Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2019
Article
Asimit, A.V. 
ORCID: 0000-0002-7706-0066, Hu, J. & Xie, Y. (2019).
Optimal Robust Insurance with a Finite Uncertainty Set.
Insurance: Mathematics and Economics, 87,
pp. 67-81.
doi: 10.1016/j.insmatheco.2019.03.009
Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A. (2019).
An efficient approach to quantile capital allocation and sensitivity analysis.
Mathematical Finance, 29(4),
pp. 1131-1156.
doi: 10.1111/mafi.12211
Ayuso, M., Guillén, M. & Nielsen, J. P. (2019). Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. Transportation, 46(3), pp. 735-752. doi: 10.1007/s11116-018-9890-7
Barakat, A., Ashby, S., Fenn, P. & Bryce, C. ORCID: 0000-0002-9856-7851 (2019).
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
Bischofberger, S., Hiabu, M., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019).
A comparison of in-sample forecasting methods.
Computational Statistics and Data Analysis, 137,
pp. 133-154.
doi: 10.1016/j.csda.2019.02.009
Bryce, C. ORCID: 0000-0002-9856-7851, Chmura, T., Webb, R. ORCID: 0000-0002-8862-6491 , Stiebale, J. & Cheevers, C. (2019).
Internally Reporting Risk in Financial Services: An Empirical Analysis.
Journal of Business Ethics, 156(2),
pp. 493-512.
doi: 10.1007/s10551-017-3530-6
Chen, A., Haberman, S. & Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance, 11(3), pp. 277-293. doi: 10.1108/rbf-10-2017-0102
Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. & Marino, Z. (2019).
A general framework for pricing Asian options under stochastic volatility on parallel architectures.
European Journal of Operational Research, 272(3),
pp. 1082-1095.
doi: 10.1016/j.ejor.2018.07.017
Cuthbertson, K., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. & Pantelous, A. A. (2019).
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy.
International Journal of Finance & Economics, 24(4),
pp. 1407-1408.
doi: 10.1002/ijfe.1738
D'Amato, V., Haberman, S. & Piscopo, G. (2019). The dependency premium based on a multifactor model for dependent mortality data. Communications in Statistics - Theory and Methods, 48(1), pp. 50-61. doi: 10.1080/03610926.2017.1366523
England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 & Wüthrich, M. V. (2019).
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins.
Insurance: Mathematics and Economics, 85,
pp. 74-88.
doi: 10.1016/j.insmatheco.2018.12.002
Espasandín-Domínguez, J., Cadarso-Suárez, C., Kneib, T. , Marra, G., Klein, N., Radice, R. ORCID: 0000-0002-6316-3961, Lado-Baleato, O., González Quintela, A & Gude, F. (2019).
Assessing the relationship between markers of glycemic control through flexible copula regression models.
Statistics in Medicine, 38(27),
pp. 5161-5181.
doi: 10.1002/sim.8358
Fang, L., Cheng, J. & Su, F. (2019). Interconnectedness and Systemic Risk: A Comparative Study Based on Systemically Important Regions. Pacific-Basin Finance Journal, 54, pp. 147-158. doi: 10.1016/j.pacfin.2019.02.007
Filippou, P., Kneib, T., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2019).
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
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019).
Communication and personal selection of pension saver's financial risk.
European Journal of Operational Research, 274(3),
pp. 1102-1111.
doi: 10.1016/j.ejor.2018.10.038
Giordano, G., Haberman, S. ORCID: 0000-0003-2269-9759 & Russolillo, M. (2019).
Coherent modeling of mortality patterns for age-specific subgroups.
Decisions in Economics and Finance, 42(1),
pp. 189-204.
doi: 10.1007/s10203-019-00245-y
Gomes, M., Radice, R., Camarena Brenes, J. & Marra, G. (2019). Copula selection models for non-Gaussian responses that are missing not at random. Statistics in Medicine, 38(3), pp. 480-496. doi: 10.1002/sim.7988
Guillén, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Ayuso, M. & Perez-Marin, A. M. (2019).
The use of telematics devices to improve automobile insurance rates.
Risk Analysis, 39(3),
pp. 662-672.
doi: 10.1111/risa.13172
Hillier, J. K., Saville, G., Smith, M. J. , Scott, A. J., Raven, E. K., Gascoigne, J., Slater, L., Quinn, N., Tsanakas, A. ORCID: 0000-0003-4552-5532, Souch, C., Leckebusch, G. C., Macdonald, N., Loxton, J., Wilebore, R., Collins, A., MacKechnie, C., Tweddle, J., Milner, A. M., Moller, S., Dove, M., Langford, H. & Craig, J. (2019).
Demystifying academics to enhance university-business collaborations in environmental science.
Geoscience Communication, 2(1),
pp. 1-23.
doi: 10.5194/gc-2-1-2019
Klein, N., Kneib, T., Marra, G. , Radice, R., Rokicki, S. R. & McGovern, M. (2019). Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes. Statistics in Medicine, 38(3), pp. 413-436. doi: 10.1002/sim.7985
Krummaker, S. ORCID: 0000-0003-2471-8175 (2019).
Firm's Demand for Insurance: An Explorative Approach.
Risk Management and Insurance Review, 22(3),
pp. 279-301.
doi: 10.1111/rmir.12128
Kyriakou, I. ORCID: 0000-0001-9592-596X, Pantelous, A. A., Sermpinis, G. & Zenios, S. A. (2019).
Preface: application of operations research to financial markets.
Annals of Operations Research, 282(1-2),
pp. 1-2.
doi: 10.1007/s10479-019-03400-1
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. U. (2019).
Generalised additive dependency inflated models including aggregated covariates.
Electronic Journal of Statistics, 13(1),
pp. 67-93.
doi: 10.1214/18-ejs1515
Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Scholz, M. & Sperlich, S. (2019).
Conditional variance forecasts for long-term stock returns.
Risks, 7(4),
article number 113.
doi: 10.3390/risks7040113
Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R. , Lin, J. & Wright, I. D. (2019).
Time Series Data Mining with an Application to the Measurement of Underwriting Cycles.
North American Actuarial Journal, 23(3),
pp. 469-484.
doi: 10.1080/10920277.2019.1570468
Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R. , Lin, J. & Wright, I. D. (2019).
An agent-based system with temporal data mining for monitoring financial stability on insurance markets.
Expert Systems with Applications, 123,
pp. 270-282.
doi: 10.1016/j.eswa.2019.01.049
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2019).
Reverse sensitivity testing: What does it take to break the model?.
European Journal of Operational Research, 274(2),
pp. 654-670.
doi: 10.1016/j.ejor.2018.10.003
Simper, R., Dadoukis, A. & Bryce, C. ORCID: 0000-0002-9856-7851 (2019).
European bank loan loss provisioning and efficient technological innovative progress.
International Review of Financial Analysis, 63,
pp. 119-130.
doi: 10.1016/j.irfa.2019.03.001
Report
Bryce, C. ORCID: 0000-0002-9856-7851 (2019).
Risk and performance: Embedding risk management.
Glasgow, UK: ACCA.
Mayhew, L. ORCID: 0000-0002-0380-1757 (2019).
The Last-Time Buyer: housing and finance for an ageing society (130).
London, UK: CSFI.
Thesis
Tan, S. (2019). Boundary–crossing probabilities for stochastic processes and their applications. (Unpublished Doctoral thesis, City, University of London)