City Research Online

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 & Menzietti, M.view all authors (2023). Frailty-based Lee–Carter family of stochastic mortality models. Quality and Quantity, doi: 10.1007/s11135-023-01786-6

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

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Piscopo, G. (2023). Multipopulation Mortality Analysis: bringing out the unobservable with Latent Clustering. Quality and Quantity, doi: 10.1007/s11135-023-01728-2

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

Dorn, F., Radice, R. ORCID: 0000-0002-6316-3961, Marra, G. & Kneib, T.view all authors (2023). A Bivariate Relative Poverty Line for Leisure Time and Income Poverty: Detecting Intersectional Differences Using Distributional Copulas. Review of Income and Wealth, doi: 10.1111/roiw.12635

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., 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

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.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

Kyriakou, I. ORCID: 0000-0001-9592-596X, Brignone, R. & Fusai, G. ORCID: 0000-0001-9215-2586 (2023). Unified moment-based modelling of integrated stochastic processes. Operations Research, doi: 10.1287/opre.2022.2422

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). A multi-task network approach for calculating discrimination-free insurance prices. European Actuarial Journal, doi: 10.1007/s13385-023-00367-z

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

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. (2023). A Unifying Switching Regime Regression Framework with Applications in Health Economics. Econometric Reviews, doi: 10.1080/07474938.2023.2255438

Mayhew, L. ORCID: 0000-0002-0380-1757, Chan, M. S. & Cairns, A. J. G. (2023). The great health challenge – levelling up the UK. Geneva Papers on Risk and Insurance: Issues and Practice,

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

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

Villegas, A., Bajekal, M., Haberman, S. ORCID: 0000-0003-2269-9759 & Zhou, L.view all authors (2023). Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016. North American Actuarial Journal, 28(1), pp. 187-217. doi: 10.1080/10920277.2023.2167834

Wei, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. & Stasinakis, C.view all authors (2023). Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis. International Journal of Finance and Economics, doi: 10.1002/ijfe.2863

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., Chronopoulos, M. ORCID: 0000-0002-3858-2021, Dimitrova, D. S. ORCID: 0000-0003-3169-2735 & Kyriakou, I. ORCID: 0000-0001-9592-596Xview all authors (2023). Risk assessment and optimal scheduling of serial projects. OR Spectrum, doi: 10.1007/s00291-023-00740-0

Zhang, Z., Chronopoulos, M. ORCID: 0000-0002-3858-2021, Kyriakou, I. ORCID: 0000-0001-9592-596X & Dimitrova, D. S. ORCID: 0000-0003-3169-2735view all authors (2023). Bi-level optimisation of subsidy and capacity investment under competition and uncertainty. European Journal of Operational Research, doi: 10.1016/j.ejor.2024.03.028

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

Other

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.

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.view all authors (2023). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. .

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