City Research Online

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Asimit, A.V., Badescu, A., Siu, T. K. & Zinchenko, Y.view all authors (2015). Capital Requirements and Optimal Investment with Solvency Probability Constraints. IMA Journal of Management Mathematics, 26(4), pp. 345-375. doi: 10.1093/imaman/dpt029

Asimit, A.V. & Chen, Y. (2015). Asymptotic results for conditional measures of association of a random sum. Insurance: Mathematics and Economics, 60, pp. 11-18. doi: 10.1016/j.insmatheco.2014.10.012

Asimit, A.V., Chi, Y. & Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, pp. 227-237. doi: 10.1016/j.insmatheco.2015.09.006

Asimit, A.V., Hashorva, E. & Kortschak, D. (2015). Aggregation of randomly weighted large risks. IMA Journal of Management Mathematics, 28(3), doi: 10.1093/imaman/dpv020

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Boyer, M. M. & Owadally, I. (2015). Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of our Imagination?. The Geneva Papers on Risk and Insurance - Issues and Practice, 40(2), pp. 232-255. doi: 10.1057/gpp.2014.12

Boyko, V., Dubrovina, N., Zamiatin, P. , Gerrard, R. J. G., Gurov, A., Sushkov, S., Lazirskiy, V., Ivanova, Y. & Zamiatin, D.view all authors (2015). The Analysis of Injuries and Mortality Risks Level as a Result of Road Accident in Regions of the Central and Eastern Europe. International Journal of Managerial Studies and Research, 3(8), pp. 85-94.

Boyko, V., Dubrovina, N., Zamyatin, P. , Gerrard, R. J. G., Savvi, S., Lazirskiy, V., Ghydetskyy, V., Sinelnikov, A., Zamiatin, D., Kolesnikova, O. & Shaprynskyy, E.view all authors (2015). Epidemiology and Forecast of the Prevalence of Esophageal Cancer in the Countries of Central and Eastern Europe. Procedia Economics and Finance, 24, pp. 93-100. doi: 10.1016/S2212-5671(15)00622-X

Bryce, C. ORCID: 0000-0002-9856-7851, Dadoukis, A., Hall, M. , Nguyen, L. & Simper, R.view all authors (2015). An analysis of loan loss provisioning behaviour in Vietnamese banking. Finance Research Letters, 14, pp. 69-75. doi: 10.1016/j.frl.2015.05.014

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Danesi, I. L., Haberman, S. & Millossovich, P. (2015). Forecasting mortality in subpopulations using Lee-Carter type models: A comparison. Insurance: Mathematics and Economics, 62, pp. 151-161. doi: 10.1016/j.insmatheco.2015.03.010

Denuit, M., Haberman, S. & Renshaw, A. E. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315-327. doi: 10.1017/s147474721400050x

Dimitrova, D. S., Ignatov, Z. G. & Kaishev, V. K. (2015). Ruin and deficit at ruin under an extended order statistics risk process. Paper presented at the IME 2015, 24-26 Jun 2015, Liverpool, UK.

Dimitrova, D. S., Kaishev, V. K. & Zhao, S. (2015). Modeling Finite-Time Failure Probabilities in Risk Analysis Applications. Risk Analysis, 35(10), pp. 1919-1939. doi: 10.1111/risa.12384

Donnelly, C., Gerrard, R. J. G., Montserrat, G. & Nielsen, J. P.view all authors (2015). Less is more: increasing retirement gains by using an upside terminal wealth constraint. Insurance: Mathematics and Economics, 64(Septem), pp. 259-267. doi: 10.1016/j.insmatheco.2015.06.003

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Haslip, G. G. & Kaishev, V. K. (2015). A Novel Fourier Transform B-spline Method for Option Pricing. Journal of Computational Finance, 19(1), pp. 41-74.

Hatzopoulos, P. & Haberman, S. (2015). Modeling trends in cohort survival probabilities. Insurance: Mathematics and Economics, 64, pp. 162-179. doi: 10.1016/j.insmatheco.2015.05.009

Hiabu, M., Miranda, M. D. M., Nielsen, J. P. , Spreeuw, J., Tanggaard, C. & Villegas, A.view all authors (2015). Global Polynomial Kernel Hazard Estimation. Revista Colombiana de Estadística, 38(2), pp. 399-411. doi: 10.15446/rce.v38n2.51668

Hunt, A. (2015). Mortality modelling and longevity risk management. (Unpublished Doctoral thesis, City University London)

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Kim, E-S. & Glass, C. (2015). Perfect periodic scheduling for binary tree routing in wireless networks. European Journal of Operational Research, 247(2), pp. 389-400. doi: 10.1016/j.ejor.2015.05.031

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Li, J. & Haberman, S. (2015). On the effectiveness of natural hedging for insurance companies and pension plans. Insurance: Mathematics and Economics, 61, pp. 286-297. doi: 10.1016/j.insmatheco.2015.01.009

López-Montoya, A.J., Gámiz-Pérez, M.L. & Martinez-Miranda, M. D. (2015). Local linear smoothing to estimate accelerated lifetime model with censoring and truncation. Applied Mathematical Modelling, 39(16), pp. 4630-4645. doi: 10.1016/j.apm.2015.03.063

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Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P. (2015). In-Sample Forecasting Applied to Reserving and Mesothelioma Mortality. Insurance: Mathematics and Economics, 61, pp. 76-86. doi: 10.1016/j.insmatheco.2014.12.001

Martinez-Miranda, M. D., Nielsen, J. P., Verrall, R. J. & Wüthrich, M. V.view all authors (2015). Double chain ladder, claims development inflation and zero-claims. Scandinavian Actuarial Journal, 2015(5), pp. 383-405. doi: 10.1080/03461238.2013.823459

Mayhew, L. & Smith, D. (2015). A jam-jar model of life expectancy and limits to life. International Longevity Centre - UK (ILC-UK).

Mayhew, L., Smith, D. & Wright, I. D. (2015). Pension pots and how to survive them. London: International Longevity Centre (ILC-UK).

McGovern, M. E., Baernighausen, T., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2015). On the Assumption of Bivariate Normality in Selection Models A Copula Approach Applied to Estimating HIV Prevalence. Epidemiology, 26(2), pp. 229-237. doi: 10.1097/ede.0000000000000218

McGovern, M. E., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 , Canning, D., Newell, M-L. & Bärnighausen, T.view all authors (2015). Adjusting HIV prevalence estimates for non-participation: an application to demographic surveillance. Journal of the International AIDS Society, 18(1), article number 19954. doi: 10.7448/ias.18.1.19954

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Nielsen, J. P., Young, K., Mammen, E. & Byeong, U. Pview all authors (2015). Asymptotics for In-Sample Density Forecasting. Annals of Statistics, 43(2), pp. 620-651. doi: 10.1214/14-aos1288

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Scholz, M., Nielsen, J. P. & Sperlich, S. (2015). Nonparametric Prediction of Stock Returns Based on Yearly Data: The Long-Term View. Insurance: Mathematics and Economics, 65(Novemb), pp. 143-155. doi: 10.1016/j.insmatheco.2015.09.011

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Verrall, R. J. & Wüthrich, M. V. (2015). Parameter Reduction in Log-normal Chain-ladder Models. European Actuarial Journal, 5(2), pp. 355-380. doi: 10.1007/s13385-015-0114-7

Villegas Ramirez, Andres (2015). Mortality: modelling, socio-economic differences and basis risk. (Unpublished Doctoral thesis, City University London)

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Wang, R., Bignozzi, V. & Tsanakas, A. (2015). How Superadditive Can a Risk Measure Be?. SIAM Journal on Financial Mathematics, 6(1), pp. 776-803. doi: 10.1137/140981046

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Zanin, L., Radice, R. ORCID: 0000-0002-6316-3961 & Marra, G. (2015). Modelling the impact of women's education on fertility in Malawi. Journal of Population Economics, 28(1), pp. 89-111. doi: 10.1007/s00148-013-0502-8