City Research Online

Article

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X, Santoni, S. ORCID: 0000-0002-5928-3901 , Scognamiglio, S. & Zhu, R. ORCID: 0000-0002-9944-0369view all authors (2022). Robust Classification via Support Vector Machines. Risks, 10(8), article number 154. doi: 10.3390/risks10080154

Barigou, K., Bignozzi, V. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2022). Insurance valuation: A two-step generalised regression approach. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1), pp. 211-245. doi: 10.1017/asb.2021.31

Boado-Penas, C., Haberman, S. ORCID: 0000-0003-2269-9759 & Naka, P. (2022). 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

Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2022). COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation’. Annals of Actuarial Science, 16(3), pp. 478-497. doi: 10.1017/s1748499522000094

Das, M. K., Tsai, H., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586view all authors (2022). Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. Operations Research, 70(4), pp. 1984-1995. doi: 10.1287/opre.2021.2257

Djeundje, V. B., Haberman, S. ORCID: 0000-0003-2269-9759, Bajekal, M. & Lu, J.view all authors (2022). The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. European Actuarial Journal, 12(2), pp. 839-878. doi: 10.1007/s13385-022-00318-0

Eletti, A., Marra, G., Quaresma, M. , Radice, R. ORCID: 0000-0002-6316-3961 & Rubio, F. J.view all authors (2022). A Unifying Framework for Flexible Excess Hazard Modeling with Applications in Cancer Epidemiology. Journal of the Royal Statistical Society Series C: Applied Statistics, 71(4), pp. 1044-1062. doi: 10.1111/rssc.12566

England, R., Owadally, I. ORCID: 0000-0002-0830-3554 & Wright, D. ORCID: 0000-0002-0830-3554 (2022). An Agent-Based Model of Motor Insurance Customer Behaviour in the UK with Word of Mouth. Journal of Artificial Societies and Social Simulation, 25(2), article number 2. doi: 10.18564/jasss.4768

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2022). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance, 21(4), pp. 565-581. doi: 10.1017/S1474747221000251

Kyriakou, I. ORCID: 0000-0001-9592-596X & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2022). Efficient evaluation of alternative reinsurance strategies using control variates. European Actuarial Journal, 12(1), pp. 425-431. doi: 10.1007/s13385-022-00304-6

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2022). Discrimination-free insurance pricing. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1), pp. 55-89. doi: 10.1017/asb.2021.23

Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M.view all authors (2022). Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. Data Mining and Knowledge Discovery, 36(4), pp. 1335-1370. doi: 10.1007/s10618-022-00841-4

Owadally, I. ORCID: 0000-0002-0830-3554, Ram, R. & Regis, L. (2022). An analysis of the Dutch-style pension plans proposed by UK policy-makers. Journal of Social Policy, 51(2), pp. 325-345. doi: 10.1017/s0047279421000155

Petti, D., Eletti, A., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2022). Copula Link-Based Additive Models for Bivariate Time-to-Event Outcomes with General Censoring Scheme. Computational Statistics and Data Analysis, 175, article number 107550. doi: 10.1016/j.csda.2022.107550

Ranjbar, S., Cantoni, E., Chavez-Demoulin, V. , Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Jaton-Ogay, K.view all authors (2022). Modelling the Extremes of Seasonal Viruses and Hospital Congestion: The Example of Flu in a Swiss Hospital. Journal of the Royal Statistical Society Series C: Applied Statistics, 71(4), pp. 884-905. doi: 10.1111/rssc.12559

Shang, H.L., Haberman, S. ORCID: 0000-0003-2269-9759 & Xu, R. (2022). Multi-population modelling and forecasting life-table death counts. Insurance: Mathematics and Economics, 106, pp. 239-253. doi: 10.1016/j.insmatheco.2022.07.002

Sogi, N., Zhu, R. ORCID: 0000-0002-9944-0369, Xue, J-H. & Fukui, K.view all authors (2022). Constrained mutual convex cone method for image set based recognition. Pattern Recognition, 121, article number 108190. doi: 10.1016/j.patcog.2021.108190

Spreeuw, J. ORCID: 0000-0002-5838-9085, Owadally, I. ORCID: 0000-0002-0830-3554 & Kashif, M. (2022). Projecting mortality rates using a Markov chain. Mathematics, 10(7), article number 1162. doi: 10.3390/math10071162

Spreeuw, J. ORCID: 0000-0002-5838-9085 (2022). The Copula Derived from the SAHARA Utility Function. Risks, 10(7), article number 133. doi: 10.3390/risks10070133

Tsanakas, A. ORCID: 0000-0003-4552-5532 & Zhu, R. ORCID: 0000-0002-9944-0369 (2022). Selecting bivariate copula models using image recognition. Astin Bulletin, 52(3), pp. 707-734. doi: 10.1017/asb.2022.12

Tsiodra, M. & Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2022). A bi-level model for optimal capacity investment and subsidy design under risk aversion and uncertainty. Journal of the Operational Research Society, 73(8), pp. 1787-1799. doi: 10.1080/01605682.2021.1943021

Wang, Z., Liu, Y., Zhu, R. ORCID: 0000-0002-9944-0369 , Yang, W. & Liao, Q.view all authors (2022). Lightweight Single Image Super-Resolution With Similar Feature Fusion Block. IEEE ACCESS, 10, pp. 30974-30981. doi: 10.1109/access.2022.3158936

Zhao, J., Dong, K., Dong, X. , Shahbaz, M. & Kyriakou, I. ORCID: 0000-0001-9592-596Xview all authors (2022). Is green growth affected by financial risks? New global evidence from asymmetric and heterogeneous analysis. Energy Economics, 113, article number 106234. doi: 10.1016/j.eneco.2022.106234

Zhou, F. ORCID: 0000-0002-9851-8312, Butterworth, A. S. & Asimit, J. L. (2022). Flashfm-ivis: interactive visualization for fine-mapping of multiple quantitative traits. Bioinformatics, 38(17), pp. 4238-4242. doi: 10.1093/bioinformatics/btac453

Conference or Workshop Item

Lv, Y., Yang, W., Zuo, W. , Liao, Q. & Zhu, R. ORCID: 0000-0002-9944-0369view all authors (2022). Sain: Similarity-Aware Video Frame Interpolation. In: ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 23-27 May 2022, Singapore, Singapore. doi: 10.1109/icassp43922.2022.9747211

Ren, K., Guo, Z., Zhang, Z. , Zhu, R. ORCID: 0000-0002-9944-0369 & Li, X.view all authors (2022). Multi-Branch Network for Few-shot Learning. In: Proceedings of 2022 Asia-Pacific signal and Information Processing Association Annual Summit and Conference (APSIPA ASC). 2022 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference (APSIPA ASC), 7-10 Nov 2022, Chiang Mai, Thailand. doi: 10.23919/APSIPAASC55919.2022.9980160

Zhou, F. ORCID: 0000-0002-9851-8312, Butterworth, A. S. & Asimit, J. L. (2022). Flashfm-ivis: interactive visualisation for fine-mapping of multiple quantitative traits. In: Human Heredity. 50th European Mathematical Genetics Meeting (EMGM) 2022, 21-22 Apr 2022, Cambridge, United Kingdom. doi: 10.1159/000524615

Monograph

Dunnell, K., Farager, R., Haberman, S. ORCID: 0000-0003-2269-9759 , Leon, D., Price, D. & Sloman, D.view all authors (2022). The current and future effects of climate change on health in the UK. Longevity Science Panel.

Report

Mayhew, L. ORCID: 0000-0002-0380-1757 (2022). Future-proofing retirement living - Easing the care and housing crises. International Longevity Centre UK.

Working Paper

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2022). A multi-task network approach for calculating discrimination-free insurance prices. .

Lindholm, M., Tsanakas, A. ORCID: 0000-0003-4552-5532, Richman, R. & Wüthrich, M. V.view all authors (2022). A Discussion of Discrimination and Fairness in Insurance Pricing. .

Marra, G., Fasiolo, M., Radice, R. ORCID: 0000-0002-6316-3961 & Winkelmann, R.view all authors (2022). A Flexible Copula Regression Model with Bernoulli and Tweedie Margins for Estimating the Effect of Spending on Mental Health. .

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. (2022). A Unifying Switching Regime Regression Framework with Applications in Health Economics. .

Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022). A theory of multivariate stress testing. .