Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2021
A
Aeberhard, W., Cantoni, E., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2021).
Robust Fitting for Generalized Additive Models for Location, Scale and Shape.
Statistics and Computing, 31(1),
article number 11.
doi: 10.1007/s11222-020-09979-x
Asimit, A.V. ORCID: 0000-0002-7706-0066, Boonen, T. J., Chi, Y. & Chong, W. F. (2021).
Risk Sharing with Multiple Indemnity Environments.
European Journal of Operational Research, 295(2),
pp. 587-603.
doi: 10.1016/j.ejor.2021.03.012
B
Bacinello, A. R., Chen, A., Sehner, T. & Millossovich, P. ORCID: 0000-0001-8269-7507 (2021).
On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk.
Risks, 9(1),
article number 20.
doi: 10.3390/risks9010020
Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2021).
Quantifying Loss Aversion: Evidence from a UK Population Survey.
Journal of Risk and Uncertainty, 63,
pp. 27-57.
doi: 10.1007/s11166-021-09356-7
Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G.
ORCID: 0000-0001-9215-2586 (2021).
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
C
Cust, H., Jones, H., Powell-Jackson, T. , Lepine, A. & Radice, R. ORCID: 0000-0002-6316-3961 (2021).
Economic shocks and risky sexual behaviours in low- and middle-income countries: a systematic review of the literature.
Journal of Development Effectiveness, 13(2),
pp. 166-203.
doi: 10.1080/19439342.2021.1928734
D
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sibilllo, M. & Tizzano, R. (2021).
Pension schemes versus real estate.
Annals of Operations Research, 299(1-2),
pp. 797-809.
doi: 10.1007/s10479-019-03241-y
Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759, Montes, F. & Otranto, E. (2021).
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model..
International Journal of Environmental Research and Public Health, 18(4),
article number 2204.
doi: 10.3390/ijerph18042204
G
Gasimova, Khadija (2021). Essays on optimal reinsurance design, solvency analysis of deferred annuities and pension buyouts. (Unpublished Doctoral thesis, City, University of London)
Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. & Nomikos, N.
ORCID: 0000-0003-1621-2991 (2021).
Estimating risk-neutral freight rate dynamics: A nonparametric approach.
The Journal of Futures Markets, 41(11),
pp. 1824-1842.
doi: 10.1002/fut.22244
Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2021).
An impossibility theorem on capital allocation.
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Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Perez-Marin, A. M. (2021).
Near-miss telematics in motor insurance.
Journal Of Risk And Insurance, 88(3),
pp. 569-589.
doi: 10.1111/jori.12340
H
Hiabu, M., Mammen, E., Maria Dolores, M-M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2021).
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. (2021).
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
I
Isakson, A., Krummaker, S. ORCID: 0000-0003-2471-8175, Martinez-Miranda, M. D. & Rickayzen, B. D.
ORCID: 0000-0002-0433-0870 (2021).
Calendar Effect and In-Sample Forecasting Applied to Mesothelioma Mortality Data.
Mathematics, 9(18),
article number 2260.
doi: 10.3390/math9182260
K
Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. & Scholz, M. (2021).
Forecasting benchmarks of long-term stock returns via machine learning.
Annals of Operations Research, 297(1-2),
pp. 221-240.
doi: 10.1007/s10479-019-03338-4
Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P.
ORCID: 0000-0002-2798-0817 & Scholz, M. (2021).
Short-term exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons.
Mathematics, 9(6),
article number 620.
doi: 10.3390/math9060620
L
Lopes, L R (2021). Predictive Models for Medical Costs in Private Healthcare. (Unpublished Doctoral thesis, City, University of London)
Lu, X., Qiao, Y., Zhu, R. ORCID: 0000-0002-9944-0369 , Wang, G., Ma, Z. & Xue, J-H. (2021).
Generalisations of stochastic supervision models.
Pattern Recognition, 109,
article number 107575.
doi: 10.1016/j.patcog.2020.107575
M
Makam, V. D., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A.
ORCID: 0000-0003-4552-5532 (2021).
Sensitivity analysis with χ2-divergences.
Insurance: Mathematics and Economics, 100,
pp. 372-383.
doi: 10.1016/j.insmatheco.2021.06.007
Marra, G., Farcomeni, A. & Radice, R. ORCID: 0000-0002-6316-3961 (2021).
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 & Zimmer, D. (2021).
Did the ACA's Guaranteed Issue Provision Cause Adverse Selection into Nongroup Insurance? Analysis using a Copula-Based Hurdle Model.
Health Economics, 30(9),
pp. 2246-2263.
doi: 10.1002/hec.4372
Mayhew, L. ORCID: 0000-0002-0380-1757 (2021).
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 & Smith, D.
ORCID: 0000-0001-6642-8884 (2021).
An investigation into inequalities in adult lifespan.
North American Actuarial Journal, 25(sup1),
S545-S565.
doi: 10.1080/10920277.2019.1671874
Mayhew, L. ORCID: 0000-0002-0380-1757 (2021).
The cost of inequality: Putting a price on health.
London, UK: ILC UK.
Mayhew, L. ORCID: 0000-0002-0380-1757 (2021).
The longevity of sporting legends.
London, UK: ILC UK.
Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V. (2021).
Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles.
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N
Nielsen, J. P. ORCID: 0000-0002-2798-0817, Mammen, E., Martiınez-Miranda, M. D. & Vogt, M. (2021).
Calendar effect and in-sample forecasting.
Insurance: Mathematics and Economics, 96,
pp. 31-52.
doi: 10.1016/j.insmatheco.2020.10.003
O
Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C.
ORCID: 0000-0002-1883-7971 & Clare, A.
ORCID: 0000-0002-4180-6778 (2021).
Optimal Investment for a Retirement Plan with Deferred Annuities.
Insurance: Mathematics and Economics, 98,
pp. 51-62.
doi: 10.1016/j.insmatheco.2021.02.001
Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. & Clare, A. (2021).
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk.
European Journal of Operational Research, 295(3),
pp. 1132-1146.
doi: 10.1016/j.ejor.2021.03.052
Owadally, I. ORCID: 0000-0002-0830-3554, Mwizere, J-R., Kalidas, N. , Murugesu, K. & Kashif, M. (2021).
Long-term Sustainable Investment for Retirement.
Sustainability, 13(9),
article number 5000.
doi: 10.3390/su13095000
P
Pesenti, S. M., Bettini, A., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A.
ORCID: 0000-0003-4552-5532 (2021).
Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis.
Annals of Actuarial Science, 15(2),
pp. 458-483.
doi: 10.1017/s1748499521000130
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A.
ORCID: 0000-0003-4552-5532 (2021).
Cascade sensitivity measures.
Risk Analysis: an international journal, 41(12),
pp. 2392-2414.
doi: 10.1111/risa.13758
R
Renshaw, A. E. & Haberman, S. ORCID: 0000-0003-2269-9759 (2021).
Modelling and forecasting mortality improvement rates with random effects.
European Actuarial Journal, 11(2),
pp. 381-412.
doi: 10.1007/s13385-021-00274-1
Rickayzen, B. D., Mayhew, L. & Smith, D. (2021). Flexible and affordable methods of paying for long-term care insurance. North American Actuarial Journal, 25(sup1), S196-S214. doi: 10.1080/10920277.2019.1651657
S
Sendstad, L. H. & Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2021).
Strategic Technology Switching under Risk Aversion and Uncertainty.
Journal of Economic Dynamics and Control, 126,
article number 103918.
doi: 10.1016/j.jedc.2020.103918
Spreeuw, J. ORCID: 0000-0002-5838-9085, Yanagisawa, Y., Sugino, A. , Thomas, R. & Williams, M. (2021).
The effect of boosting polyphenol intake for women’s cancer survivors on arthralgia, mood and hot flushes - a pilot real World evaluation.
Journal of Nursing and Women's Health, 5(1),
article number 168.
doi: 10.29011/2577-1450.100068
T
Tsanakas, A. ORCID: 0000-0003-4552-5532 & Zhu, R.
ORCID: 0000-0002-9944-0369 (2021).
Copula model selection using image recognition.
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V
van den Berg, G., anys, L., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2021).
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
Z
Zhu, R. ORCID: 0000-0002-9944-0369 & Wüthrich, M. V. (2021).
Clustering driving styles via image processing.
Annals of Actuarial Science, 15(2),
pp. 276-290.
doi: 10.1017/s1748499520000317