City Research Online

Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2021

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Authors | Type | No Grouping
Jump to: A | B | C | D | G | J | K | L | M | O | P | R | S | T
Number of items: 26.

A

Aeberhard, W., Cantoni, E., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2021). Robust Fitting for Generalized Additive Models for Location, Scale and Shape. Statistics and Computing, 31, 11. doi: 10.1007/s11222-020-09979-x

Asimit, A.V. ORCID: 0000-0002-7706-0066, Boonen, T. J., Chi, Y. and 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

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X, Santoni, S. ORCID: 0000-0002-5928-3901, Scognamiglio, S. and Zhu, R. ORCID: 0000-0002-9944-0369 (2021). Robust Classification via Support Vector Machines. .

B

Bacinello, A. R., Chen, A., Sehner, T. and 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), 20.. doi: 10.3390/risks9010020

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. and Wright, I. D. (2021). Quantifying Loss Aversion: Evidence from a UK Population Survey. Journal of Risk and Uncertainty,

C

Cust, H., Jones, H., Powell-Jackson, T., Lepine, A. and 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

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759, Montes, F. and 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), 2204. doi: 10.3390/ijerph18042204

G

Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. and Nomikos, N. ORCID: 0000-0003-1621-2991 (2021). Estimating risk-neutral freight rate dynamics: A nonparametric approach. The Journal of Futures Markets, doi: 10.1002/fut.22244

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and 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

J

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 and Owadally, I. ORCID: 0000-0002-0830-3554 (2021). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance, doi: 10.1017/S1474747221000251

K

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and 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), 620.. doi: 10.3390/math9060620

L

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 and Wüthrich, M. V. (2021). Discrimination-free insurance pricing. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association,

Lu, X., Qiao, Y., Zhu, R. ORCID: 0000-0002-9944-0369, Wang, G., Ma, Z. and Xue, J-H. (2021). Generalisations of stochastic supervision models. Pattern Recognition, 109, 107575.. doi: 10.1016/j.patcog.2020.107575

M

Makam, V. D., Millossovich, P. ORCID: 0000-0001-8269-7507 and 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., Radice, R. ORCID: 0000-0002-6316-3961 and 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

Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 and Wüthrich, M. V. (2021). Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. .

O

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. ORCID: 0000-0002-1883-7971 and 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. and 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. and Kashif, M. (2021). Long-term Sustainable Investment for Retirement. Sustainability, 13(9), 5000. doi: 10.3390/su13095000

Owadally, I. ORCID: 0000-0002-0830-3554, Ram, R. and Regis, L. (2021). An analysis of the Dutch-style pension plans proposed by UK policy-makers. Journal of Social Policy, doi: 10.1017/S0047279421000155

P

Pesenti, S. M., Bettini, A., Millossovich, P. ORCID: 0000-0001-8269-7507 and 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 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021). Cascade sensitivity measures. Risk Analysis: an international journal, doi: 10.1111/risa.13758

R

Renshaw, A. E. and Haberman, S. ORCID: 0000-0003-2269-9759 (2021). Modelling and forecasting mortality improvement rates with random effects. European Actuarial Journal, doi: 10.1007/s13385-021-00274-1

S

Sogi, N., Zhu, R. ORCID: 0000-0002-9944-0369, Xue, J-H. and Fukui, K. (2021). Constrained mutual convex cone method for image set based recognition. Pattern Recognition, 121, 108190. doi: 10.1016/j.patcog.2021.108190

Spreeuw, J. ORCID: 0000-0002-5838-9085, Yanagisawa, Y., Sugino, A., Thomas, R. and 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), 168.. doi: 10.29011/2577-1450.100068

T

Tsiodra, M. and Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2021). A bi-level model for optimal capacity investment and subsidy design under risk aversion and uncertainty. Journal of the Operational Research Society, doi: 10.1080/01605682.2021.1943021

This list was generated on Fri Sep 24 04:29:41 2021 UTC.