Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2020
A
Asimit, A.V. 
ORCID: 0000-0002-7706-0066, Cheung, K. C., Chong, W. F. & Hu, J. (2020).
Pareto-optimal insurance contracts with premium budget and minimum charge constraints.
Insurance: Mathematics and Economics, 95,
pp. 17-27.
doi: 10.1016/j.insmatheco.2020.08.001
Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
Special Issue “Machine Learning in Insurance”.
Risks, 8(2),
article number 54.
doi: 10.3390/risks8020054
B
Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X , Papapostolou, N. C. ORCID: 0000-0003-4529-1182 & Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2020).
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts.
Tourism Management, 77,
article number 104011.
doi: 10.1016/j.tourman.2019.104011
Bartl, M. & Krummaker, S. ORCID: 0000-0003-2471-8175 (2020).
Prediction of claims in export credit finance: a comparison of four machine learning techniques.
Risks, 8(1),
article number 22.
doi: 10.3390/risks8010022
Boado-Penas, C., Godínez-Olivares, H., Haberman, S. ORCID: 0000-0003-2269-9759 & Serrano, P. (2020).
Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies.
European Journal of Finance, 26(2-3),
pp. 277-294.
doi: 10.1080/1351847x.2019.1647260
Boado-Penas, C., Haberman, S. ORCID: 0000-0003-2269-9759 & Naka, P. (2020).
Fairness and Annuitisation Divisors for Notional Defined Contribution Pension Schemes.
Journal of Pension Economics and Finance, 21(2),
pp. 143-167.
doi: 10.1017/s1474747220000311
Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2020).
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models.
Insurance: Mathematics and Economics, 96,
pp. 232-247.
doi: 10.1016/j.insmatheco.2020.12.002
Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. & Lucey, B. (2020).
The Journal Quality Perception Gap.
Research Policy, 49(5),
article number 103957.
doi: 10.1016/j.respol.2020.103957
Bryce, C. ORCID: 0000-0002-9856-7851, Ring, P., Ashby, S. & Wardman, J. (2020).
Resilience in the Face of Uncertainty: Early Lessons from the COVID-19 Pandemic.
Journal of Risk Research, 23(7-8),
pp. 880-887.
doi: 10.1080/13669877.2020.1756379
D
Dettoni, R., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020).
Generalized Link-Based Additive Survival Models with Informative Censoring.
Journal of Computational and Graphical Statistics, 29(3),
pp. 503-512.
doi: 10.1080/10618600.2020.1724544
Dimitrova, D. S., Kaishev, V. K. & Tan, S. (2020). Computing the Kolmogorov-Smirnov Distribution when the Underlying cdf is Purely Discrete, Mixed or Continuous. Journal of Statistical Software, 95(10), pp. 1-42. doi: 10.18637/jss.v095.i10
Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Ignatov, Z., Kaishev, V. K. & Tan, S. (2020).
On Double-Boundary Non-Crossing Probability for a Class of Compound Processes with Applications.
European Journal of Operational Research, 282(2),
pp. 602-613.
doi: 10.1016/j.ejor.2019.09.058
Dong, Y., Huang, F., Yu, H. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Multi-population mortality forecasting using tensor decomposition.
Scandinavian Actuarial Journal, 2020(8),
pp. 754-775.
doi: 10.1080/03461238.2020.1740314
G
Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2020).
General lattice methods for arithmetic Asian options.
European Journal of Operational Research, 282(3),
pp. 1185-1199.
doi: 10.1016/j.ejor.2019.10.026
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Vodička, P. (2020).
Long-term real dynamic investment planning.
Insurance: Mathematics and Economics, 92,
pp. 90-103.
doi: 10.1016/j.insmatheco.2020.03.002
H
Hiabu, M., Mammen, E., Maria Dolores, M-M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
Smooth backfitting of proportional hazards with multiplicative components.
Journal of the American Statistical Association, 116(536),
pp. 1983-1993.
doi: 10.1080/01621459.2020.1753520
Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scheike, T. (2020).
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales.
Biometrika, 108(2),
pp. 491-506.
doi: 10.1093/biomet/asaa058
K
Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scholz, M. (2020).
Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case.
Mathematics, 8(6),
article number 927.
doi: 10.3390/math8060927
L
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. U. (2020).
Nonparametric regression with parametric help.
Electronic Journal of Statistics, 14(2),
pp. 3845-3868.
doi: 10.1214/20-ejs1760
M
Marra, G., Farcomeni, A. & Radice, R. ORCID: 0000-0002-6316-3961 (2020).
Link-based survival additive models under mixed censoring to assess risks of hospital-acquired infections.
Computational Statistics and Data Analysis, 155,
article number 107092.
doi: 10.1016/j.csda.2020.107092
Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020).
Copula Link-Based Additive Models for Right-Censored Event Time Data.
Journal of the American Statistical Association, 115(530),
pp. 886-895.
doi: 10.1080/01621459.2019.1593178
Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. (2020).
Estimating the Binary Endogenous Effect of Insurance on Doctor Visits by Copula-Based Regression Additive Models.
Journal of the Royal Statistical Society: Series C (Applied Statistics), 69(4),
pp. 953-971.
doi: 10.1111/rssc.12419
Mayhew, L. ORCID: 0000-0002-0380-1757 (2020).
On the postponement of increases in state pension age through health improvement and active ageing.
Applied Spatial Analysis and Policy, 14(2),
pp. 315-336.
doi: 10.1007/s12061-020-09359-y
Mayhew, L. ORCID: 0000-0002-0380-1757 (2020).
Too Little, Too Late? Too Little, Too Late? Housing for an Housing for an ageing population ageing population (978-1-9997174-9-0).
London, UK: CSFI: Centre for the Study of Financial Information.
Mayhew, L. ORCID: 0000-0002-0380-1757, Harper, G. & Villegas, A. M. (2020).
An investigation into the impact of deprivation on demographic inequalities in adults.
Annals of Actuarial Science, 14(2),
pp. 358-383.
doi: 10.1017/s1748499520000068
Mayhew, L. ORCID: 0000-0002-0380-1757 & Smith, D. ORCID: 0000-0001-6642-8884 (2020).
The 100-year family Longer lives, fewer children.
London: International Longevity Centre UK.
N
Nielsen, J. P. ORCID: 0000-0002-2798-0817, Mammen, E., Martiınez-Miranda, M. D. & Vogt, M. (2020).
Calendar effect and in-sample forecasting.
Insurance: Mathematics and Economics, 96,
pp. 31-52.
doi: 10.1016/j.insmatheco.2020.10.003
S
Sendstad, L. H. & Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2020).
Sequential investment in renewable energy technologies under policy uncertainty.
Energy Policy, 137,
article number 111152.
doi: 10.1016/j.enpol.2019.111152
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Forecasting multiple functional time series in a group structure: an application to mortality’.
ASTIN Bulletin, 50(2),
pp. 357-379.
doi: 10.1017/asb.2020.3
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?.
Risks, 8(3),
article number 69.
doi: 10.3390/risks8030069
T
Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Energy Economics, 88,
article number 104757.
doi: 10.1016/j.eneco.2020.104757
V
van den Berg, G., anys, L., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models.
Journal of Econometrics, 221(1),
pp. 43-67.
doi: 10.1016/j.jeconom.2019.05.025
van der Wurp, H., Groll, A., Kneib, T. , Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020).
Generalised joint regression for count data with a focus on modelling football matches.
Statistics and Computing, 30(5),
pp. 1419-1432.
doi: 10.1007/s11222-020-09953-7
van der Wurp, H., Groll, A., Kneib, T. , Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020).
Generalised joint regression for count data: a penalty extension for competitive settings.
Statistics and Computing, 30(5),
pp. 1419-1432.
doi: 10.1007/s11222-020-09953-7
W
Wang, K., Fang, L. & Cheng, J. (2020). Management of Commissions to Meet the Regulatory Requirements: Evidence from Property-Casualty Insurance in China. Geneva Papers on Risk and Insurance - Issues and Practice, 45(3), pp. 508-534. doi: 10.1057/s41288-020-00161-y
Z
Zhu, R. ORCID: 0000-0002-9944-0369, Guo, Y. & Xue, J-H. (2020).
Adjusting the imbalance ratio by the dimensionality of imbalanced data.
Pattern Recognition Letters, 133,
pp. 217-223.
doi: 10.1016/j.patrec.2020.03.004
Zhu, R. ORCID: 0000-0002-9944-0369 & Wüthrich, M. V. (2020).
Clustering driving styles via image processing.
Annals of Actuarial Science, 15(2),
pp. 1-15.
doi: 10.1017/s1748499520000317