City Research Online

Items where Schools and Departments is "Faculty of Actuarial Science & Insurance" and Year is 2025

Group by: Authors | Type | No Grouping
Number of items: 40.

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)

This list was generated on Mon Nov 3 09:45:33 2025 UTC.