City Research Online

Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312view all authors (2023). Constructing Optimal Portfolios under Risk Budgeting.

Asimit, V. ORCID: 0000-0002-7706-0066 (2023). Modeling Risk for CVaR-Based Decisions in Risk Aggregation. Journal of Risk and Financial Management, 16(5), article number 266. doi: 10.3390/jrfm16050266

Bryce, C. ORCID: 0000-0002-9856-7851, El Khatib, R. & Vinny, A. (2023). Implications of telemedicine in care homes: considerations for the evolving risk landscape.

Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2023). Effect of Covid-19 frailty heterogeneity on the future evolution of mortality by stratified weighting. Journal of Demographic Economics, 89(3), pp. 513-532. doi: 10.1017/dem.2023.4

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. (2023). Adaptive retirement planning, sustainable withdrawals and deferred annuities. Journal of Retirement, 10(3), pp. 96-119. doi: 10.3905/jor.2022.1.118

Devi Makam, Vaishno (2023). Sensitivity Analysis of Simulation Models using Divergence Minimisation. (Unpublished Doctoral thesis, City, University of London)

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K., Lattuada, A. & Verrall, R. J. ORCID: 0000-0003-4098-9792view all authors (2023). Geometrically designed variable knot splines in generalized (non-)linear models. Applied Mathematics and Computation, 436, article number 127493. doi: 10.1016/j.amc.2022.127493

El Khatib, R., Bassett, J., Bryce, C. ORCID: 0000-0002-9856-7851 & Ungaretti, A.view all authors (2023). The metaverse: Navigating the evolving risk landscape for retailers. Lockton’s Retail Practice,

Eletti, A. ORCID: 0000-0002-3390-8272, Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2023). A General Estimation Framework for Multi-State Markov Processes with Flexible Specification of the Transition Intensities.

Eletti, A., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2023). A Spline-Based Framework for the Flexible Modelling of Continuously Observed Multistate Survival Processes. Statistical Modelling: An International Journal, 23(5-6), pp. 495-509. doi: 10.1177/1471082x231176120

England, R. (2023). Agent-Based Modelling in the Insurance Industry: An Exploration of Emergent Systemic Risk. (Unpublished Doctoral thesis, City, University of London)

Fang, L. (2023). Inter-industry convergence within financial services and its systemic implications. (Unpublished Doctoral thesis, City, University of London)

Filippou, P., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D.view all authors (2023). Estimating the Impact of Medical Care Usage on Work Absenteeism by a Trivariate Probit Model with Two Binary Endogenous Explanatory Variables. AStA: Advances in Statistical Analysis: A Journal of the German Statistical Society, 107(4), pp. 713-731. doi: 10.1007/s10182-022-00464-6

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Kyriakou, I. ORCID: 0000-0001-9592-596X, Nielsen, J. P. ORCID: 0000-0001-6874-1268 & Vodička, P.view all authors (2023). On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. European Journal of Operational Research, 307(2), pp. 948-962. doi: 10.1016/j.ejor.2022.10.003

Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2023). An impossibility theorem on capital allocation. Scandinavian Actuarial Journal, 2023(3), pp. 290-302. doi: 10.1080/03461238.2022.2094718

Haberman, S. ORCID: 0000-0003-2269-9759 (2023). A rejoinder to “Thirty years on: A review of the Lee-Carter method for forecasting mortality". International Journal of Forecasting, 39(3), pp. 1050-1052. doi: 10.1016/j.ijforecast.2023.01.006

Jeong, S. Y. (2023). Essays on networks, subjective survival beliefs and annuity markets. (Unpublished Doctoral thesis, City, University of London)

Kamiza, A. B., Touré, S. M., Zhou, F. ORCID: 0000-0002-9851-8312 , Soremekun, O., Cissé, C., Wélé, M., Touré, A. M., Nashiru, O., Corpas, M., Nyirenda, M., Crampin, A., Shaffer, J., Doumbia, S., Zeggini, E., Morris, A. P., Asimit, J. L., Chikowore, T. & Fatumo, S.view all authors (2023). Multi-trait discovery and fine-mapping of lipid loci in 125,000 individuals of African ancestry. Nature Communications, 14(1), article number 5403. doi: 10.1038/s41467-023-41271-0

Li, X., Li, Y., Zheng, Y. , Zhu, R. ORCID: 0000-0002-9944-0369, Ma, Z., Xue, J-H. & Cao, J.view all authors (2023). ReNAP: Relation network with adaptiveprototypical learning for few-shot classification. Neurocomputing, 520, pp. 356-364. doi: 10.1016/j.neucom.2022.11.082

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2023). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. .

Liu, X., Song, Q., Wu, J. , Zhu, R. ORCID: 0000-0002-9944-0369, Ma, Z. & Xue, J.view all authors (2023). Locally-Enriched Cross-Reconstruction for Few-Shot Fine-Grained Image Classification. IEEE Transactions on Circuits and Systems for Video Technology, 33(12), pp. 7530-7540. doi: 10.1109/tcsvt.2023.3275382

Marra, G., Fasiolo, M., Radice, R. ORCID: 0000-0002-6316-3961 & Winkelmann, R.view all authors (2023). A Flexible Copula Regression Model with Bernoulli and Tweedie Margins for Estimating the Effect of Spending on Mental Health. Health Economics, 32(6), pp. 1305-1322. doi: 10.1002/hec.4668

Mayhew, L. ORCID: 0000-0002-0380-1757 (2023). Counting the cost of inequality. Journal of Demographic Economics, 89(3), pp. 395-418. doi: 10.1017/dem.2023.12

Mayhew, L. ORCID: 0000-0002-0380-1757 & Algar, R. (2023). Marathon or sprint? Do elite-level athletes live longer than average?. London, UK: International Longevity Centre.

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2023). Differential Sensitivity in Discontinuous Models. .

Pilbeam, K. ORCID: 0000-0002-5609-8620, Beckmann, J., Kyriakou, I. ORCID: 0000-0001-9592-596X & Liu, J.view all authors (2023). Celebrating the 27th anniversary of International Journal of Finance and Economics and shaping the future. International Journal of Finance and Economics, 28(1), pp. 5-8. doi: 10.1002/ijfe.2743

Sendstad, L. H., Chronopoulos, M. & Hagspiel, V. (2023). Optimal Risk Adoption and Capacity Investment in Technological Innovations. IEEE Transactions on Engineering Management, 70(2), pp. 576-589. doi: 10.1109/tem.2021.3056142

Tsiodra, M., Panda, S., Chronopoulos, M. ORCID: 0000-0002-3858-2021 & Panaousis, E.view all authors (2023). Cyber Risk Assessment and Optimization: A Small Business Case Study. IEEE Access, 11, pp. 44467-44481. doi: 10.1109/access.2023.3272670

Zhang, X., Huang, F., Hui, F. & Haberman, S. ORCID: 0000-0003-2269-9759view all authors (2023). Cause of death mortality forecasting using penalized adaptive tensor decompositions. Insurance: Mathematics and Economics, 111, pp. 193-213. doi: 10.1016/j.insmatheco.2023.05.003

Zhang, Z. (2023). Optimising Investment Decisions under Uncertainty: A Study of Risk, Subsidies, Competition, and Technological Learning. (Unpublished Doctoral thesis, City, University of London)

Zhu, R. ORCID: 0000-0002-9944-0369, Zhou, F., Yang, W. & Jing-Hao, X.view all authors (2023). Statistical hypothesis testing as a novel perspective of pooling for image quality assessment. Signal Processing: Image Communication, 114, article number 116942. doi: 10.1016/j.image.2023.116942