Items where Author is "Haberman, S."
Article
Lin Shang, H. 
ORCID: 0000-0003-1769-6430 & Haberman, S. ORCID: 0000-0003-2269-9759 (2024).
Weighted compositional functional data analysis for modeling and forecasting life‐table death counts.
Journal of Forecasting, 43(8),
pp. 3051-3071.
doi: 10.1002/for.3171
Shang, H. L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2024).
Forecasting age distribution of life-table death counts via alpha-transformation.
Scandinavian Actuarial Journal,
doi: 10.1080/03461238.2024.2425723
Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2024).
The Role of the Annuity Price in Decumulation Strategies with Deferred Annuities.
Journal of Retirement,
Gasimova, K., Haberman, S. ORCID: 0000-0003-2269-9759 & Millossovich, P. ORCID: 0000-0001-8269-7507 (2024).
Solvency Analysis of Deferred Annuities.
Decisions in Economics and Finance,
doi: 10.1007/s10203-024-00452-2
Carannante, M., D’amato, V., Haberman, S. ORCID: 0000-0003-2269-9759 & Menzietti, M. (2024).
Frailty-based mortality models and reserving for longevity risk.
The Geneva Papers on Risk and Insurance - Issues and Practice, 49(2),
pp. 320-339.
doi: 10.1057/s41288-024-00319-y
De Mori, L., Millossovich, P. ORCID: 0000-0001-8269-7507, Zhu, R. ORCID: 0000-0002-9944-0369 & Haberman, S. ORCID: 0000-0003-2269-9759 (2024).
Two-population Mortality Forecasting: An Approach Based on Model Averaging.
Risks, 12(4),
article number 60.
doi: 10.3390/risks12040060
Carannante, M., D’Amato, V., Haberman, S. ORCID: 0000-0003-2269-9759 & Menzietti, M. (2023).
Frailty-based Lee–Carter family of stochastic mortality models.
Quality and Quantity, 58(6),
pp. 5081-5105.
doi: 10.1007/s11135-023-01786-6
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, 58(6),
pp. 5107-5123.
doi: 10.1007/s11135-023-01728-2
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
Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2023).
Effect of Covid-19 frailty heterogeneity on the future evolution of mortality by stratified weighting.
Journal of Demographic Economics, 89(3),
pp. 513-532.
doi: 10.1017/dem.2023.4
Zhang, X., Huang, F., Hui, F. & Haberman, S. ORCID: 0000-0003-2269-9759 (2023).
Cause of death mortality forecasting using penalized adaptive tensor decompositions.
Insurance: Mathematics and Economics, 111,
pp. 193-213.
doi: 10.1016/j.insmatheco.2023.05.003
Villegas, A., Bajekal, M., Haberman, S. ORCID: 0000-0003-2269-9759 & Zhou, L. (2023).
Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016.
North American Actuarial Journal, 28(1),
pp. 187-217.
doi: 10.1080/10920277.2023.2167834
Shang, H.L., Haberman, S. ORCID: 0000-0003-2269-9759 & Xu, R. (2022).
Multi-population modelling and forecasting life-table death counts.
Insurance: Mathematics and Economics, 106,
pp. 239-253.
doi: 10.1016/j.insmatheco.2022.07.002
Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. (2022).
Adaptive retirement planning, sustainable withdrawals and deferred annuities.
Journal of Retirement, 10(3),
pp. 96-119.
doi: 10.3905/jor.2022.1.118
Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2022).
COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation’.
Annals of Actuarial Science, 16(3),
pp. 478-497.
doi: 10.1017/s1748499522000094
Djeundje, V. B., Haberman, S. ORCID: 0000-0003-2269-9759, Bajekal, M. & Lu, J. (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
Renshaw, A. E. & Haberman, S. ORCID: 0000-0003-2269-9759 (2021).
Modelling and forecasting mortality improvement rates with random effects.
European Actuarial Journal, 11(2),
pp. 381-412.
doi: 10.1007/s13385-021-00274-1
Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759, Montes, F. & Otranto, E. (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
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
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Forecasting multiple functional time series in a group structure: an application to mortality’.
ASTIN Bulletin, 50(2),
pp. 357-379.
doi: 10.1017/asb.2020.3
Boado-Penas, C., Godínez-Olivares, H., Haberman, S. ORCID: 0000-0003-2269-9759 & Serrano, P. (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
Dong, Y., Huang, F., Yu, H. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Multi-population mortality forecasting using tensor decomposition.
Scandinavian Actuarial Journal, 2020(8),
pp. 754-775.
doi: 10.1080/03461238.2020.1740314
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?.
Risks, 8(3),
article number 69.
doi: 10.3390/risks8030069
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2019).
Forecasting age distribution of death counts: An application to annuity pricing.
Annals of Actuarial Science, 14(1),
pp. 150-169.
doi: 10.1017/s1748499519000101
Chen, A., Haberman, S. & Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance, 11(3), pp. 277-293. doi: 10.1108/rbf-10-2017-0102
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sibilllo, M. & Tizzano, R. (2019).
Pension schemes versus real estate.
Annals of Operations Research, 299(1-2),
pp. 797-809.
doi: 10.1007/s10479-019-03241-y
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
Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2019).
The implication of the hyperbolic discount model for annuitisation decisions.
Journal of Pension Economics and Finance, 19(3),
pp. 372-391.
doi: 10.1017/s1474747218000343
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sagoo, P. & Sibillo, M. (2018).
De-risking strategy: Longevity spread buy-in.
Insurance Mathematics and Economics, 79,
pp. 124-136.
doi: 10.1016/j.insmatheco.2018.01.004
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
D'Amato, V., Haberman, S. & Piscopo, G. (2017). The dependency premium based on a multifactor model for dependent mortality data. Communications in Statistics - Theory and Methods, 48(1), pp. 50-61. doi: 10.1080/03610926.2017.1366523
Shang, H.L. & Haberman, S. (2017). Grouped multivariate and functional time series forecasting: an application to annuity pricing. Insurance: Mathematics and Economics, 75, pp. 166-179. doi: 10.1016/j.insmatheco.2017.05.007
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.
Debon, A., Chaves, L., Haberman, S. & Villa, F. (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
Villegas, A., Haberman, S., Kaishev, V. K. & Millossovich, P. (2017). A comparative study of two population models for the assessment of basis risk in longevity hedges. ASTIN Bulletin, 47(3), pp. 631-679. doi: 10.1017/asb.2017.18
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2016). Geometrically designed, variable knot regression splines. Computational Statistics, 31(3), pp. 1079-1105. doi: 10.1007/s00180-015-0621-7
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
D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L. (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
Asimit, A.V., Badescu, A., Haberman, S. & Kim, E-S. (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
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
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
Li, J. & Haberman, S. (2015). On the effectiveness of natural hedging for insurance companies and pension plans. Insurance: Mathematics and Economics, 61, pp. 286-297. doi: 10.1016/j.insmatheco.2015.01.009
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
D'Amato, V., Haberman, S., Piscopo, G. & Russolillo, M. (2014). Computational framework for longevity risk management. Computational Management Science, 11(1-2), pp. 111-137. doi: 10.1007/s10287-013-0178-2
D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139-149. doi: 10.1080/10920277.2013.875884
Villegas, A. & Haberman, S. (2014). On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. North American Actuarial Journal, 18(1), pp. 168-193. doi: 10.1080/10920277.2013.866034
Asanga, S., Asimit, A.V., Badescu, A. & Haberman, S. (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127
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
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., 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
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
D'Amato, V., di Lorenzo, E., Haberman, S. , Russolillo, M. & Sibillo, M. (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
Verrall, R. J. & Haberman, S. (2011). Automated Graduation using Bayesian Trans-dimensional Models. Annals of Actuarial Science, 5(2), pp. 231-251. doi: 10.1017/s1748499511000248
Sithole, T., Haberman, S. & Verrall, R. J. (2011). Second international comparative study of mortality tables for pension fund retirees. British Actuarial Journal, 17(3), pp. 650-671. doi: 10.1017/s1357321712000207
Hatzopoulos, P. & Haberman, S. (2011). A dynamic parameterization modeling for age-period-cohort mortality. Insurance: Mathematics and Economics, 49(2), pp. 155-174. doi: 10.1016/j.insmatheco.2011.02.007
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
Russolillo, M., Giordano, G. & Haberman, S. (2011). Extending the Lee Carter Model: a Three-way Decomposition. Scandinavian Actuarial Journal, 2011(2), pp. 96-117. doi: 10.1080/03461231003611933
Denuit, M., Haberman, S. & Renshaw, A. E. (2011). Longevity-indexed annuities. North American Actuarial Journal, 15(1), pp. 97-111. doi: 10.1080/10920277.2011.10597611
Owadally, I., Haberman, S. & Gomez, D. (2011). A Savings Plan with Targeted Contributions. Journal of Risk and Insurance, 80(4), pp. 975-1000. doi: 10.1111/j.1539-6975.2012.01485.x
Piscopo, G. & Haberman, S. (2011). The valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk. North American Actuarial Journal, 15(1), pp. 59-76. doi: 10.1080/10920277.2011.10597609
Denuit, M., Haberman, S. & Renshaw, A. E. (2010). Comonotonic approximations to quantiles of life annuity conditional expected present values: extensions to general arima models and comparison with the bootstrap. ASTIN Bulletin, 40(1), pp. 331-349. doi: 10.2143/ast.40.1.2049232
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
Hatzopoulos, P. & Haberman, S. (2009). A parameterized approach to modeling and forecasting mortality. Insurance: Mathematics and Economics, 44(1), pp. 103-123. doi: 10.1016/j.insmatheco.2008.10.008
Emms, P. & Haberman, S. (2009). Optimal management of an insurer's exposure in a competitive general insurance market. North American Actuarial Journal, 13(1), pp. 77-105. doi: 10.1080/10920277.2009.10597541
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
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
Butt, Z., Haberman, S., Verrall, R. J. & Wass, V. (2008). Calculating compensation for loss of future earnings: estimating and using work life expectancy. Journal of the Royal Statistical Society: Series A (Statistics in Society), 171(4), pp. 763-805. doi: 10.1111/j.1467-985x.2007.00539.x
Kaishev, V. K., Dimitrova, D. S. & Haberman, S. (2007). Modelling the joint distribution of competing risks survival times using copula functions. Insurance: Mathematics and Economics, 41(3), pp. 339-361. doi: 10.1016/j.insmatheco.2006.11.006
Ballotta, L., Haberman, S. & Wang, N. (2006). Guarantees in with-profit and unitized with-profit life insurance contracts: Fair valuation problem in presence of the default option. Journal of Risk and Insurance, 73(1), pp. 97-121. doi: 10.1111/j.1539-6975.2006.00167.x
Ballotta, L. & Haberman, S. (2006). The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case. Insurance: Mathematics and Economics, 38(1), pp. 195-214. doi: 10.1016/j.insmatheco.2005.10.002
Ballotta, L., Esposito, G. & Haberman, S. (2006). The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 39(3), pp. 356-375. doi: 10.1016/j.insmatheco.2006.04.004
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., Haberman, S. & Vigna, E. (2004). Optimal investment choices post-retirement in a defined contribution pension scheme. Insurance: Mathematics and Economics, 35(2), pp. 321-342. doi: 10.1016/j.insmatheco.2004.06.002
Owadally, M. I & Haberman, S. (2004). Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans. North American Actuarial Journal, 8(1), pp. 21-36. doi: 10.1080/10920277.2004.10596126
Owadally, M. I & Haberman, S. (2004). Reply to discussion on "Efficient gain and loss amortization and optimal funding in pension plans". North American Actuarial Journal, 8(2), pp. 124-125. doi: 10.1080/10920277.2004.10596149
Owadally, M. I & Haberman, S. (2004). The treatment of assets in pension funding. ASTIN Bulletin: Journal of the International Actuarial Association, 34(2), pp. 425-433. doi: 10.2143/ast.34.2.505151
Ballotta, L. & Haberman, S. (2003). Valuation of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 33(1), pp. 87-108. doi: 10.1016/s0167-6687(03)00146-x
Ballotta, L. & Haberman, S. (2003). Pricing of guaranteed annuity conversion options.. INSURANCE MATHEMATICS & ECONOMICS, 32(1), pp. 87-108.
Owadally, M. I & Haberman, S. (2003). Exponential smoothing methods in pension funding. IMA Journal of Management Mathematics, 14(2), pp. 129-143. doi: 10.1093/imaman/14.2.129
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
Owadally, M. I & Haberman, S. (2001). Pension plan asset valuation. Pension Forum, 13(1), pp. 51-60.
Book Section
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.
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.
Monograph
Dunnell, K., Farager, R., Haberman, S. ORCID: 0000-0003-2269-9759 , Leon, D., Price, D. & Sloman, D. (2022).
The current and future effects of climate change on health in the UK.
Longevity Science Panel.
Other
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).
Report
Millossovich, P., Haberman, S., Kaishev, V. K. , Baxter, S., Gaches, A., Gunnlaugsson, S. & Sison, M. (2014). Longevity Basis Risk A methodology for assessing basis risk. Institute and Faculty of Actuaries (IFA) , Life and Longevity Markets Association (LLMA).
Working Paper
Haberman, S. & Piscopo, G. (2010). Surplus analysis for variable annuities with a GMDB option (Actuarial Research Paper No. 193). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Butt, Z. & Haberman, S. (2010). A comparative study of parametric mortality projection models (Actuarial Research Paper No. 196). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Ballotta, L. & Haberman, S. (2009). Investment Strategies and Risk Management for Participating Life Insurance Contracts. London: SSRN.
Butt, Z. & Haberman, S. (2009). llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms (Actuarial Research Paper No. 190). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S. & Piscopo, G. (2008). Mortality risk and the valuation of annuities with guaranteed minimum death benefit options: application to the Italian population (Actuarial Research Paper No. 187). 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.
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2006). Geometrically designed, variable knot regression splines: variation diminish optimality of knots (Statistical Research Paper No. 29). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2006). Geometrically designed, variable know regression splines: asymptotics and inference (Statistical Research Paper No. 28). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Ballotta, L., Esposito, G. & Haberman, S. (2006). Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk (Actuarial Research Paper No. 176). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Emms, P., Haberman, S. & Savoulli, I. (2006). Optimal strategies for pricing general insurance (Actuarial Research Paper No. 171). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Emms, P. & Haberman, S. (2005). Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Actuarial Research Paper No. 163). London, UK: Faculty of Actuarial Science & Insurance, City University London, ISSN 0167-6687.
Haberman, S. & Russolillo, M. (2005). Lee Carter mortality forecasting: application to the Italian population (Actuarial Research Paper No. 167). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K., Haberman, S. & Dimitrova, D. S. (2005). Modelling the joint distribution of competing risks survival times using copula functions (Actuarial Research Paper No. 164). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2005). Mortality reduction factors incorporating cohort effects (Actuarial Research Paper No. 160). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Gerrard, R. J. G., Haberman, S. & Vigna, E. (2005). The management of de-cumulation risks in a defined contribution environment (Actuarial Research Paper No. 161). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J. (2004). Automatic, computer aided geometric design of free-knot, regression splines (Statistical Research Paper No. 24). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2003). Lee-Carter mortality forecasting incorporating bivariate time series (Actuarial Research Paper No. 153). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S., Ballotta, L. & Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts (Actuarial Research Paper No. 146). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Butt, Z. & Haberman, S. (2002). Application of frality-based mortality models to insurance data (Actuarial Research Paper No. 142). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2002). Lee-Carter mortality forecasting, a parallel GLM approach, England & Wales mortality projections (Actuarial Research Paper No. 140). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S., Butt, Z. & Rickayzen, B. D. (2001). Multiple state models, simulation and insurer insolvency (Actuarial Research Paper No. 136). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2001). On the forecasting of mortality reduction factors (Actuarial Research Paper No. 135). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Owadally, M. I & Haberman, S. (2000). Asset valuation and amortization of asset gains and losses defined benefit pension plans (Actuarial Research Paper No. 132). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Owadally, M. I & Haberman, S. (2000). Asset valuation and the dynamics of pension funding with random investment returns (Actuarial Research Paper No. 131). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Owadally, M. I & Haberman, S. (2000). Efficient amortization of Actuarial gains/losses and optimal funding in pension plans (Actuarial Research Paper No. 133). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2000). Modelling for mortality reduction factors (Actuarial Research Paper No. 127). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Velmachos, D. & Haberman, S. (1999). Moving average models for interest rates applications to life insurance mathematics (Actuarial Research Paper No. 119). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (1999). Observations on the proposed new mortality tables based on the 1991-94 experience for male permanent assurances (Actuarial Research Paper No. 118). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (1999). An empirical study of claim and sickness inception transition intensities (aspects of the UK permanent health insurance experience) (Actuarial Research Paper No. 121). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Megaloudi, C. & Haberman, S. (1998). Contribution and solvency risk in a defined benefit pension scheme (Actuarial Research Paper No. 114). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (1998). Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities (Actuarial Research Paper No. 113). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Yakoubov, Y. H. & Haberman, S. (1998). Review of actuarial applications of fuzzy set theory (Actuarial Research Paper No. 105). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S. (1998). Stochastic modelling of pension scheme dynamics (Actuarial Research Paper No. 106). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S. & Smith, D. (1997). Stochastic investment modelling and pension funding: a simulation based analysis (Actuarial Research Paper No. 102). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S. (1996). Landmarks in the history of actuarial science (up to 1919) (Actuarial Research Paper No. 84). London, UK: Faculty of Actuarial Science & Insurance, City University London.