Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2014
Agbeko, T., Hiabu, M., Miranda, M. D. M. , Nielsen, J. P. & Verrall, R. J. (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. & Rickayzen, B. D. (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 (Unpublished Doctoral thesis, City, University of London)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. & Mortera, J. (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. & Russolillo, M. (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. , Russolillo, M. & Trapani, L. (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. & Pérez-Marín, A. M. (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. & Pérez-Marín, A. M. (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. & Radice, R. 
ORCID: 0000-0002-6316-3961 (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. & Sperlich, S. (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. , Baxter, S., Gaches, A., Gunnlaugsson, S. & Sison, M. (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. & Bryce, C. ORCID: 0000-0002-9856-7851 (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