City Research Online

Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A. & Zhou, F. ORCID: 0000-0002-9851-8312 (2024). Efficient and proper Generalised Linear Models with power link functions.

Asimit, V. ORCID: 0000-0002-7706-0066, Yuan, Z. & Zhou, F. (2024). Tail Similarity.

Bryce, C. ORCID: 0000-0002-9856-7851, Ashby, S. & Ring, P. (2024). Reconciling Risk as Threat and Opportunity: The Social Construction of Risk in Boardrooms. Risk Analysis, doi: 10.1111/risa.14275

Bryce, C. ORCID: 0000-0002-9856-7851 & Dowling, M. (2024). The road to olympic failure is paved in poor risk management. Safety Science, 169, article number 106331. doi: 10.1016/j.ssci.2023.106331

Carannante, M., D’amato, V., Haberman, S. ORCID: 0000-0003-2269-9759 & Menzietti, M.view all authors (2024). Frailty-based mortality models and reserving for longevity risk. The Geneva Papers on Risk and Insurance - Issues and Practice, 49(2), pp. 320-339. doi: 10.1057/s41288-024-00319-y

Cust, H., Lepine, A., Treibich, C. , Powell-Jackson, T., Radice, R. ORCID: 0000-0002-6316-3961 & Ndour, C. T.view all authors (2024). Trading HIV for Sheep: Risky sexual behaviour and the response of female sex workers to Tabaski in Senegal. Health Economics, 33(1), pp. 153-193. doi: 10.1002/hec.4756

De Mori, L., Millossovich, P. ORCID: 0000-0001-8269-7507, Zhu, R. ORCID: 0000-0002-9944-0369 & Haberman, S. ORCID: 0000-0003-2269-9759view all authors (2024). Two-population Mortality Forecasting: An Approach Based on Model Averaging. Risks, 12(4), article number 60. doi: 10.3390/risks12040060

Fahrenwaldt, M., Furrer, C., Hiabu, M. E. , Huang, F., Jørgensen, F. H., Lindholm, M., Loftus, J., Steffensen, M. & Tsanakas, A. ORCID: 0000-0003-4552-5532view all authors (2024). Fairness: plurality, causality, and insurability. European Actuarial Journal, doi: 10.1007/s13385-024-00387-3

Fang, L., Lanzolla, G. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2024). Shared exposures or management fashions? Drivers of cross-industry convergence of textual risk disclosures. .

Gasimova, K., Haberman, S. ORCID: 0000-0003-2269-9759 & Millossovich, P. ORCID: 0000-0001-8269-7507 (2024). Solvency Analysis of Deferred Annuities. Decisions in Economics and Finance, doi: 10.1007/s10203-024-00452-2

Hsu, P-H., Kyriakou, I. ORCID: 0000-0001-9592-596X, Ma, T. & Sermpinis, G.view all authors (2024). Mutual Funds’ Conditional Performance Free of Data Snooping Bias. Journal of Financial and Quantitative Analysis, pp. 1-53. doi: 10.1017/s0022109024000097

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2024). Liability-Driven Investment for Pension Funds: Stochastic Optimization with Real Assets. Risk Management, 26(3), article number 12. doi: 10.1057/s41283-024-00141-9

Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554 & Clare, A. ORCID: 0000-0002-4180-6778 (2024). Life-cycle investment and housing decisions with longevity annuities and reverse mortgage. Journal of Risk Management,

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2024). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. Scandinavian Actuarial Journal, pp. 1-36. doi: 10.1080/03461238.2024.2364741

Mahdavi Ardekani, A., Bertz, J., Bryce, C. ORCID: 0000-0002-9856-7851 , Dowling, M. & Chen, S.view all authors (2024). FinSentGPT: A universal financial sentiment engine?. International Review of Financial Analysis, 94, article number 103291. doi: 10.1016/j.irfa.2024.103291

Mayhew, L. ORCID: 0000-0002-0380-1757, Chan, M. S. & Cairns, A. J. G. (2024). The great health challenge – levelling up the UK. Geneva Papers on Risk and Insurance: Issues and Practice, doi: 10.1057/s41288-024-00317-0

Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2024). A theory of multivariate stress testing. European Journal of Operational Research, doi: 10.1016/j.ejor.2024.06.002

Wang, R., Asimit, V. ORCID: 0000-0002-7706-0066, Zhu, R. ORCID: 0000-0002-9944-0369 & Zhou, F.view all authors (2024). Efficient PSD Matrix Approximation by Iterative Optimisations and Gradient Descent Method.

Xu, Z. ORCID: 0009-0008-4497-724X, Xu, H. ORCID: 0009-0000-7570-4078, Lu, Z. ORCID: 0009-0005-6159-6914 , Zhao, Y. ORCID: 0000-0001-5902-1306, Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Y. ORCID: 0000-0002-6220-029X, Dong, M. ORCID: 0000-0002-8897-5931, Chang, Y. ORCID: 0000-0003-2607-916X, Lv, Q. ORCID: 0000-0002-9437-1376, Dick, R. P. ORCID: 0000-0001-5428-9530, Yang, F. ORCID: 0000-0003-2164-8175, Lu, T. ORCID: 0000-0002-6633-4826, Gu, N. ORCID: 0000-0002-2915-974X & Shang, L. ORCID: 0000-0003-3944-7531view all authors (2024). Can Large Language Models Be Good Companions?. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies, 8(2), pp. 1-41. doi: 10.1145/3659600

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 (2024). Bi-level optimisation of subsidy and capacity investment under competition and uncertainty. European Journal of Operational Research, 318(1), pp. 327-340. doi: 10.1016/j.ejor.2024.03.028