Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2014
Agbeko, T., Hiabu, M., Miranda, M. D. M. (2014). Validating the double chain ladder stochastic claims reserving model. Variance: advancing the science of risk, 8(2), pp. 138-160.
Ashwell, M., Mayhew, L., Richardson, J. (2014). Waist-to-Height Ratio Is More Predictive of Years of Life Lost than Body Mass Index. PLoS One, 9(9), article number e103483. doi: 10.1371/journal.pone.0103483
Bacinello, A. R., Millossovich, P. & Montealegre, A. (2014). The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Scandiavian Actuarial Journal, 2016(5), pp. 446-465. doi: 10.1080/03461238.2014.954608
Butt, Z. (2014). A Study of Actuarial Models for Insurance Based Applications. (Unpublished Doctoral thesis, City, University of London)
Cowell, R., Graversen, T., Lauritzen, S. L. (2014). Analysis of forensic DNA mixtures with artefacts. Journal of the Royal Statistical Society. Series C: Applied Statistics, 64(1), pp. 1-48. doi: 10.1111/rssc.12071
Cowell, R. & Smith, J. Q. (2014). Causal discovery through MAP selection of stratified chain event graphs. Electronic Journal of Statistics, 8(1), pp. 965-997. doi: 10.1214/14-ejs917
D'Amato, V., Haberman, S., Piscopo, G. (2014). Computational framework for longevity risk management. Computational Management Science, 11(1-2), pp. 111-137. doi: 10.1007/s10287-013-0178-2
D'Amato, V., Haberman, S., Piscopo, G. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139-149. doi: 10.1080/10920277.2013.875884
Dimitrova, D. S., Kaishev, V. K. & Haberman, S. (2014). Improved estimation of mortality and life expectancy for each constituent country of the UK and beyond. Research Excellence Framework (REF).
Gerrard, R. J. G., Guillén, M., Nielsen, J. P. (2014). Long-run savings and investment strategy optimization. The Scientific World Journal, 2014, pp. 1-13. doi: 10.1155/2014/510531
Guillén, M., Jarner, S. F., Nielsen, J. P. (2014). Risk-adjusted impact of administrative costs on the distribution of terminal wealth for long-term investment. Scientific World Journal, 2014, pp. 1-12. doi: 10.1155/2014/521074
Haslip, G. G. & Kaishev, V. K. (2014). Lookback option pricing using the Fourier transform B-spline method. Quantitative Finance, 14(5), pp. 789-803. doi: 10.1080/14697688.2014.882010
Ieva, F., Marra, G., Paganoni, A. M. (2014). A Semiparametric Bivariate Probit Model for Joint Modeling of Outcomes in STEMI Patients. Computational and Mathematical Methods in Medicine, 2014, pp. 1-7. doi: 10.1155/2014/240435
Kim, E-S. & Glass, C. (2014). Perfect periodic scheduling for three basic cycles. Journal of Scheduling, 17(1), pp. 47-65. doi: 10.1007/s10951-013-0331-3
Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. (2014). Further theoretical and practical insight to the do-validated bandwidth selector. Journal of the Korean Statistical Society, 43(3), pp. 355-365. doi: 10.1016/j.jkss.2013.11.001
Marra, G., Radice, R. 
ORCID: 0000-0002-6316-3961 & Missiroli, S. (2014).
Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.
Computational Statistics, 29(3-4),
pp. 715-741.
doi: 10.1007/s00180-013-0458-x
Martinez-Miranda, M. D., Nielsen, B. & Nielsen, J. P. (2014). Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality. Journal of the Royal Statistical Society. Series A: Statistics in Society, 178(1), pp. 29-55. doi: 10.1111/rssa.12051
Mayhew, L. & O'Leary, D. (2014). Unlocking the potential. UK: Demos.
Mayhew, L. & Smith, D. (2014). Personal Care Savings Bonds: A New Way of Saving Towards Social Care in Later Life. The Geneva Papers On Risk And Insurance: Issues And Practice, 39(4), pp. 668-692. doi: 10.1057/gpp.2014.30
Mayhew, L. & Smith, D. (2014). The UK Equity Bank - Towards income security in old age. The International Longevity Centre - UK (ILC-UK).
Millossovich, P., Haberman, S., Kaishev, V. K. (2014). Longevity Basis Risk A methodology for assessing basis risk. Institute and Faculty of Actuaries (IFA) , Life and Longevity Markets Association (LLMA).
Nielsen, B. & Nielsen, J. P. (2014). Identification and forecasting in mortality models. The Scientific World Journal, 2014, pp. 1-24. doi: 10.1155/2014/347043
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
Spreeuw, J. (2014). Archimedean copulas derived from utility functions. Insurance: Mathematics and Economics, 59, pp. 235-242. doi: 10.1016/j.insmatheco.2014.10.002
Villegas, A. & Haberman, S. (2014). On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. North American Actuarial Journal, 18(1), pp. 168-193. doi: 10.1080/10920277.2013.866034
Webb, R., Watson, D., Ring, P. (2014). Pension Confusion, Uncertainty and Trust in Scotland: An Empirical Analysis. Journal of Social Policy, 43(3), pp. 595-613. doi: 10.1017/s0047279414000051
Zaks, Y. & Tsanakas, A. (2014). Optimal capital allocation in a hierarchical corporate structure. Insurance: Mathematics and Economics, 56(1), pp. 48-55. doi: 10.1016/j.insmatheco.2014.02.009
Zhao, Shouqi (2014). Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications. (Unpublished Doctoral thesis, City University London)
Zhu, R. ORCID: 0000-0002-9944-0369, Dong, M. & Xue, J-H. (2014).
Spectral non-local restoration of hyperspectral images with low-rank property.
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 8(6),
pp. 3062-3067.
doi: 10.1109/jstars.2014.2370062
