Items where Schools and Departments is "Faculty of Actuarial Science & Insurance" and Year is 2025
Article
Aboagye, E.
ORCID: 0009-0000-6582-8536, Asimit, V.
ORCID: 0000-0002-7706-0066, Fung, T. C.
ORCID: 0000-0003-0238-0636 , Peng, L. & Wang, Q.
ORCID: 0000-0002-9671-8425 (2025).
A revisit of the optimal excess-of-loss contract.
European Journal of Operational Research, 322(1),
pp. 341-354.
doi: 10.1016/j.ejor.2024.11.027
Asimit, V.
ORCID: 0000-0002-7706-0066, Badescu, A., Chen, Z.
ORCID: 0009-0009-6376-3850 & Zhou, F.
ORCID: 0000-0002-9851-8312 (2025).
Efficient and proper Generalised Linear Models with power link functions.
Insurance: Mathematics and Economics, 122,
pp. 91-118.
doi: 10.1016/j.insmatheco.2025.02.005
Asimit, V.
ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.
ORCID: 0000-0002-9851-8312 (2025).
Portfolio selection and risk sharing via risk budgeting.
Insurance: Mathematics and Economics, 125,
article number 103139.
doi: 10.1016/j.insmatheco.2025.103139
Asimit, V.
ORCID: 0000-0002-7706-0066, Wang, R.
ORCID: 0009-0003-5539-0149, Zhou, F.
ORCID: 0000-0002-9851-8312 & Zhu, R.
ORCID: 0000-0002-9944-0369 (2025).
Efficient Positive Semidefinite Matrix Approximation by Iterative Optimisations and Gradient Descent Method.
Risks, 13(2),
article number 28.
doi: 10.3390/risks13020028
Asimit, V.
ORCID: 0000-0002-7706-0066, Yuan, Z. & Zhou, F. (2025).
Tail similarity.
Insurance: Mathematics and Economics, 121,
pp. 26-44.
doi: 10.1016/j.insmatheco.2024.12.004
Bagkavos, D., Isakson, A., Mammen, E. , Perch, J. P.
ORCID: 0000-0001-6874-1268 & Proust-Lima, C. (2025).
Superefficient estimation of future conditional hazards based on time-homogeneous high-quality marker information.
Biometrika, 112(2),
article number asaf008.
doi: 10.1093/biomet/asaf008
Bishopberger, S., Hiabu, M., Mammen, E. & Perch Nielsen, J.
ORCID: 0000-0001-6874-1268 (2025).
Smooth Backfitting for Additive Hazard Rates.
Scandinavian Journal of Statistics,
article number sjos.70004.
doi: 10.1111/sjos.70004
Bryce, C.
ORCID: 0000-0002-9856-7851, Dowling, M., Long, S. & Wardman, J. K. (2025).
Media amplification under the floodlight: Contextualising 20 years of US risk news.
Risk Analysis, 45(7),
pp. 1940-1956.
doi: 10.1111/risa.17701
Bryce, C.
ORCID: 0000-0002-9856-7851 & King, A. (2025).
Regulating Risk for Growth: The many faces of Janus.
Journal of Risk Research,
pp. 1-9.
doi: 10.1080/13669877.2025.2565580
Chen, A., Haberman, S.
ORCID: 0000-0003-2269-9759 & Thomas, S.
ORCID: 0000-0001-5438-4263 (2025).
The Role of the Annuity Price in Decumulation Strategies with Deferred Annuities.
Journal of Retirement, 12(3),
pp. 44-67.
doi: 10.3905/jor.2024.1.173
De Mori, L., Haberman, S.
ORCID: 0000-0003-2269-9759, Millossovich, P.
ORCID: 0000-0001-8269-7507 & Zhu, R.
ORCID: 0000-0002-9944-0369 (2025).
Mortality forecasting via multi-task neural networks.
ASTIN Bulletin, 55(2),
pp. 313-331.
doi: 10.1017/asb.2025.10
Debon, A., Haberman, S.
ORCID: 0000-0003-2269-9759 & Piscopo, G. (2025).
A holistic approach to interpretable modelling and precise forecasting of human mortality rates by gender and country.
Annals of Operations Research,
doi: 10.1007/s10479-025-06779-2
Fang, L., Lanzolla, G.
ORCID: 0000-0002-6590-2668 & Tsanakas, A.
ORCID: 0000-0003-4552-5532 (2025).
Shared exposures or management fashions? Antecedents of convergence in the insurance and banking industries.
Journal of Risk and Insurance, 92(3),
pp. 818-850.
doi: 10.1111/jori.70013
Frau, C., Fusai, G.
ORCID: 0000-0001-9215-2586 & Kyriakou, I.
ORCID: 0000-0001-9592-596X (2025).
Energy Commodities and Calendar Spread Options.
Energy Economics, 151,
article number 108809.
doi: 10.1016/j.eneco.2025.108809
Hsu, P-H., Kyriakou, I.
ORCID: 0000-0001-9592-596X, Ma, T. & Sermpinis, G. (2025).
Mutual Funds’ Conditional Performance Free of Data Snooping Bias.
Journal of Financial and Quantitative Analysis, 60(3),
pp. 1373-1400.
doi: 10.1017/s0022109024000097
Jang, C., Owadally, I.
ORCID: 0000-0002-0830-3554 & Clare, A.
ORCID: 0000-0002-4180-6778 (2025).
Life-cycle investment and housing decisions with longevity annuities and reverse mortgage.
Journal of Risk Management, 35(2),
pp. 141-185.
doi: 10.21480/tjrm.35.2.202406.005
Jeong, S., Owadally, I.
ORCID: 0000-0002-0830-3554, Haberman, S.
ORCID: 0000-0003-2269-9759 & Wright, D. (2025).
Subjective survival beliefs and the life-cycle model.
Insurance: Mathematics & Economics, 122,
pp. 11-29.
doi: 10.1016/j.insmatheco.2025.01.007
Krummaker, S.
ORCID: 0000-0003-2471-8175 & Klasen, A. (2025).
Reinsuring Export Credit Agencies: What Drives Demand?.
Journal of World Trade, 59(3),
pp. 343-372.
doi: 10.54648/trad2025022
Li, X., Ji, L.
ORCID: 0009-0006-7572-1525, Zhu, R.
ORCID: 0000-0002-9944-0369 , Ma, Z. & Xue, J-H.
ORCID: 0000-0003-1174-610X (2025).
Clarity in chaos: Boosting few-shot classification through information suppression and sparsification.
Pattern Recognition, 167,
article number 111726.
doi: 10.1016/j.patcog.2025.111726
Li, X., Wang, L., Zhu, R.
ORCID: 0000-0002-9944-0369 , Ma, Z., Cao, J. & Xue, J-H. (2025).
SRML: Structure-relation mutual learning network for few-shot image classification.
Pattern Recognition, 168,
article number 111822.
doi: 10.1016/j.patcog.2025.111822
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. (2025).
Selectively augmented attention network for few-shot image classification.
IEEE Transactions on Circuits and Systems for Video Technology, 35(2),
pp. 1180-1192.
doi: 10.1109/tcsvt.2024.3480279
Marra, G. & Radice, R.
ORCID: 0000-0002-6316-3961 (2025).
Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits.
Health Economics,
Marra, G. & Radice, R.
ORCID: 0000-0002-6316-3961 (2025).
Modeling Physician Visit Frequency and Costs Using a Copula Additive Distributional Regression Approach.
The Journal of the Royal Statistical Society, Series C (Applied Statistics),
article number qlaf050.
doi: 10.1093/jrsssc/qlaf050
Mayhew, L.
ORCID: 0000-0002-0380-1757 & Cairns, A. (2025).
The power of prevention – a lifeline for the NHS?.
British Actuarial Journal, 30,
article number e26.
doi: 10.1017/s1357321725000169
Pesenti, S. M., Millossovich, P.
ORCID: 0000-0001-8269-7507 & Tsanakas, A.
ORCID: 0000-0003-3509-6551 (2025).
Differential quantile-based sensitivity in discontinuous models.
European Journal of Operational Research, 322(2),
pp. 554-572.
doi: 10.1016/j.ejor.2024.12.008
Shang, H. & Haberman, S.
ORCID: 0000-0003-2269-9759 (2025).
Constructing prediction intervals for the age distribution of deaths.
Scandinavian Actuarial Journal,
pp. 1-18.
doi: 10.1080/03461238.2025.2544265
Shang, H. & Haberman, S.
ORCID: 0000-0003-2269-9759 (2025).
Forecasting Age Distribution of Deaths: Cumulative Distribution Function Transformation.
Insurance: Mathematics and Economics, 122,
pp. 249-261.
doi: 10.1016/j.insmatheco.2025.03.007
Shang, H. L. & Haberman, S.
ORCID: 0000-0003-2269-9759 (2025).
Forecasting age distribution of life-table death counts via alpha-transformation.
Scandinavian Actuarial Journal, 2025(4),
pp. 387-403.
doi: 10.1080/03461238.2024.2425723
Villegas, A. M., Bajekal, M. & Haberman, S.
ORCID: 0000-0003-2269-9759 (2025).
Modelling mortality by cause of death and socio-economic stratification: an analysis of mortality differentials in England.
Decisions in Economics and Finance,
doi: 10.1007/s10203-025-00511-2
Wang, C.
ORCID: 0009-0001-9477-6939, Yan, S., Chen, Y. , Wang, X., Wang, Y.
ORCID: 0000-0002-6220-029X, Dong, M., Yang, X.
ORCID: 0000-0002-9299-5951, Li, D.
ORCID: 0000-0003-3103-8442, Zhu, R.
ORCID: 0000-0002-9944-0369, Clifton, D. A.
ORCID: 0000-0002-9848-8555, Dick, R. P.
ORCID: 0000-0001-5428-9530, Lv, Q., Yang, F.
ORCID: 0000-0003-2164-8175, Lu, T.
ORCID: 0000-0002-6633-4826, Gu, N.
ORCID: 0000-0002-2915-974X & Shang, L. (2025).
Denoising Reuse: Exploiting Inter-frame Motion Consistency for Efficient Video Generation.
IEEE Transactions on Circuits and Systems for Video Technology, 35(9),
pp. 8436-8451.
doi: 10.1109/tcsvt.2025.3548728
Wang, X., Yang, X.
ORCID: 0000-0002-9299-5951, Zhu, R.
ORCID: 0000-0002-9944-0369 & Xue, J-H.
ORCID: 0000-0003-1174-610X (2025).
PUAL: A classifier on trifurcate positive-unlabelled data.
Neurocomputing, 637,
article number 130080.
doi: 10.1016/j.neucom.2025.130080
Wang, X., Zhu, R.
ORCID: 0000-0002-9944-0369 & Xue, J-H. (2025).
GKF-PUAL: A group kernel-free approach to positive-unlabeled learning with variable selection.
Information Sciences, 690,
article number 121574.
doi: 10.1016/j.ins.2024.121574
Wei, Z., Zeng, Y., Shi, Y.
ORCID: 0000-0002-3226-7944 , Kyriakou, I.
ORCID: 0000-0001-9592-596X & Shahbaz, M. (2025).
Forecasting Energy Efficiency in Manufacturing: Impact of Technological Progress in Productive Service and Commodity Trades.
Journal of Forecasting, 44(7),
pp. 2170-2192.
doi: 10.1002/for.3289
Wu, Q., Shahbaz, M. & Kyriakou, I.
ORCID: 0000-0001-9592-596X (2025).
Temperature Fluctuations, Climate Uncertainty, and Financing Hindrance.
Journal of Regional Science, 65(1),
pp. 112-134.
doi: 10.1111/jors.12733
Yanez, J. S., Guillen, M. & Nielsen, J. P.
ORCID: 0000-0001-6874-1268 (2025).
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score.
ASTIN Bulletin: The Journal of the IAA, 55(1),
pp. 1-28.
doi: 10.1017/asb.2024.30
Zhang, Z.
ORCID: 0009-0009-3591-3890, Chang, D.
ORCID: 0000-0002-4081-3001, Zhu, R.
ORCID: 0000-0002-9944-0369 , Li, X., Ma, Z.
ORCID: 0000-0003-2950-2488 & Xue, J-H.
ORCID: 0000-0003-1174-610X (2025).
Query-aware Cross-mixup and Cross-reconstruction for Few-shot Fine-grained Image Classification.
IEEE Transactions on Circuits and Systems for Video Technology, 35(2),
pp. 1276-1286.
doi: 10.1109/tcsvt.2024.3484530
Conference or Workshop Item
Bai, X., Yang, Y., Yang, W. , Zhu, R.
ORCID: 0000-0002-9944-0369 & Xue, J-H. (2025).
Identity-Preserving Diffusion for Face Restoration.
In:
ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 6-11 Apr 2025, Hyderabad, India.
doi: 10.1109/icassp49660.2025.10888736
Other
Asimit, V.
ORCID: 0000-0002-7706-0066, Badescu, A., Chen, Z.
ORCID: 0009-0009-6376-3850 & Zhou, F.
ORCID: 0000-0002-9851-8312 (2025).
Efficient and proper Generalised Linear Models with power link functions.
Thesis
Liu, Y. (2025). Optimal Investment, Hedging, and Arbitrage Strategies for Collective Pension Portfolios. (Unpublished Doctoral thesis, City St George's, University of London)
Wang, R. (2025). Robust and fair learning: From correlation matrices to fair learning models. (Unpublished Doctoral thesis, City St George’s, University of London)
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