Items where Schools and Departments is "Actuarial Science & Insurance" and Year is 2023
A
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
B
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.
C
Carannante, M., D’Amato, V., Haberman, S. ORCID: 0000-0003-2269-9759 & Menzietti, M. (2023).
Frailty-based Lee–Carter family of stochastic mortality models.
Quality and Quantity, 58(6),
pp. 5081-5105.
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
D
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, 58(6),
pp. 5107-5123.
doi: 10.1007/s11135-023-01728-2
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 (Unpublished Doctoral thesis, City, University of London)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
Dorn, F., Radice, R. ORCID: 0000-0002-6316-3961, Marra, G. & Kneib, T. (2023).
A Bivariate Relative Poverty Line for Leisure Time and Income Poverty: Detecting Intersectional Differences Using Distributional Copulas.
Review of Income and Wealth, 70(2),
pp. 395-419.
doi: 10.1111/roiw.12635
E
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)
F
Fang, L. (2023). Inter-industry convergence within financial services and its systemic implications. (Unpublished Doctoral thesis, City, University of London)
H
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
J
Jeong, S. Y. (2023). Essays on networks, subjective survival beliefs and annuity markets. (Unpublished Doctoral thesis, City, University of London)
K
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
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, 72(4),
pp. 1630-1653.
doi: 10.1287/opre.2022.2422
L
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).
A multi-task network approach for calculating discrimination-free insurance prices.
European Actuarial Journal, 14(2),
pp. 329-369.
doi: 10.1007/s13385-023-00367-z
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
M
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
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 (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.
P
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A.
ORCID: 0000-0003-4552-5532 (2023).
Differential Sensitivity in Discontinuous Models.
.
T
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
V
Villegas, A., Bajekal, M., Haberman, S. ORCID: 0000-0003-2269-9759 & Zhou, L. (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
W
Wei, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. & Stasinakis, C. (2023).
Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis.
International Journal of Finance and Economics, 29(4),
pp. 4073-4104.
doi: 10.1002/ijfe.2863
Z
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)
Zhang, Z., Chronopoulos, M. ORCID: 0000-0002-3858-2021, Dimitrova, D. S.
ORCID: 0000-0003-3169-2735 & Kyriakou, I.
ORCID: 0000-0001-9592-596X (2023).
Risk assessment and optimal scheduling of serial projects.
OR Spectrum, 46(3),
pp. 709-736.
doi: 10.1007/s00291-023-00740-0
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