Items where Schools and Departments is "Actuarial Research Reports" and Year is 2005
Biffis, E. & Denuit, M. (2005). Lee-Carter goes risk-neutral: an application to the Italian annuity market (Actuarial Research Paper No. 166). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Emms, P. & Haberman, S. (2005). Asymptotic and numerical analysis of the optimal investment strategy for an insurer (10.1016/j.insmatheco.2006.03.003). London, UK: Elsevier BV, ISSN 0167-6687.
Gerrard, R. J. G., Haberman, S. & Vigna, E. (2005). The management of de-cumulation risks in a defined contribution environment (Actuarial Research Paper No. 161). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Haberman, S. & Russolillo, M. (2005). Lee Carter mortality forecasting: application to the Italian population (Actuarial Research Paper No. 167). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K. & Dimitrova, D. S. (2005). Excess of loss reinsurance under joint survival optimality (Actuarial Research Paper No. 165). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Kaishev, V. K., Haberman, S. & Dimitrova, D. S. (2005). Modelling the joint distribution of competing risks survival times using copula functions (Actuarial Research Paper No. 164). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Renshaw, A. E. & Haberman, S. (2005). Mortality reduction factors incorporating cohort effects (Actuarial Research Paper No. 160). London, UK: Faculty of Actuarial Science & Insurance, City University London.