City Research Online

Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2006

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Authors | Type | No Grouping
Jump to: Article | Report | Thesis
Number of items: 5.

Article

Gerrard, R. J. G., Haberman, S. and Vigna, E. (2006). The Management of Decumulation Risks in a Defined Contribution Pension Plan. North American Actuarial Journal, 10(1), pp. 84-110. doi: 10.1080/10920277.2006.10596241

Landsman, Z. and Tsanakas, A. (2006). Stochastic ordering of bivariate elliptical distributions. Statistics and Probability Letters, 76(5), pp. 488-494. doi: 10.1016/j.spl.2005.08.016

Tsanakas, A. and Christofides, N. (2006). Risk exchange with distorted probabilities. Astin Bulletin, 36(1), pp. 219-243. doi: 10.2143/AST.36.1.2014150

Report

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006). Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference (Statistical Research Paper No. 28). Cass Business School, City University, London.

Thesis

Khalil, D. (2006). Dynamic pension funding models. (Unpublished Doctoral thesis, City University London)

This list was generated on Sat Oct 23 04:29:31 2021 UTC.