Items where Schools and Departments is "Actuarial Research Reports" and Year is 2003
Article
Ballotta, L. & Haberman, S. (2003). Valuation of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 33(1), pp. 87-108. doi: 10.1016/s0167-6687(03)00146-x
Working Paper
Haberman, S., Ballotta, L. & Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts (Actuarial Research Paper No. 146). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Ignatov, Z. G., Kaishev, V. K. & Krachunov, R. (2003). Optimal retention levels, given the joint survival of cedent and reinsurer (Actuarial Research Paper No. 147). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Iyer, S. (2003). Application of stochastic methods in the valuation of social security pension schemes (Actuarial Research Paper No. 151). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Owadally, M. I (2003). Efficient asset valuation methods for pension plans (Actuarial Research Paper No. 148). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Owadally, M. I (2003). Pension funding and the actuarial assumption concerning investment returns (Actuarial Research Paper No. 149). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2003). Lee-Carter mortality forecasting incorporating bivariate time series (Actuarial Research Paper No. 153). London, UK: Faculty of Actuarial Science & Insurance, City University London.