Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2008
Article
Asimit, A.V. & Jones, B. (2008). Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. ASTIN Bulletin, 38(1), pp. 147-159. doi: 10.2143/ast.38.1.2030407
Asimit, A.V. & Jones, B. (2008). Dependence and the asymptotic behavior of large claims reinsurance. Insurance: Mathematics and Economics, 43(3), pp. 407-411. doi: 10.1016/j.insmatheco.2008.08.007
Butt, Z., Haberman, S., Verrall, R. J. & Wass, V. (2008). Calculating compensation for loss of future earnings: estimating and using work life expectancy. Journal of the Royal Statistical Society: Series A (Statistics in Society), 171(4), pp. 763-805. doi: 10.1111/j.1467-985x.2007.00539.x
Delong, L., Gerrard, R. J. G. & Haberman, S. (2008). Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Insurance: Mathematics and Economics, 42(1), pp. 107-118. doi: 10.1016/j.insmatheco.2007.01.005
Emms, P. & Haberman, S. (2008). Income drawdown schemes for a defined-contribution pension plan. Journal Of Risk And Insurance, 75(3), pp. 739-761. doi: 10.1111/j.1539-6975.2008.00282.x
Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2008). Toll optimisation on river crossings serving large cities. Transportation Research Part A: Policy and Practice, 42(1), pp. 28-47. doi: 10.1016/j.tra.2007.06.011
Kaishev, V. K., Dimitrova, D. S. & Ignatov, Z. G. (2008). Operational risk and insurance: a ruin probabilistic reserving approach. JOURNAL OF OPERATIONAL RISK, 3(3), pp. 39-60. doi: 10.21314/jop.2008.047
Kuang, D., Nielsen, B. & Nielsen, J. P. (2008). Identification of the age-period-cohort model and the extended chain-ladder model. Biometrika, 95(4), pp. 979-986. doi: 10.1093/biomet/asn026
Luciano, E., Spreeuw, J. & Vigna, E. (2008). Modelling stochastic mortality for dependent lives. Insurance: Mathematics and Economics, 43(2), pp. 234-244. doi: 10.1016/j.insmatheco.2008.06.005
Tsanakas, A. (2008). Risk measurement in the presence of background risk. Insurance: Mathematics and Economics, 42(2), pp. 520-528. doi: 10.1016/j.insmatheco.2007.01.015
Thesis
Jho, J.H. (2008). Heavy tails and dependence with applications in insurance. (Unpublished Doctoral thesis, City, University of London)
Knight, R. A. (2008). Optimisation methods for staff scheduling and rostering: an employee-friendly approach. (Unpublished Doctoral thesis, City University London)