Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2023
Article
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
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., 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
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
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
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
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
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
Other
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.
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.
Report
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.
Thesis
Devi Makam, Vaishno (2023). Sensitivity Analysis of Simulation Models using Divergence Minimisation. (Unpublished Doctoral thesis, City, University of London)
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)
Jeong, S. Y. (2023). Essays on networks, subjective survival beliefs and annuity markets. (Unpublished Doctoral thesis, City, University of London)
Zhang, Z. (2023). Optimising Investment Decisions under Uncertainty: A Study of Risk, Subsidies, Competition, and Technological Learning. (Unpublished Doctoral thesis, City, University of London)
Working Paper
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.
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Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A.
ORCID: 0000-0003-4552-5532 (2023).
Differential Sensitivity in Discontinuous Models.
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