City Research Online

Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2012

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Number of items: 17.

Bignozzi, Valeria (2012). Contributions to solvency risk measurement. (Unpublished Doctoral thesis, City University London)

Dhaene, J., Tsanakas, A., Valdez, E. A. (2012). Optimal Capital Allocation Principles. Journal of Risk and Insurance, 79(1), pp. 1-28. doi: 10.1111/j.1539-6975.2011.01408.x

England, P. D., Verrall, R. J. & Wüthrich, M. V. (2012). Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method. Annals of Actuarial Science, 6(2), pp. 258-283. doi: 10.1017/s1748499512000012

Harper, G. & Mayhew, L. (2012). Applications of Population Counts Based on Administrative Data at Local Level. Applied Spatial Analysis and Policy, 5(3), pp. 183-209. doi: 10.1007/s12061-011-9062-z

Harper, G. & Mayhew, L. (2012). Using Administrative Data to Count Local Populations. Applied Spatial Analysis and Policy, 5(2), pp. 97-122. doi: 10.1007/s12061-011-9063-y

Jarzabkowski, P., Bednarek, G., Burke, G. (2012). Beyond Borders: Charting the Changing Global Reinsurance Landscape. Cass Business School, City University London.

Landsman, Z. & Tsanakas, A. (2012). Parameter Uncertainty in Exponential Family Tail Estimation. ASTIN Bulletin, 42(1), pp. 123-152. doi: 10.2143/AST.42.1.2160738

Martinez-Miranda, M. D., Nielsen, J. P. & Verrall, R. J. (2012). Double Chain Ladder. ASTIN Bulletin, 42(1), pp. 59-76. doi: 10.2143/AST.42.1.216071

Martinez-Miranda, M. D., Nielsen, J. P. & Wuethrich, M. V. (2012). Statistical modelling and forecasting of outstanding liabilities in non-life insurance. SORT, 36(2), pp. 195-218.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2012). The UK Care Economy: Improving outcomes for carers. UK: Carers UK.

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, M. I (2012). How to get the most from your piggy bank. InBusiness, 17, p. 34.

Sturdy, P., Bremner, S., Harper, G. (2012). Impact of asthma on educational attainment in a socioeconomically deprived population: a study linking health, education and social care datasets. PLoS One, 7(11), article number e43977. doi: 10.1371/journal.pone.0043977

Thuring, Fredrik (2012). Multivariate credibility with application to cross-selling financial services products. (Unpublished Doctoral thesis, City University London)

Tsanakas, A. (2012). Modelling: The elephant in the room. The Actuary, 2012(Septem),

Verrall, R. J., Hossjer, O. & Bjorkwall, S. (2012). Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods. ASTIN Bulletin, 42(1), pp. 35-58. doi: 10.2143/AST.42.1.2160711

Verrall, R. J. & Wüthrich, M. V. (2012). Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. North American Actuarial Journal, 16(2), pp. 240-259. doi: 10.1080/10920277.2012.10590639

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