Items where City Author is "Qbal, I."
Article
Jang, C., Clare, A. 
ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2024).
Liability-Driven Investment for Pension Funds: Stochastic Optimization with Real Assets.
Risk Management, 26(3),
article number 12.
doi: 10.1057/s41283-024-00141-9
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),
article number 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),
article number 2.
doi: 10.18564/jasss.4768
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),
article number 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