City Research Online

Article

Bacinello, A. R., Millossovich, P. ORCID: 0000-0001-8269-7507 & Viviano, F. ORCID: 0000-0001-7244-1292 (2024). An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices. European Actuarial Journal, doi: 10.1007/s13385-024-00393-5

Bagkavos, D., Guillen, M. & Nielsen, J. P. ORCID: 0000-0001-6874-1268 (2024). Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates. TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, doi: 10.1007/s11749-024-00945-7

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, 44(8), pp. 1959-1976. 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

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2024). The Role of the Annuity Price in Decumulation Strategies with Deferred Annuities. Journal of Retirement,

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, 14(2), pp. 317-328. doi: 10.1007/s13385-024-00387-3

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

Guillen, M., Pérez-Marín, A. M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2024). Pricing weekly motor insurance drivers’ with behavioral and contextual telematics data. Heliyon, 10(16), article number e36501. doi: 10.1016/j.heliyon.2024.e36501

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. 1-28. 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,

Klasen, A. ORCID: 0000-0003-0364-8374, Krummaker, S. ORCID: 0000-0003-2471-8175, Beck, J. & Pennington, J.view all authors (2024). Navigating geopolitical and trade megatrends: Public export finance in a world of change. Global Policy, doi: 10.1111/1758-5899.13417

Li, X., Guo, Z., Zhu, R. ORCID: 0000-0002-9944-0369 , Ma, Z., Guo, J. & Xue, J-H.view all authors (2024). A simple scheme to amplify inter-class discrepancy for improving few-shot fine-grained image classification. Pattern Recognition, 156, article number 110736. doi: 10.1016/j.patcog.2024.110736

Li, X., Wang, X., Zhu, R. ORCID: 0000-0002-9944-0369 , Ma, Z. ORCID: 0000-0003-2950-2488, Cao, J. ORCID: 0000-0003-0481-5170 & Xue, J-H.view all authors (2024). Selectively augmented attention network for few-shot image classification. IEEE Transactions on Circuits and Systems for Video Technology, doi: 10.1109/tcsvt.2024.3480279

Lin Shang, H. ORCID: 0000-0003-1769-6430 & Haberman, S. ORCID: 0000-0003-2269-9759 (2024). Weighted compositional functional data analysis for modeling and forecasting life‐table death counts. Journal of Forecasting, 43(8), pp. 3051-3071. doi: 10.1002/for.3171

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, 2024(9), pp. 935-970. 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

Marchese, M. ORCID: 0000-0001-6801-911X, Martinez-Miranda, M. D., Nielsen, J. P. ORCID: 0000-0001-6874-1268 & Scholz, M.view all authors (2024). Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data. Financial Innovation, 10(1), article number 138. doi: 10.1186/s40854-024-00657-9

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, 49(2), pp. 270-294. 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, 318(3), pp. 851-866. doi: 10.1016/j.ejor.2024.06.002

Shang, H. L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2024). Forecasting age distribution of life-table death counts via alpha-transformation. Scandinavian Actuarial Journal, doi: 10.1080/03461238.2024.2425723

Wu, Q., Shahbaz, M. & Kyriakou, I. ORCID: 0000-0001-9592-596X (2024). Temperature Fluctuations, Climate Uncertainty, and Financing Hindrance. Journal of Regional Science, doi: 10.1111/jors.12733

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

Yanez, J. S., Guillen, M. & Perch, J. ORCID: 0000-0001-6874-1268 (2024). Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score. ASTIN Bulletin: The Journal of the IAA,

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

Other

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.

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.

Thesis

Schramm, S.P. (2024). Examining Low Value Care in Low Income Populations: A Comparison of Three US State Medicaid Programs. (Unpublished Doctoral thesis, City, University of London)

Working Paper

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. .

Klasen, A., Krummaker, S. ORCID: 0000-0003-2471-8175, Jeffs, C. & Vassard, J.view all authors (2024). Navigating New Trade Horizons: Supporting Exporters in a World of Change (WP 01/24). London, UK: Bayes Business School, Centre for Banking Research.

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2024). Sensitivity-based measures of discrimination in insurance pricing. .