., Chaves, L., Haberman, S. & Villa, F.view all authors (2017). Characterization of between-group inequality of longevity in European Union countries. Insurance: Mathematics and Economics, 75, pp. 151-165. doi: 10.1016/j.insmatheco.2017.05.005

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759, Montes, F. & Otranto, E.view all authors (2021). Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model.. International Journal of Environmental Research and Public Health, 18(4), article number 2204. doi: 10.3390/ijerph18042204

Delong, L., Gerrard, R. J. G. & Haberman, S. (2008). Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Insurance: Mathematics and Economics, 42(1), pp. 107-118. doi: 10.1016/j.insmatheco.2007.01.005

Denuit, M., Haberman, S. & Renshaw, A. E. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315-327. doi: 10.1017/s147474721400050x

Dettoni, R., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020). Generalized Link-Based Additive Survival Models with Informative Censoring. Journal of Computational and Graphical Statistics, 29(3), pp. 503-512. doi: 10.1080/10618600.2020.1724544

Dhaene, J., Tsanakas, A., Valdez, E. A. & Vanduffel, S.view all authors (2012). Optimal Capital Allocation Principles. Journal of Risk and Insurance, 79(1), pp. 1-28. doi: 10.1111/j.1539-6975.2011.01408.x

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K., Lattuada, A. & Verrall, R. J. ORCID: 0000-0003-4098-9792view all authors (2023). Geometrically designed variable knot splines in generalized (non-)linear models. Applied Mathematics and Computation, 436, article number 127493. doi: 10.1016/j.amc.2022.127493

Dimitrova, D. S., Kaishev, V. K. & Tan, S. (2020). Computing the Kolmogorov-Smirnov Distribution when the Underlying cdf is Purely Discrete, Mixed or Continuous. Journal of Statistical Software, 95(10), pp. 1-42. doi: 10.18637/jss.v095.i10

Dimitrova, D. S., Haberman, S. & Kaishev, V. K. (2013). Dependent competing risks: Cause elimination and its impact on survival. Insurance: Mathematics and Economics, 53(2), pp. 464-477. doi: 10.1016/j.insmatheco.2013.07.008

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Ignatov, Z., Kaishev, V. K. & Tan, S.view all authors (2020). On Double-Boundary Non-Crossing Probability for a Class of Compound Processes with Applications. European Journal of Operational Research, 282(2), pp. 602-613. doi: 10.1016/j.ejor.2019.09.058

Dimitrova, D. S., Ignatov, Z. G. & Kaishev, V. K. (2017). On the First Crossing of Two Boundaries by an Order Statistics Risk Process. Risks, 5(3), article number 43. doi: 10.3390/risks5030043

Dimitrova, D. S. & Kaishev, V. K. (2010). Optimal joint survival reinsurance: An efficient frontier approach. INSURANCE MATHEMATICS & ECONOMICS, 47(1), pp. 27-35. doi: 10.1016/j.insmatheco.2010.03.006

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K. & Ignatov, Z. G. (2018). Ruin and Deficit Under Claim Arrivals with the Order Statistics Property. Methodology and Computing in Applied Probability, doi: 10.1007/s11009-018-9669-5

Dimitrova, D. S., Kaishev, V. K., Lattuada, L. & Verrall, R. J.view all authors (2017). Geometrically Designed Variable Knot Splines in Generalized (Non-)Linear Models.

Dimitrova, D. S., Kaishev, V. K. & Zhao, S. (2015). Modeling Finite-Time Failure Probabilities in Risk Analysis Applications. Risk Analysis, 35(10), pp. 1919-1939. doi: 10.1111/risa.12384

Dimitrova, D. S., Kaishev, V. K. & Zhao, S. (2016). On the evaluation of finite-time ruin probabilities in a dependent risk model. Applied Mathematics and Computation, 275, pp. 268-286. doi: 10.1016/j.amc.2015.11.082

Djeundje, V. B., Haberman, S. ORCID: 0000-0003-2269-9759, Bajekal, M. & Lu, J.view all authors (2022). The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. European Actuarial Journal, 12(2), pp. 839-878. doi: 10.1007/s13385-022-00318-0

Dong, Y., Huang, F., Yu, H. & Haberman, S. ORCID: 0000-0003-2269-9759view all authors (2020). Multi-population mortality forecasting using tensor decomposition. Scandinavian Actuarial Journal, 2020(8), pp. 754-775. doi: 10.1080/03461238.2020.1740314

Donnelly, C., Gerrard, R. J. G., Montserrat, G. & Nielsen, J. P.view all authors (2015). Less is more: increasing retirement gains by using an upside terminal wealth constraint. Insurance: Mathematics and Economics, 64(Septem), pp. 259-267. doi: 10.1016/j.insmatheco.2015.06.003

Donnelly, C., Guillén, M., Nielsen, J. P. & Pérez-Marín, A. M.view all authors (2018). Implementing individual savings decisions for retirement with bounds on wealth. ASTIN Bulletin, 48(1), pp. 111-137. doi: 10.1017/asb.2017.34

Dorn, F., Radice, R. ORCID: 0000-0002-6316-3961, Marra, G. & Kneib, T.view all authors (2023). A Bivariate Relative Poverty Line for Leisure Time and Income Poverty: Detecting Intersectional Differences Using Distributional Copulas. Review of Income and Wealth, doi: 10.1111/roiw.12635

El Khatib, R., Bassett, J., Bryce, C. ORCID: 0000-0002-9856-7851 & Ungaretti, A.view all authors (2023). The metaverse: Navigating the evolving risk landscape for retailers. Lockton’s Retail Practice,

Eletti, A., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2023). A Spline-Based Framework for the Flexible Modelling of Continuously Observed Multistate Survival Processes. Statistical Modelling: An International Journal, 23(5-6), pp. 495-509. doi: 10.1177/1471082x231176120

Eletti, A., Marra, G., Quaresma, M. , Radice, R. ORCID: 0000-0002-6316-3961 & Rubio, F. J.view all authors (2022). A Unifying Framework for Flexible Excess Hazard Modeling with Applications in Cancer Epidemiology. Journal of the Royal Statistical Society Series C: Applied Statistics, 71(4), pp. 1044-1062. doi: 10.1111/rssc.12566

Emms, P. & Haberman, S. (2008). Income drawdown schemes for a defined-contribution pension plan. Journal Of Risk And Insurance, 75(3), pp. 739-761. doi: 10.1111/j.1539-6975.2008.00282.x

England, P. D., Verrall, R. J. & Wüthrich, M. V. (2012). Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method. Annals of Actuarial Science, 6(2), pp. 258-283. doi: 10.1017/s1748499512000012

England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 & Wüthrich, M. V. (2019). On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Insurance: Mathematics and Economics, 85, pp. 74-88. doi: 10.1016/j.insmatheco.2018.12.002

England, R., Owadally, I. ORCID: 0000-0002-0830-3554 & Wright, D. ORCID: 0000-0002-0830-3554 (2022). An Agent-Based Model of Motor Insurance Customer Behaviour in the UK with Word of Mouth. Journal of Artificial Societies and Social Simulation, 25(2), article number 2. doi: 10.18564/jasss.4768

Espasandín-Domínguez, J., Cadarso-Suárez, C., Kneib, T. , Marra, G., Klein, N., Radice, R. ORCID: 0000-0002-6316-3961, Lado-Baleato, O., González Quintela, A & Gude, F.view all authors (2019). Assessing the relationship between markers of glycemic control through flexible copula regression models. Statistics in Medicine, 38(27), pp. 5161-5181. doi: 10.1002/sim.8358

Fang, L., Cheng, J. & Su, F. (2019). Interconnectedness and Systemic Risk: A Comparative Study Based on Systemically Important Regions. Pacific-Basin Finance Journal, 54, pp. 147-158. doi: 10.1016/j.pacfin.2019.02.007

Filippou, P., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D.view all authors (2022). Estimating the Impact of Medical Care Usage on Work Absenteeism by a Trivariate Probit Model with Two Binary Endogenous Explanatory Variables. AStA: Advances in Statistical Analysis: A Journal of the German Statistical Society, 107(4), pp. 713-731. doi: 10.1007/s10182-022-00464-6

Filippou, P., Kneib, T., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2018). A trivariate additive regression model with arbitrary link functions and varying correlation matrix. Journal of Statistical Planning and Inference, 199, pp. 236-248. doi: 10.1016/j.jspi.2018.07.002

Filippou, P., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2017). Penalized likelihood estimation of a trivariate additive probit model. Biostatistics, 18(3), pp. 569-585. doi: 10.1093/biostatistics/kxx008

Fusai, G. & Kyriakou, I. (2016). General optimized lower and upper bounds for discrete and continuous arithmetic Asian options. Mathematics of Operations Research, 41(2), pp. 531-559. doi: 10.1287/moor.2015.0739

Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2020). General lattice methods for arithmetic Asian options. European Journal of Operational Research, 282(3), pp. 1185-1199. doi: 10.1016/j.ejor.2019.10.026

Gerrard, R. J. G., Guillén, M., Nielsen, J. P. & Pérez-Marín, A. M.view all authors (2014). Long-run savings and investment strategy optimization. The Scientific World Journal, 2014, pp. 1-13. doi: 10.1155/2014/510531

Gerrard, R. J. G., Haberman, S. & Vigna, E. (2006). The Management of Decumulation Risks in a Defined Contribution Pension Plan. North American Actuarial Journal, 10(1), pp. 84-110. doi: 10.1080/10920277.2006.10596241

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2019). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, 274(3), pp. 1102-1111. doi: 10.1016/j.ejor.2018.10.038

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23, article number e30. doi: 10.1017/s135732171800020x

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2018). Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion. British Actuarial Journal, 23(e29), article number e29. doi: 10.1017/s1357321718000272

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Vodička, P.view all authors (2020). Long-term real dynamic investment planning. Insurance: Mathematics and Economics, 92, pp. 90-103. doi: 10.1016/j.insmatheco.2020.03.002

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Kyriakou, I. ORCID: 0000-0001-9592-596X, Nielsen, J. P. ORCID: 0000-0001-6874-1268 & Vodička, P.view all authors (2022). On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. European Journal of Operational Research, 307(2), pp. 948-962. doi: 10.1016/j.ejor.2022.10.003

Gerrard, R. J. G. & Tsanakas, A. (2010). Failure Probability Under Parameter Uncertainty. Risk Analysis, 31(5), pp. 727-744. doi: 10.1111/j.1539-6924.2010.01549.x

Giordano, G., Haberman, S. ORCID: 0000-0003-2269-9759 & Russolillo, M. (2019). Coherent modeling of mortality patterns for age-specific subgroups. Decisions in Economics and Finance, 42(1), pp. 189-204. doi: 10.1007/s10203-019-00245-y

Godínez-Olivares, H., Boado-Penas, M. D. C. & Haberman, S. (2016). Optimal strategies for pay-as-you-go pension finance: A sustainability framework. Insurance: Mathematics and Economics, 69, pp. 117-126. doi: 10.1016/j.insmatheco.2016.05.001

Gomes, M., Radice, R., Camarena Brenes, J. & Marra, G.view all authors (2019). Copula selection models for non-Gaussian responses that are missing not at random. Statistics in Medicine, 38(3), pp. 480-496. doi: 10.1002/sim.7988

Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. & Nomikos, N. ORCID: 0000-0003-1621-2991view all authors (2021). Estimating risk-neutral freight rate dynamics: A nonparametric approach. The Journal of Futures Markets, 41(11), pp. 1824-1842. doi: 10.1002/fut.22244

Gonzalez-Manteiga, W, Borrajo, MI & Martinez-Miranda, M. D. (2017). Bandwidth selection for kernel density estimation with length-biased data. Journal of Nonparametric Statistics, 29(3), pp. 636-668. doi: 10.1080/10485252.2017.1339309

González-Manteiga, W., Martinez-Miranda, M. D. & Van Keilegom, I. (2016). Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution. Biometrika, 103(1), pp. 133-146. doi: 10.1093/biomet/asv061

Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022). An impossibility theorem on capital allocation. Scandinavian Actuarial Journal, 2023(3), pp. 290-302. doi: 10.1080/03461238.2022.2094718

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Perez-Marin, A. M. (2021). Near-miss telematics in motor insurance. Journal Of Risk And Insurance, 88(3), pp. 569-589. doi: 10.1111/jori.12340

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Pérez-Marín, A. & Elpidorou, V.view all authors (2019). Can automobile insurance telematics predict the risk of near-miss events?. North American Actuarial Journal, 24(1), pp. 141-152. doi: 10.1080/10920277.2019.1627221

Guillén, M., Jarner, S. F., Nielsen, J. P. & Pérez-Marín, A. M.view all authors (2014). Risk-adjusted impact of administrative costs on the distribution of terminal wealth for long-term investment. Scientific World Journal, 2014, pp. 1-12. doi: 10.1155/2014/521074

Guillén, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Ayuso, M. & Perez-Marin, A. M.view all authors (2019). The use of telematics devices to improve automobile insurance rates. Risk Analysis, 39(3), pp. 662-672. doi: 10.1111/risa.13172

Gámiz Pérez, M. L., Janys, L., Martinez-Miranda, M. D. & Nielsen, J. P.view all authors (2013). Bandwidth selection in marker dependent kernel hazard estimation. Computational Statistics and Data Analysis, 68, pp. 155-169. doi: 10.1016/j.csda.2013.06.010

Gámiz Pérez, M. L., Mammen, E., Miranda, M. D. M. & Nielsen, J. P.view all authors (2016). Double one-sided cross-validation of local linear hazards. Journal of the Royal Statistical Society: Series B, 78(4), pp. 755-779. doi: 10.1111/rssb.12133

Gámiz Pérez, M. L., Martinez-Miranda, M. D. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Multiplicative local linear hazard estimation and best one-sided cross-validation. Journal of Machine Learning, 20, pp. 1-29.

Gámiz Pérez, M. L., Martinez-Miranda, M. D. & Nielsen, J. P. (2013). Smoothing survival densities in practice. Computational Statistics and Data Analysis, 58(1), pp. 368-382. doi: 10.1016/j.csda.2012.09.011

Haberman, S. ORCID: 0000-0003-2269-9759 (2023). A rejoinder to “Thirty years on: A review of the Lee-Carter method for forecasting mortality". International Journal of Forecasting, 39(3), pp. 1050-1052. doi: 10.1016/j.ijforecast.2023.01.006

Haberman, S., Denuit, M. & Renshaw, A. E. (2013). Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach for modelling and projecting mortality. European Actuarial Journal, 3(1), pp. 191-201. doi: 10.1007/s13385-013-0065-9

Haberman, S., Khalaf-Allah, M.A.E. & Verrall, R. J. (2011). Entropy, longevity and the cost of annuities. Insurance: Mathematics and Economics, 48(2), pp. 197-204. doi: 10.1016/j.insmatheco.2010.10.005

Haberman, S., Ntamjokouen, A. & Consigli, G. (2017). Projecting the long run relationship of multi-population life expectancy by race. Journal of Statistical and Econometric Methods, 6(2), pp. 43-68.

Haberman, S. & Renshaw, A. E. (2013). Modelling and projecting mortality improvement rates using a cohort perspective. Insurance: Mathematics and Economics, 53(1), pp. 150-168. doi: 10.1016/j.insmatheco.2013.04.006

Haberman, S. & Renshaw, A. E. (2009). On age-period-cohort parametric mortality rate projections. Insurance: Mathematics and Economics, 45(2), pp. 255-270. doi: 10.1016/j.insmatheco.2009.07.006

Haberman, S. ORCID: 0000-0003-2269-9759 & Shang, H.L. (2018). Model confidence sets and forecast combination: an application to age-specific mortality. Genus, 74(1), article number 19. doi: 10.1186/s41118-018-0043-9

Haberman, S. & Vigna, E. (2002). Optimal investment strategies and risk measures in defined contribution pension schemes. Insurance: Mathematics and Economics, 31(1), pp. 35-69. doi: 10.1016/s0167-6687(02)00128-2

Haberman, S. & Zimbidis, A. (2002). An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques. North American Actuarial Journal, 6(2), pp. 60-75. doi: 10.1080/10920277.2002.10596044

Haibu, M., Margraf, C., Miranda, M. D. M. & Nielsen, J. P.view all authors (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, pp. 400-409. doi: 10.1016/j.eswa.2015.09.021

Haibu, M., Margraf, C., Miranda, M. D. M. & Nielsen, J. P.view all authors (2016). The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions. British Actuarial Journal, 21(01), pp. 97-116. doi: 10.1017/s1357321715000288

Harper, G. & Mayhew, L. (2012). Applications of Population Counts Based on Administrative Data at Local Level. Applied Spatial Analysis and Policy, 5(3), pp. 183-209. doi: 10.1007/s12061-011-9062-z

Harper, G. & Mayhew, L. (2012). Using Administrative Data to Count Local Populations. Applied Spatial Analysis and Policy, 5(2), pp. 97-122. doi: 10.1007/s12061-011-9063-y

Harper, G. & Mayhew, L. (2016). Using Administrative Data to Count and Classify Households with Local Applications. Applied Spatial Analysis and Policy, 9(4), pp. 433-462. doi: 10.1007/s12061-015-9162-2

Haslip, G. G. & Kaishev, V. K. (2014). Lookback option pricing using the Fourier transform B-spline method. Quantitative Finance, 14(5), pp. 789-803. doi: 10.1080/14697688.2014.882010

Haslip, G. G. & Kaishev, V. K. (2015). A Novel Fourier Transform B-spline Method for Option Pricing. Journal of Computational Finance, 19(1), pp. 41-74.

Haslip, G. G. & Kaishev, V. K. (2010). Pricing of reinsurance contracts in the presence of catastrophe bonds. ASTIN Bulletin, 40(1), pp. 307-329. doi: 10.2143/ast.40.1.2049231

Hatzopoulos, P. & Haberman, S. (2013). Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Insurance: Mathematics and Economics, 52(2), pp. 320-337. doi: 10.1016/j.insmatheco.2012.12.009

Hatzopoulos, P. & Haberman, S. (2015). Modeling trends in cohort survival probabilities. Insurance: Mathematics and Economics, 64, pp. 162-179. doi: 10.1016/j.insmatheco.2015.05.009

Hiabu, M. (2016). On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal, 2017(8), pp. 708-729. doi: 10.1080/03461238.2016.1240709

Hiabu, M., Mammen, E., Maria Dolores, M-M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2020). Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association, 116(536), pp. 1983-1993. doi: 10.1080/01621459.2020.1753520

Hiabu, M., Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P.view all authors (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 103(4), pp. 843-859. doi: 10.1093/biomet/asw038

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

Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scheike, T. (2020). Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales. Biometrika, 108(2), pp. 491-506. doi: 10.1093/biomet/asaa058

Hillier, J. K., Saville, G., Smith, M. J. , Scott, A. J., Raven, E. K., Gascoigne, J., Slater, L., Quinn, N., Tsanakas, A. ORCID: 0000-0003-4552-5532, Souch, C., Leckebusch, G. C., Macdonald, N., Loxton, J., Wilebore, R., Collins, A., MacKechnie, C., Tweddle, J., Milner, A. M., Moller, S., Dove, M., Langford, H. & Craig, J.view all authors (2019). Demystifying academics to enhance university-business collaborations in environmental science. Geoscience Communication, 2(1), pp. 1-23. doi: 10.5194/gc-2-1-2019

Hsu, P-H., Kyriakou, I. ORCID: 0000-0001-9592-596X, Ma, T. & Sermpinis, G.view all authors (2023). Mutual Funds’ Conditional Performance Free of Data Snooping Bias. Journal of Financial and Quantitative Analysis, pp. 1-53. doi: 10.1017/s0022109024000097

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2004). Advances in travel geometry and urban modelling. Geojournal, 59(3), pp. 191-207. doi: 10.1023/b:gejo.0000026689.48422.96

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2001). Market area analysis under orbital-radial routing with applications to the study of airport location. Computers, Environment and Urban Systems, 25(2), pp. 195-222. doi: 10.1016/s0198-9715(00)00029-6

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2002). Optimizing the benefits of urban road user charging. Transport Policy, 9(3), pp. 189-207. doi: 10.1016/s0967-070x(02)00012-4

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2008). Toll optimisation on river crossings serving large cities. Transportation Research Part A: Policy and Practice, 42(1), pp. 28-47. doi: 10.1016/j.tra.2007.06.011

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Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Z., Ma, Z. , Wang, G. & Xue, J-H.view all authors (2018). LRID: A new metric of multi-class imbalance degree based on likelihood-ratio test. Pattern Recognition Letters, 116, pp. 36-42. doi: 10.1016/j.patrec.2018.09.012

Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Z., Sogi, N. , Fukui, K. & Xue, J-H.view all authors (2019). A Novel Separating Hyperplane Classification Framework to Unify Nearest-class-model Methods for High-dimensional Data. IEEE Transactions on Neural Networks and Learning Systems, 31(10), pp. 3866-3876. doi: 10.1109/tnnls.2019.2946967

Zhu, R. ORCID: 0000-0002-9944-0369 & Wüthrich, M. V. (2020). Clustering driving styles via image processing. Annals of Actuarial Science, 15(2), pp. 1-15. doi: 10.1017/s1748499520000317

Zhu, R. ORCID: 0000-0002-9944-0369 & Xue, J-H. (2017). On the orthogonal distance to class subspaces for high-dimensional data classification. Information Sciences, 417, pp. 262-273. doi: 10.1016/j.ins.2017.07.019

Zhu, R. ORCID: 0000-0002-9944-0369, Zhou, F. & Xue, J-H. (2018). MvSSIM: A quality assessment index for hyperspectral images. Neurocomputing, 272, pp. 250-257. doi: 10.1016/j.neucom.2017.06.073

Zhu, R. ORCID: 0000-0002-9944-0369, Zhou, F., Yang, W. & Jing-Hao, X.view all authors (2023). Statistical hypothesis testing as a novel perspective of pooling for image quality assessment. Signal Processing: Image Communication, 114, article number 116942. doi: 10.1016/j.image.2023.116942

Zhu, R. ORCID: 0000-0002-9944-0369, Zhou, F., Yang, W. & Xue, J-H.view all authors (2018). On Hypothesis Testing for Comparing Image Quality Assessment Metrics [Tips & Tricks]. IEEE Signal Processing Magazine, 35(4), pp. 133-136. doi: 10.1109/msp.2018.2829209

van den Berg, G., anys, L., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2020). A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models. Journal of Econometrics, 221(1), pp. 43-67. doi: 10.1016/j.jeconom.2019.05.025

van der Wurp, H., Groll, A., Kneib, T. , Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2020). Generalised joint regression for count data with a focus on modelling football matches. Statistics and Computing, 30(5), pp. 1419-1432. doi: 10.1007/s11222-020-09953-7

van der Wurp, H., Groll, A., Kneib, T. , Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2020). Generalised joint regression for count data: a penalty extension for competitive settings. Statistics and Computing, 30(5), pp. 1419-1432. doi: 10.1007/s11222-020-09953-7

Černý, A. (2009). Characterization of the oblique projector U(VU)V-dagger with application to constrained least squares. Linear Algebra and its Applications, 431(9), pp. 1564-1570. doi: 10.1016/j.laa.2009.05.025

Book Section

Krummaker, S. ORCID: 0000-0003-2471-8175 & Thomann, C. (2018). Aspekte der Versicherung von Unternehmen. In: Schulenburg, J. (Ed.), Festschrift for Prof. dr. J.-Matthias Graf von der Schulenburg. (pp. 95-127). Karlsruhe: Verlag Versicherungswissenschaft.

Mayhew, L. (2004). The Public-Private Split in Health Care Systems. In: MacKellar, L., Andriouchina, E. & Horlacher, D. (Eds.), Policy Pathways to Health in the Russian Federation. (pp. 55-65). Laxenburg, Austria: International Institute for Applied Systems Analysis.

Mayhew, L. & Smith, D. (2016). Decomposition of Life Expectancy at Older Ages and Prospects for Ageing Populations. In: Lombard, J., Stern, E. & Clarke, G. (Eds.), Applied Spatial Modelling and Planning. (pp. 172-188). Routledge.

Miranda, M. D. M., Nielsen, J. P. & Sperlich, S. (2009). One Sided Crossvalidation for Density Estimation. In: Gregoriou, G.N. (Ed.), Operational Risk Towards Basel III: Best Practices and Issues in Modeling, Management and Regulation. (pp. 177-196). New Jersey: John Wiley and Sons.

Shang, H.L. & Haberman, S. (2017). Grouped multivariate and functional time series forecasting: an application to annuity pricing. In: 2017 Living to 100 Monograph. . USA: Society of Actuaries.

Tsanakas, A. (2007). Risk measures and economic capital for (re)insurers. In: Everitt, B. & Melnick, E. (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment. . Wiley.

Conference or Workshop Item

Chen, A., Haberman, S. & Thomas, S. (2017). Why the deferred annuity makes sense - an application of hyperbolic discounting to the annuity puzzle. Paper presented at the International Actuarial Association Life Colloquium, 23-24 Oct 2017, Barcelona, Spain.

Dimitrova, D. S., Ignatov, Z. G. & Kaishev, V. K. (2015). Ruin and deficit at ruin under an extended order statistics risk process. Paper presented at the IME 2015, 24-26 Jun 2015, Liverpool, UK.

Ren, K., Guo, Z., Zhang, Z. , Zhu, R. ORCID: 0000-0002-9944-0369 & Li, X.view all authors (2022). Multi-Branch Network for Few-shot Learning. In: Proceedings of 2022 Asia-Pacific signal and Information Processing Association Annual Summit and Conference (APSIPA ASC). 2022 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference (APSIPA ASC), 7-10 Nov 2022, Chiang Mai, Thailand. doi: 10.23919/APSIPAASC55919.2022.9980160

Spreeuw, J. (2010). Relationships Between Archimedean Copulas and Morgenstern Utility Functions. In: Lecture Notes in Statistics: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009. Copula Theory and Its Applications, 25-26 September 2009, Warsaw.

Verrall, R. J. & Liu, H. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves using Paid and Incurred Claims. Paper presented at the ASTIN Colloquium 2008, 13-16 Jul 2008, Manchester, UK.

Zhou, F. ORCID: 0000-0002-9851-8312, Butterworth, A. S. & Asimit, J. L. (2022). Flashfm-ivis: interactive visualisation for fine-mapping of multiple quantitative traits. In: Human Heredity. 50th European Mathematical Genetics Meeting (EMGM) 2022, 21-22 Apr 2022, Cambridge, United Kingdom. doi: 10.1159/000524615

Monograph

Dunnell, K., Farager, R., Haberman, S. ORCID: 0000-0003-2269-9759 , Leon, D., Price, D. & Sloman, D.view all authors (2022). The current and future effects of climate change on health in the UK. Longevity Science Panel.

Mayhew, L. (2009). Increasing longevity and the economic value of healthy ageing and working longer. UK: Pensions Institute.

Mayhew, L. (2016). Means Testing Social Care in England. UK: International Longevity Centre.

Mayhew, L. & Smith, D. (2016). An investigation into inequalities in adult lifespan. UK: International Longevity Centre- UK.

Other

Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A. & Zhou, F. ORCID: 0000-0002-9851-8312 (2024). Efficient and proper Generalised Linear Models with power link functions.

Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312view all authors (2023). Constructing Optimal Portfolios under Risk Budgeting.

Asimit, V. ORCID: 0000-0002-7706-0066, Yuan, Z. & Zhou, F. (2024). Tail Similarity.

Asimit, V. ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.view all authors Portfolio Selection and Risk Sharing via Risk Budgeting.

Dimitrova, D. S., Kaishev, V. K. & Haberman, S. (2014). Improved estimation of mortality and life expectancy for each constituent country of the UK and beyond. Research Excellence Framework (REF).

Eletti, A. ORCID: 0000-0002-3390-8272, Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2023). A General Estimation Framework for Multi-State Markov Processes with Flexible Specification of the Transition Intensities.

Report

Ashby, S., Bryce, C. ORCID: 0000-0002-9856-7851 & Ring, P. (2018). Risk and the Strategic Role of Leadership. London, UK: ACCA.

Bacinello, A.R., Olivieri, A., Millossovich, P. & Pitacco, E.view all authors (2010). Variable Annuities: Risk Identification and Risk Assessment (CAREFIN Research Paper No. 14/2010). Milan, Italy: BAFFI CAREFIN, Bocconi University.

Blake, D. (2016). Independent Review of Retirement Income Report: We Need a National Narrative: Building a Consensus around Retirement Income. UK: Independent Review of Retirement Income.

Bryce, C. ORCID: 0000-0002-9856-7851 (2019). Risk and performance: Embedding risk management. Glasgow, UK: ACCA.

Cannon, E. (2016). Independent Review of Retirement Income: Consultation. UK: Independent Review of Retirement Income.

Jarzabkowski, P., Bednarek, G., Burke, G. & Cabantous, L.view all authors (2012). Beyond Borders: Charting the Changing Global Reinsurance Landscape. Cass Business School, City University London.

Jarzabkowski, P., Smets, M. & Spee, A. P. (2010). Trading risks: The value of relationships, models and face-to-face interaction in the global reinsurance market. Aston University.

Mayhew, L. (2018). The Dependency Trap - are we fit enough to face the future?. London: Centre for the Study of Financial Innovation (CSFI).

Mayhew, L. ORCID: 0000-0002-0380-1757 (2022). Future-proofing retirement living - Easing the care and housing crises. International Longevity Centre UK.

Mayhew, L. (2000). Health and Elderly Care Expenditure in an Aging World (RR-00-21). International Institute for Applied Systems Analysis (IIASA).

Mayhew, L. (2001). Japan's Longevity Revolution and the Implications for Health Care Finance and Long-term Care (Interim Report) (IR-01-010/February). International Institute for Applied Systems Analysis (IIASA).

Mayhew, L. ORCID: 0000-0002-0380-1757 (2019). The Last-Time Buyer: housing and finance for an ageing society (130). London, UK: CSFI.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2020). Too Little, Too Late? Too Little, Too Late? Housing for an Housing for an ageing population ageing population (978-1-9997174-9-0). London, UK: CSFI: Centre for the Study of Financial Information.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2012). The UK Care Economy: Improving outcomes for carers. UK: Carers UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2021). The cost of inequality: Putting a price on health. London, UK: ILC UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2021). The longevity of sporting legends. London, UK: ILC UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 & Algar, R. (2023). Marathon or sprint? Do elite-level athletes live longer than average?. London, UK: International Longevity Centre.

Mayhew, L. & Carney, J.E. (2003). Evaluating a New Approach for Improving Care in an Accident and Emergency Department: The New Care Project. Cass Business School, City University London.

Mayhew, L. & O'Leary, D. (2014). Unlocking the potential. UK: Demos.

Mayhew, L., Richardson, J. & Rickayzen, B. D. (2009). A study into the detrimental effects of obesity on life in the UK. Institute and Faculty of Actuaries.

Mayhew, L. ORCID: 0000-0002-0380-1757 & Smith, D. ORCID: 0000-0001-6642-8884 (2020). The 100-year family Longer lives, fewer children. London: International Longevity Centre UK.

Mayhew, L. & Smith, D. (2014). The UK Equity Bank - Towards income security in old age. The International Longevity Centre - UK (ILC-UK).

Mayhew, L. & Smith, D. (2015). A jam-jar model of life expectancy and limits to life. International Longevity Centre - UK (ILC-UK).

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

Millossovich, P., Haberman, S., Kaishev, V. K. , Baxter, S., Gaches, A., Gunnlaugsson, S. & Sison, M.view all authors (2014). Longevity Basis Risk A methodology for assessing basis risk. Institute and Faculty of Actuaries (IFA) , Life and Longevity Markets Association (LLMA).

Rickayzen, B. D., Smith, D. & Mayhew, L. (2017). Flexible and affordable methods of paying for long term care insurance. International Longevity Centre – UK (ILC-UK)/Cass Business School.

Thesis

Alexandrou, G. A. (2000). Wealth and Earnings Implications of Corporate Divestments: An Empirical Analysis of Stock Returns and Analysts’ Forecasts of Earnings. (Unpublished Doctoral thesis, City, University of London)

Berketis, N. G. (2004). Risk-sharing relationships between shipowners and insurers. (Unpublished Doctoral thesis, City, University of London)

Bignozzi, Valeria (2012). Contributions to solvency risk measurement. (Unpublished Doctoral thesis, City University London)

Butt, Z. (2014). A Study of Actuarial Models for Insurance Based Applications. (Unpublished Doctoral thesis, City, University of London)

Chen, A. (2017). The impact of behavioral factors on annuitisation decisions and decumulation strategies. (Unpublished Doctoral thesis, City, University of London)

Dankyi, D. K. (2001). Analysis of Life Insurance Lapses and Utility-Maximization of Shareholders’ Expected Profit. (Unpublished Doctoral thesis, City, University of London)

Devi Makam, Vaishno (2023). Sensitivity Analysis of Simulation Models using Divergence Minimisation. (Unpublished Doctoral thesis, City, University of London)

Dimitrova, D. S. (2007). Dependent risk modelling in (re)insurance and ruin. (Unpublished Doctoral thesis, City University London)

Eaglestone, F. N. (1993). An improved method of requesting insurance under UK construction contracts. (Unpublished Doctoral thesis, City, University of London)

Economou, M. (2003). Stochastic approach to pension funding, allowing for the pension accrual density function. (Unpublished Doctoral thesis, City, University of London)

England, R. (2023). Agent-Based Modelling in the Insurance Industry: An Exploration of Emergent Systemic Risk. (Unpublished Doctoral thesis, City, University of London)

England, P. D. (1993). Statistical modelling of excess mortality of medically impaired insured lives. (Unpublished Doctoral thesis, City, University of London)

Fang, L. (2023). Inter-industry convergence within financial services and its systemic implications. (Unpublished Doctoral thesis, City, University of London)

Gasimova, Khadija (2021). Essays on optimal reinsurance design, solvency analysis of deferred annuities and pension buyouts. (Unpublished Doctoral thesis, City, University of London)

Gavranovic, Nedim (2011). Optimal asset allocation and annuitisation in a defined contribution pension scheme. (Unpublished Doctoral thesis, City University London)

Girardi, B. A. (1993). Bulk sampling: Some strategies for improving quality control in chemical industries. (Unpublished Doctoral thesis, City, University of London)

Hiabu, M. (2016). In-sample forecasting: structured models and reserving. (Unpublished Doctoral thesis, City, University of London)

Hu, J. (2018). Theoretical and empirical study on optimal insurance and reinsurance design. (Unpublished Doctoral thesis, City, University of London)

Hunt, A. (2015). Mortality modelling and longevity risk management. (Unpublished Doctoral thesis, City University London)

Jeong, S. Y. (2023). Essays on networks, subjective survival beliefs and annuity markets. (Unpublished Doctoral thesis, City, University of London)

Jho, J.H. (2008). Heavy tails and dependence with applications in insurance. (Unpublished Doctoral thesis, City, University of London)

Jung, S. C. (1999). Scale and Scope Economies in the UK Life Assurance Industry. (Unpublished Doctoral thesis, City, University of London)

Khalaf-Allah, M.A.E. (2007). Stochastic analysis of longevity and investment risk in the context of life annuities. (Unpublished Doctoral thesis, City University London)

Khalil, D. (2006). Dynamic pension funding models. (Unpublished Doctoral thesis, City University London)

Knight, R. A. (2008). Optimisation methods for staff scheduling and rostering: an employee-friendly approach. (Unpublished Doctoral thesis, City University London)

Kyriakou, I. ORCID: 0000-0001-9592-596X (2010). Efficient valuation of exotic derivatives with path-dependence and early exercise features. (Unpublished Doctoral thesis, City University London)

Long, Robert James (1997). A structural analysis of Lloyd's of London. (Unpublished Doctoral thesis, City, University of London)

Lopes, L R (2021). Predictive Models for Medical Costs in Private Healthcare. (Unpublished Doctoral thesis, City, University of London)

Margraf, C. (2017). On the use of micro models for claims reversing based on aggregate data. (Unpublished Doctoral thesis, City, University of London)

Nurullah, Mohamed (2000). Interface of insurance and banking in European countries. (Unpublished Doctoral thesis, City University, London)

Ong, A. S. K. (1995). Asset allocation decision models in life insurance. (Unpublished Doctoral thesis, City, University of London)

Owadally, M. (1998). The Dynamics and Control of Pension Funding. (Unpublished Doctoral thesis, City, University of London)

Pesenti, S. M. (2018). Robustness and sensitivity of risk evaluations. (Unpublished Doctoral thesis, Cass Business School, City, University of London)

Rickayzen, B. D. (2007). Some actuarial aspects of health insurance. (Unpublished Doctoral thesis, City, University of London)

Schumacher, R. (2017). Improving the capacity of radio spectrum: exploration of the acyclic orientations of a graph. (Unpublished Doctoral thesis, City, University of London)

Tan, S. (2019). Boundary–crossing probabilities for stochastic processes and their applications. (Unpublished Doctoral thesis, City, University of London)

Thuring, Fredrik (2012). Multivariate credibility with application to cross-selling financial services products. (Unpublished Doctoral thesis, City University London)

Villegas Ramirez, Andres (2015). Mortality: modelling, socio-economic differences and basis risk. (Unpublished Doctoral thesis, City University London)

Zhang, Z. (2023). Optimising Investment Decisions under Uncertainty: A Study of Risk, Subsidies, Competition, and Technological Learning. (Unpublished Doctoral thesis, City, University of London)

Zhao, Shouqi (2014). Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications. (Unpublished Doctoral thesis, City University London)

Working Paper

Biffis, E. & Millossovich, P. (2011). Optimal Insurance with Counterparty Default Risk. SSRN.

Bignozzi, V. & Tsanakas, A. (2013). Characterization and Construction of Sequentially Consistent Risk Measures. SSRN.

Fang, L., Lanzolla, G. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2024). Shared exposures or management fashions? Drivers of cross-industry convergence of textual risk disclosures. .

Fusai, G., Kyriakou, I. ORCID: 0000-0001-9592-596X & Castiglioni, M. Component replacement under uncertainty – a switching option perspective. .

Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2021). An impossibility theorem on capital allocation. .

Krummaker, S. ORCID: 0000-0003-2471-8175 (2016). Corporate Demand for Insurance: Empirical Evidence from Germany. .

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2023). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. .

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2022). A multi-task network approach for calculating discrimination-free insurance prices. .

Lindholm, M., Tsanakas, A. ORCID: 0000-0003-4552-5532, Richman, R. & Wüthrich, M. V.view all authors (2022). A Discussion of Discrimination and Fairness in Insurance Pricing. .

Marra, G., Fasiolo, M., Radice, R. ORCID: 0000-0002-6316-3961 & Winkelmann, R.view all authors A Flexible Copula Regression Model with Bernoulli and Tweedie Margins for Estimating the Effect of Spending on Mental Health. .

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. A Unifying Switching Regime Regression Framework with Applications in Health Economics. .

Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2021). Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. .

Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022). A theory of multivariate stress testing. .

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2023). Differential Sensitivity in Discontinuous Models. .

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). .

Pesenti, S. M., Millossovich, P. & Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .

Tsanakas, A. & Cabantous, L. (2018). The Model Ajar: Building Rationality Infrastructures within Insurance Organizations. .

Tsanakas, A. ORCID: 0000-0003-4552-5532 & Zhu, R. ORCID: 0000-0002-9944-0369 (2021). Copula model selection using image recognition. .