Article

Denuit, M., Haberman, S. and Renshaw, A. E. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315-327. doi: 10.1017/S147474721400050X

Haberman, S. and 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. and 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

Denuit, M., Haberman, S. and Renshaw, A. E. (2011). Longevity-indexed annuities. North American Actuarial Journal, 15(1), pp. 97-111. doi: 10.1080/10920277.2011.10597611

Denuit, M., Haberman, S. and 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. and 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

Working Paper

Renshaw, A. E. and 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.

Renshaw, A. E. and Haberman, S. (2005). Mortality reduction factors incorporating cohort effects (Actuarial Research Paper No. 160). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Renshaw, A. E. and 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.

Renshaw, A. E. and 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.

Renshaw, A. E. and 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.

Renshaw, A. E. and Haberman, S. (2000). Modelling for mortality reduction factors (Actuarial Research Paper No. 127). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Renshaw, A. E. and 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. and 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.

Renshaw, A. E. and 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.