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Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2018

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Number of items: 43.

A

Ashby, S., Bryce, C. ORCID: 0000-0002-9856-7851 and Ring, P. (2018). Risk and the Strategic Role of Leadership. London, UK: ACCA.

Asimit, A.V. and Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), pp. 778-790. doi: 10.1016/j.ejor.2017.12.026

Asimit, A.V., Gao, T., Hu, J. and Kim, E. (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472

Asimit, A.V. ORCID: 0000-0002-7706-0066, Gao, T., Hu, J. and Kim, E. (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472

Asimit, A.V. and Li, J. (2018). Measuring the Tail Risk: An Asymptotic Approach. Journal of Mathematical Analysis and Applications, 463(1), pp. 176-197. doi: 10.1016/j.jmaa.2018.03.019

Ayuso, M., Guillén, M. and Nielsen, J. P. (2018). Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. Transportation, doi: 10.1007/s11116-018-9890-7

B

Bacinello, A. R., Chen, A. and Millossovich, P. ORCID: 0000-0001-8269-7507 (2018). The impact of longevity and investment risk on a portfolio of life insurance liabilities. European Actuarial Journal, doi: 10.1007/s13385-018-0175-5

Bacinello, A. R., Millossovich, P. and Chen, A. (2018). Longevity impact on life insurers in low interest rate environment. The European Actuary, 18(2018), pp. 16-18.

Barakat, A., Ashby, S., Fenn, P. and Bryce, C. ORCID: 0000-0002-9856-7851 (2018). Operational Risk and Reputation in Financial Institutions: Does Media Tone Make a Difference?. Journal of Banking and Finance, 98, pp. 1-24. doi: 10.1016/j.jbankfin.2018.10.007

Bolance, C., Guillén, M., Nielsen, J. P. and Thuring, F. (2018). Exposure to risk and zero accident claims in automobile insurance. Risks, 6(1), 9.. doi: 10.3390/risks6010009

Braumoeller, B. F., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 and Bradshaw, A. E. (2018). Flexible Causal Inference for Political Science. Political Analysis, 26(1), pp. 54-71. doi: 10.1017/pan.2017.29

Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. and Lucey, B. (2018). To truly judge the quality of research, read it. Time Higher Education,

C

Chen, R. and Millossovich, P. (2018). Sex-specific mortality forecasting for UK countries: a coherent approach. European Actuarial Journal, 8(1), pp. 69-95. doi: 10.1007/s13385-017-0164-0

Chronopoulos, M., Panaousis, E. and Grossklags, J. (2018). An Options Approach to Cybersecurity Investment. IEEE Access, 6, pp. 12175-12186. doi: 10.1109/ACCESS.2017.2773366

D

D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759, Sagoo, P. and Sibillo, M. (2018). De-risking strategy: Longevity spread buy-in. Insurance Mathematics and Economics, 79, pp. 124-136. doi: 10.1016/j.insmatheco.2018.01.004

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K. and Ignatov, Z. G. (2018). Ruin and Deficit Under Claim Arrivals with the Order Statistics Property. Methodology and Computing in Applied Probability, doi: 10.1007/s11009-018-9669-5

Donnelly, C., Guillén, M., Nielsen, J. P. and Pérez-Marín, A. M. (2018). Implementing individual savings decisions for retirement with bounds on wealth. ASTIN Bulletin, 48(1), pp. 111-137. doi: 10.1017/asb.2017.34

F

Filippou, P., Kneib, T., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2018). A trivariate additive regression model with arbitrary link functions and varying correlation matrix. Journal of Statistical Planning and Inference, 199, pp. 236-248. doi: 10.1016/j.jspi.2018.07.002

G

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23, doi: 10.1017/s135732171800020x

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion. British Actuarial Journal, 23(e29), doi: 10.1017/S1357321718000272

Gámiz Pérez, M. L., Martinez-Miranda, M. D. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Multiplicative local linear hazard estimation and best one-sided cross-validation. Journal of Machine Learning, 19, pp. 1-29.

H

Haberman, S. ORCID: 0000-0003-2269-9759 and Shang, H.L. (2018). Model confidence sets and forecast combination: an application to age-specific mortality. Genus, 74(19), doi: 10.1186/s41118-018-0043-9

Hu, J. (2018). Theoretical and empirical study on optimal insurance and reinsurance design. (Unpublished Doctoral thesis, City, University of London)

K

Krummaker, S. ORCID: 0000-0003-2471-8175 and Thomann, C. (2018). Aspekte der Versicherung von Unternehmen. In: Schulenburg, J. (Ed.), Festschrift for Prof. dr. J.-Matthias Graf von der Schulenburg. (pp. 95-127). Karlsruhe: Verlag Versicherungswissenschaft. ISBN 978-3-96329-039-8

L

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Park, B. P. (2018). In-sample forecasting: A brief review and new algorithms. ALEA - Latin American Journal of Probability and Mathematical Statistics, 15, pp. 875-895. doi: 10.30757/ALEA.v15-33

M

Margraf, C., Elpidorou, V. and Verrall, R. J. (2018). Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data. Insurance: Mathematics and Economics, 80, pp. 54-65. doi: 10.1016/j.insmatheco.2018.03.001

Mayhew, L. (2018). The Dependency Trap - are we fit enough to face the future?. London: Centre for the Study of Financial Innovation (CSFI).

Mayhew, L., Smith, D. and Wright, I. D. (2018). The effect of longevity drift and investment volatility on income sufficiency in retirement. Insurance: Mathematics and Economics, 78, pp. 201-211. doi: 10.1016/j.insmatheco.2017.09.013

Millossovich, P., Villegas, A.M. and Kaishev, V. K. (2018). StMoMo: An R Package for Stochastic Mortality Modelling. Journal of Statistical Software, 84(3), doi: 10.18637/jss.v084.i03

O

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. and Wright, I. D. (2018). The Insurance Industry as a Complex Social System: Competition, Cycles, and Crises. Journal of Artificial Societies and Social Simulation, 21(4), 2.. doi: 10.18564/jasss.3819

P

Pesenti, S. M. (2018). Robustness and sensitivity of risk evaluations. (Unpublished Doctoral thesis, Cass Business School, City, University of London)

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2018.09.001

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). .

Pesenti, S. M., Millossovich, P. and Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X and Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200.

R

Rickayzen, B. D. ORCID: 0000-0002-0433-0870, Klohn, F. and Karlsson, M. (2018). The Role of Heterogeneous Parameters for the Detection of Selection in Insurance Contracts. Insurance: Mathematics and Economics, 83, pp. 110-121. doi: 10.1016/j.insmatheco.2018.08.002

T

Tsanakas, A. and Cabantous, L. (2018). The Model Ajar: Building Rationality Infrastructures within Insurance Organizations. .

W

Wang, Z., Zhu, R. ORCID: 0000-0002-9944-0369, Fukui, K. and Xue, J-H. (2018). Cone-based joint sparse modelling for hyperspectral image classification. Signal Processing, 144, pp. 417-429. doi: 10.1016/j.sigpro.2017.11.001

Wojtys, M., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2018). Copula based generalized additive models for location, scale and shape with non-random sample selection. Computational Statistics and Data Analysis, 127, pp. 1-14. doi: 10.1016/j.csda.2018.05.001

Z

Zhu, R. ORCID: 0000-0002-9944-0369, Dong, M. and Xue, J-H. (2018). Learning distance to subspace for the nearest subspace methods in high-dimensional data classification. Information Sciences, 481, pp. 69-80. doi: 10.1016/j.ins.2018.12.061

Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Z., Ma, Z., Wang, G. and Xue, J-H. (2018). LRID: A new metric of multi-class imbalance degree based on likelihood-ratio test. Pattern Recognition Letters, 116, pp. 36-42. doi: 10.1016/j.patrec.2018.09.012

Zhu, R. ORCID: 0000-0002-9944-0369, Zhou, F. and Xue, J-H. (2018). MvSSIM: A quality assessment index for hyperspectral images. Neurocomputing, 272, pp. 250-257. doi: 10.1016/j.neucom.2017.06.073

Zhu, R., Zhou, F., Yang, W. and Xue, J-H. (2018). On Hypothesis Testing for Comparing Image Quality Assessment Metrics [Tips & Tricks]. IEEE Signal Processing Magazine, 35(4), pp. 133-136. doi: 10.1109/MSP.2018.2829209

This list was generated on Thu Sep 23 04:30:56 2021 UTC.