City Research Online

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

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2019). Quantifying Loss Aversion: Evidence from a UK Population Survey (PI-1912). London, UK: Pensions Institute.

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R. , Lin, J. & Wright, I. D.view all authors (2019). An agent-based system with temporal data mining for monitoring financial stability on insurance markets. Expert Systems with Applications, 123, pp. 270-282. doi: 10.1016/j.eswa.2019.01.049

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R. , Lin, J. & Wright, I. D.view all authors (2019). Time Series Data Mining with an Application to the Measurement of Underwriting Cycles. North American Actuarial Journal, 23(3), pp. 469-484. doi: 10.1080/10920277.2019.1570468

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. & Wright, I. D. (2018). The Insurance Industry as a Complex Social System: Competition, Cycles, and Crises. Journal of Artificial Societies and Social Simulation, 21(4), article number 2. doi: 10.18564/jasss.3819

Mayhew, L., Smith, D. & Wright, I. D. (2018). The effect of longevity drift and investment volatility on income sufficiency in retirement. Insurance: Mathematics and Economics, 78, pp. 201-211. doi: 10.1016/j.insmatheco.2017.09.013

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

Blake, D., Wright, I. D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001

Blake, D., Wright, I. D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001

Blake, D., Wright, I. D. & Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Chadburn, R. G. & Wright, I. D. (1999). The sensitivity of life office simulation outcomes to differences in asset model structure (Actuarial Research Paper No. 120). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Wright, I. D. (1998). A stochastic approach to pension scheme funding (Actuarial Research Paper No. 112). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Wright, I. D. (1998). A stochastic asset model using vector auto-regression (Actuarial Research Paper No. 108). London, UK: Faculty of Actuarial Science & Insurance, City University London.