Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2023
Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F.
ORCID: 0000-0002-9851-8312 (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 (Unpublished Doctoral thesis, City, University of London)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: 0000-0003-4098-9792 (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. (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 (Unpublished Doctoral thesis, City, University of London)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. (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. (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. (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. (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. (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. (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. (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. (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. (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: 0000-0003-2269-9759 (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. (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