City Research Online

Items where City Author is "Qbal, I."

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Number of items: 13.

Article

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2022). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance, 21(4), pp. 565-581. doi: 10.1017/S1474747221000251

Spreeuw, J. ORCID: 0000-0002-5838-9085, Owadally, I. ORCID: 0000-0002-0830-3554 & Kashif, M. (2022). Projecting mortality rates using a Markov chain. Mathematics, 10(7), 1162. doi: 10.3390/math10071162

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), 2.

Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A. ORCID: 0000-0002-4180-6778 & Kashif, M. (2021). Lifetime consumption and investment with housing, deferred annuities and home equity release. Quantitative Finance, 22(1), pp. 129-145. doi: 10.1080/14697688.2021.1993624

Owadally, I. ORCID: 0000-0002-0830-3554, Ram, R. & Regis, L. (2021). An analysis of the Dutch-style pension plans proposed by UK policy-makers. Journal of Social Policy, 51(2), pp. 325-345. doi: 10.1017/S0047279421000155

Owadally, I. ORCID: 0000-0002-0830-3554, Mwizere, J-R., Kalidas, N. , Murugesu, K. & Kashif, M. (2021). Long-term Sustainable Investment for Retirement. Sustainability, 13(9), 5000. doi: 10.3390/su13095000

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. ORCID: 0000-0002-1883-7971 & Clare, A. ORCID: 0000-0002-4180-6778 (2021). Optimal Investment for a Retirement Plan with Deferred Annuities. Insurance: Mathematics and Economics, 98, pp. 51-62. doi: 10.1016/j.insmatheco.2021.02.001

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. & Clare, A. (2021). Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. European Journal of Operational Research, 295(3), pp. 1132-1146. doi: 10.1016/j.ejor.2021.03.052

Boyer, M. M. & Owadally, I. (2015). Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of our Imagination?. The Geneva Papers on Risk and Insurance - Issues and Practice, 40(2), pp. 232-255. doi: 10.1057/gpp.2014.12

Owadally, I. (2014). Tail risk in pension funds: An analysis using ARCH models and bilinear processes. Review of Quantitative Finance and Accounting, 43(2), pp. 301-331. doi: 10.1007/s11156-013-0373-9

Owadally, I. & Landsman, Z. (2013). A characterization of optimal portfolios under the tail mean-variance criterion. Insurance: Mathematics and Economics, 52(2), pp. 213-221. doi: 10.1016/j.insmatheco.2012.12.004

Owadally, I. (2012). An improved closed-form solution for the constrained minimization of the root of a quadratic functional. Journal of Computational and Applied Mathematics, 236(17), pp. 4428-4435. doi: 10.1016/j.cam.2012.04.014

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

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