Article

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. and Wright, I. D. (2021). Quantifying Loss Aversion: Evidence from a UK Population Survey. Journal of Risk and Uncertainty,

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (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. and Wright, I. D. (2019). Time Series Data Mining with an Application to the Measurement of Underwriting Cycles. North American Actuarial Journal,

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. and 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), 2.. doi: 10.18564/jasss.3819

Mayhew, L., Smith, D. and 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

Blake, D., Wright, I. D. and 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. and 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

Monograph

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

Report

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

Working Paper

Blake, D., Wright, I. D. and 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. and 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.