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Asimit, V. 
ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
Special Issue “Machine Learning in Insurance”.
Risks, 8(2),
54..
doi: 10.3390/risks8020054
Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X, Papapostolou, N. C. ORCID: 0000-0003-4529-1182 and Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2020).
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts.
Tourism Management, 77,
104011..
doi: 10.1016/j.tourman.2019.104011
Bartl, M. and Krummaker, S. ORCID: 0000-0003-2471-8175 (2020).
Prediction of claims in export credit finance: a comparison of four machine learning techniques.
Risks, 8(1),
22..
doi: 10.3390/risks8010022
Boado-Penas, C., Godínez-Olivares, H., Haberman, S. ORCID: 0000-0003-2269-9759 and Serrano, P. (2020).
Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies.
European Journal of Finance, 26(2-3),
pp. 277-294.
doi: 10.1080/1351847X.2019.1647260
Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. and Lucey, B. (2020).
The Journal Quality Perception Gap.
Research Policy, 49(5),
103957..
doi: 10.1016/j.respol.2020.103957
Bryce, C. ORCID: 0000-0002-9856-7851, Ring, P., Ashby, S. and Wardman, J. (2020).
Resilience in the Face of Uncertainty: Early Lessons from the COVID-19 Pandemic.
Journal of Risk Research,
doi: 10.1080/13669877.2020.1756379
Dettoni, R., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2020).
Generalized Link-Based Additive Survival Models with Informative Censoring.
Journal of Computational and Graphical Statistics,
doi: 10.1080/10618600.2020.1724544
Dong, Y., Huang, F., Yu, H. and Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Multi-population mortality forecasting using tensor decomposition.
Scandinavian Actuarial Journal,
doi: 10.1080/03461238.2020.1740314
Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Fusai, G. ORCID: 0000-0001-9215-2586 (2020).
General lattice methods for arithmetic Asian options.
European Journal of Operational Research, 282(3),
pp. 1185-1199.
doi: 10.1016/j.ejor.2019.10.026
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Vodička, P. (2020).
Long-term real dynamic investment planning.
Insurance: Mathematics and Economics, 92,
pp. 90-103.
doi: 10.1016/j.insmatheco.2020.03.002
Hiabu, M., Mammen, E., Maria Dolores, M-M. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
Smooth backfitting of proportional hazards with multiplicative components.
Journal of the American Statistical Association,
doi: 10.1080/01621459.2020.1753520
Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Scheike, T. (2020).
Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales.
Biometrika, 2020,
Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 and Wüthrich, M. V. (2020).
Non-discriminatory insurance pricing.
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Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 and Zimmer, D. (2020).
Estimating the Binary Endogenous Effect of Insurance on Doctor Visits by Copula-Based Regression Additive Models.
Journal of the Royal Statistical Society: Series C (Applied Statistics),
Mayhew, L. ORCID: 0000-0002-0380-1757 and Smith, D. ORCID: 0000-0001-6642-8884 (2020).
The 100-year family Longer lives, fewer children.
London: International Longevity Centre UK.
Pesenti, S. M., Bettini, A., Millossovich, P. and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2020).
Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis.
Sendstad, L. H. and Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2020).
Sequential investment in renewable energy technologies under policy uncertainty.
Energy Policy, 137,
111152..
doi: 10.1016/j.enpol.2019.111152
Shang, H.L. and Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Forecasting multiple functional time series in a group structure: an application to mortality’.
ASTIN Bulletin,
doi: 10.1017/asb.2020.3
Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Energy Economics, 88,
104757..
doi: 10.1016/j.eneco.2020.104757
Wang, K., Fang, L. and Cheng, J. (2020). Management of Commissions to Meet the Regulatory Requirements: Evidence from Property-Casualty Insurance in China. Geneva Papers on Risk and Insurance - Issues and Practice, doi: 10.1057/s41288-020-00161-y
Zhu, R. ORCID: 0000-0002-9944-0369, Guo, Y. and Xue, J-H. (2020).
Adjusting the imbalance ratio by the dimensionality of imbalanced data.
Pattern Recognition Letters,
doi: 10.1016/j.patrec.2020.03.004
Asimit, A.V. ORCID: 0000-0002-7706-0066, Hu, J. and Xie, Y. (2019).
Optimal Robust Insurance with a Finite Uncertainty Set.
Insurance: Mathematics and Economics, 87,
pp. 67-81.
doi: 10.1016/j.insmatheco.2019.03.009
Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. and Yu, A. (2019).
An efficient approach to quantile capital allocation and sensitivity analysis.
Mathematical Finance,
Bischofberger, S., Hiabu, M., Mammen, E. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019).
A comparison of in-sample forecasting methods.
Computational Statistics and Data Analysis, 137,
pp. 133-154.
doi: 10.1016/j.csda.2019.02.009
Chen, A., Haberman, S. and Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance,
Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 and Thomas, S. ORCID: 0000-0001-5438-4263 (2019).
The implication of the hyperbolic discount model for annuitisation decisions.
Journal of Pension Economics and Finance,
doi: 10.1017/S1474747218000343
Cuthbertson, K., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. and Pantelous, A. A. (2019).
Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy.
International Journal of Finance & Economics,
doi: 10.1002/ijfe.1738
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759, Sibilllo, M. and Tizzano, R. (2019).
Pension schemes versus real estate.
Annals of Operations Research,
doi: 10.1007/s10479-019-03241-y
Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Ignatov, Z., Kaishev, V. K. and Tan, S. (2019).
On Double-Boundary Non-Crossing Probability for a Class of Compound Processes with Applications.
European Journal of Operational Research,
doi: 10.1016/j.ejor.2019.09.058
England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 and Wüthrich, M. V. (2019).
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins.
Insurance: Mathematics and Economics,
doi: 10.1016/j.insmatheco.2018.12.002
Espasandín-Domínguez, J., Cadarso-Suárez, C., Kneib, T., Marra, G., Klein, N., Radice, R. ORCID: 0000-0002-6316-3961, Lado-Baleato, O., González Quintela, A and Gude, F. (2019).
Assessing the relationship between markers of glycemic control through flexible copula regression models.
Statistics in Medicine,
doi: 10.1002/sim.8358
Fang, L., Cheng, J. and Su, F. (2019). Interconnectedness and Systemic Risk: A Comparative Study Based on Systemically Important Regions. Pacific-Basin Finance Journal, 54, pp. 147-158. doi: 10.1016/j.pacfin.2019.02.007
Giordano, G., Haberman, S. ORCID: 0000-0003-2269-9759 and Russolillo, M. (2019).
Coherent modeling of mortality patterns for age-specific subgroups.
Decisions in Economics and Finance,
doi: 10.1007/s10203-019-00245-y
Gomes, M., Radice, R., Camarena Brenes, J. and Marra, G. (2019). Copula selection models for non-Gaussian responses that are missing not at random. Statistics in Medicine, 38(3), pp. 480-496. doi: 10.1002/sim.7988
Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Pérez-Marín, A. and Elpidorou, V. (2019).
Can automobile insurance telematics predict the risk of near-miss events?.
North American Actuarial Journal,
doi: 10.1080/10920277.2019.1627221
Guillén, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Ayuso, M. and Perez-Marin, A. M. (2019).
The use of telematics devices to improve automobile insurance rates.
Risk Analysis, 39(3),
pp. 662-672.
doi: 10.1111/risa.13172
Klein, N., Kneib, T., Marra, G., Radice, R., Rokicki, S. R. and McGovern, M. (2019). Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes. Statistics in Medicine, 38(3), pp. 413-436. doi: 10.1002/sim.7985
Krummaker, S. ORCID: 0000-0003-2471-8175 (2019).
Firm's Demand for Insurance: An Explorative Approach.
Risk Management and Insurance Review,
doi: 10.1111/rmir.12128
Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. and Scholz, M. (2019).
Forecasting benchmarks of long-term stock returns via machine learning.
Annals of Operations Research,
doi: 10.1007/s10479-019-03338-4
Kyriakou, I. ORCID: 0000-0001-9592-596X, Pantelous, A. A., Sermpinis, G. and Zenios, S. A. (2019).
Preface: application of operations research to financial markets.
Annals of Operations Research,
doi: 10.1007/s10479-019-03400-1
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Park, B. U. (2019).
Generalised additive dependency inflated models including aggregated covariates.
Electronic Journal of Statistics, 13(1),
pp. 67-93.
doi: 10.1214/18-EJS1515
Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Scholz, M. and Sperlich, S. (2019).
Conditional variance forecasts for long-term stock returns.
Risks, 7(4),
113..
doi: 10.3390/risks7040113
Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2019).
Copula Link-Based Additive Models for Right-Censored Event Time Data.
Journal of the American Statistical Association,
doi: 10.1080/01621459.2019.1593178
Mayhew, L. ORCID: 0000-0002-0380-1757 (2019).
The Last-Time Buyer: housing and finance for an ageing society (130).
London, UK: CSFI.
Mayhew, L. ORCID: 0000-0002-0380-1757, Harper, G. and Villegas, A. M. (2019).
An investigation into the impact of deprivation on demographic inequalities in adults.
Annals of Actuarial Science,
Mayhew, L. ORCID: 0000-0002-0380-1757 and Smith, D. ORCID: 0000-0001-6642-8884 (2019).
An investigation into inequalities in adult lifespan.
North American Actuarial Journal,
doi: 10.1080/10920277.2019.1671874
Owadally, M. I ORCID: 0000-0002-0830-3554, Kashif, M. and Menoncin, F. (2019).
Optimal portfolio and spending rules for endowment funds.
Review of Quantitative Finance and Accounting,
doi: 10.1007/s11156-019-00856-x
Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (2019).
Time Series Data Mining with an Application to the Measurement of Underwriting Cycles.
North American Actuarial Journal,
Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (2019).
An agent-based system with temporal data mining for monitoring financial stability on insurance markets.
Expert Systems with Applications, 123,
pp. 270-282.
doi: 10.1016/j.eswa.2019.01.049
Rickayzen, B. D., Mayhew, L. and Smith, D. (2019). Flexible and affordable methods of paying for long-term care insurance. North American Actuarial Journal, doi: 10.1080/10920277.2019.1651657
Shang, H.L. and Haberman, S. ORCID: 0000-0003-2269-9759 (2019).
Forecasting age distribution of death counts: An application to annuity pricing.
Annals of Actuarial Science,
doi: 10.1017/S1748499519000101
Simper, R., Dadoukis, A. and Bryce, C. ORCID: 0000-0002-9856-7851 (2019).
European bank loan loss provisioning and efficient technological innovative progress.
International Review of Financial Analysis, 63,
pp. 119-130.
doi: 10.1016/j.irfa.2019.03.001
Yang, W., Zhou, F., Zhu, R. ORCID: 0000-0002-9944-0369, Fukui, K., Wang, G. and Xue, J-H. (2019).
Deep learning for image super-resolution.
Neurocomputing,
doi: 10.1016/j.neucom.2019.09.091
Zhu, R., Wang, Z., Sogi, N., Fukui, K. and Xue, J-H. (2019). A Novel Separating Hyperplane Classification Framework to Unify Nearest-class-model Methods for High-dimensional Data. IEEE Transactions on Neural Networks and Learning Systems, doi: 10.1109/TNNLS.2019.2946967
van den Berg, G., anys, L., Mammen, E. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019).
A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models.
Journal of Econometrics,
Ashby, S., Bryce, C. ORCID: 0000-0002-9856-7851 and Ring, P. (2018).
Risk and the Strategic Role of Leadership.
London, UK: ACCA.
Asimit, A.V. and Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), pp. 778-790. doi: 10.1016/j.ejor.2017.12.026
Asimit, A.V., Gao, T., Hu, J. and Kim, E. (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472
Asimit, A.V. ORCID: 0000-0002-7706-0066, Gao, T., Hu, J. and Kim, E. (2018).
Optimal Risk Transfer: A Numerical Optimisation Approach.
North American Actuarial Journal, 22(3),
pp. 341-364.
doi: 10.1080/10920277.2017.1421472
Asimit, A.V. and Li, J. (2018). Measuring the Tail Risk: An Asymptotic Approach. Journal of Mathematical Analysis and Applications, 463(1), pp. 176-197. doi: 10.1016/j.jmaa.2018.03.019
Ayuso, M., Guillén, M. and Nielsen, J. P. (2018). Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. Transportation, doi: 10.1007/s11116-018-9890-7
Bacinello, A. R., Chen, A. and Millossovich, P. ORCID: 0000-0001-8269-7507 (2018).
The impact of longevity and investment risk on a portfolio of life insurance liabilities.
European Actuarial Journal,
doi: 10.1007/s13385-018-0175-5
Bacinello, A. R., Millossovich, P. and Chen, A. (2018). Longevity impact on life insurers in low interest rate environment. The European Actuary, 18(2018), pp. 16-18.
Barakat, A., Ashby, S., Fenn, P. and Bryce, C. ORCID: 0000-0002-9856-7851 (2018).
Operational Risk and Reputation in Financial Institutions: Does Media Tone Make a Difference?.
Journal of Banking and Finance, 98,
pp. 1-24.
doi: 10.1016/j.jbankfin.2018.10.007
Bolance, C., Guillén, M., Nielsen, J. P. and Thuring, F. (2018). Exposure to risk and zero accident claims in automobile insurance. Risks, 6(1), 9.. doi: 10.3390/risks6010009
Braumoeller, B. F., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 and Bradshaw, A. E. (2018).
Flexible Causal Inference for Political Science.
Political Analysis, 26(1),
pp. 54-71.
doi: 10.1017/pan.2017.29
Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. and Lucey, B. (2018).
To truly judge the quality of research, read it.
Time Higher Education,
Chen, R. and Millossovich, P. (2018). Sex-specific mortality forecasting for UK countries: a coherent approach. European Actuarial Journal, 8(1), pp. 69-95. doi: 10.1007/s13385-017-0164-0
Chronopoulos, M., Panaousis, E. and Grossklags, J. (2018). An Options Approach to Cybersecurity Investment. IEEE Access, 6, pp. 12175-12186. doi: 10.1109/ACCESS.2017.2773366
Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. and Marino, Z. (2018).
A general framework for pricing Asian options under stochastic volatility on parallel architectures.
European Journal of Operational Research,
doi: 10.1016/j.ejor.2018.07.017
D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759, Sagoo, P. and Sibillo, M. (2018).
De-risking strategy: Longevity spread buy-in.
Insurance Mathematics and Economics, 79,
pp. 124-136.
doi: 10.1016/j.insmatheco.2018.01.004
Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K. and Ignatov, Z. G. (2018).
Ruin and Deficit Under Claim Arrivals with the Order Statistics Property.
Methodology and Computing in Applied Probability,
doi: 10.1007/s11009-018-9669-5
Donnelly, C., Guillén, M., Nielsen, J. P. and Pérez-Marín, A. M. (2018). Implementing individual savings decisions for retirement with bounds on wealth. ASTIN Bulletin, 48(1), pp. 111-137. doi: 10.1017/asb.2017.34
Filippou, P., Kneib, T., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2018).
A trivariate additive regression model with arbitrary link functions and varying correlation matrix.
Journal of Statistical Planning and Inference, 199,
pp. 236-248.
doi: 10.1016/j.jspi.2018.07.002
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018).
Communication and personal selection of pension saver's financial risk.
European Journal of Operational Research,
doi: 10.1016/j.ejor.2018.10.038
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018).
Self-selection and risk sharing in a modern world of life-long annuities.
British Actuarial Journal, 23,
doi: 10.1017/s135732171800020x
Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018).
Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion.
British Actuarial Journal, 23(e29),
doi: 10.1017/S1357321718000272
Gámiz Pérez, M. L., Martinez-Miranda, M. D. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018).
Multiplicative local linear hazard estimation and best one-sided cross-validation.
Journal of Machine Learning, 19,
pp. 1-29.
Haberman, S. ORCID: 0000-0003-2269-9759 and Shang, H.L. (2018).
Model confidence sets and forecast combination: an application to age-specific mortality.
Genus, 74(19),
doi: 10.1186/s41118-018-0043-9
Hillier, J. K., Saville, G., Smith, M. J., Scott, A. J., Raven, E. K., Gascoigne, J., Slater, L., Quinn, N., Tsanakas, A. ORCID: 0000-0003-4552-5532, Souch, C., Leckebusch, G. C., Macdonald, N., Loxton, J., Wilebore, R., Collins, A., MacKechnie, C., Tweddle, J., Milner, A. M., Moller, S., Dove, M., Langford, H. and Craig, J. (2018).
Demystifying academics to enhance university-business collaborations in environmental science.
Geoscience Communication,
doi: 10.5194/gc-2018-13
Hu, J. (2018). Theoretical and empirical study on optimal insurance and reinsurance design. (Unpublished Doctoral thesis, City, University of London)
Krummaker, S. ORCID: 0000-0003-2471-8175 and Thomann, C. (2018).
Aspekte der Versicherung von Unternehmen.
In: Schulenburg, J. (Ed.),
Festschrift for Prof. dr. J.-Matthias Graf von der Schulenburg.
(pp. 95-127). Karlsruhe: Verlag Versicherungswissenschaft.
ISBN 978-3-96329-039-8
Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Park, B. P. (2018).
In-sample forecasting: A brief review and new algorithms.
ALEA - Latin American Journal of Probability and Mathematical Statistics, 15,
pp. 875-895.
Margraf, C., Elpidorou, V. and Verrall, R. J. (2018). Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data. Insurance: Mathematics and Economics, 80, pp. 54-65. doi: 10.1016/j.insmatheco.2018.03.001
Mayhew, L. (2018). The Dependency Trap - are we fit enough to face the future?. London: Centre for the Study of Financial Innovation (CSFI).
Millossovich, P., Villegas, A.M. and Kaishev, V. K. (2018). StMoMo: An R Package for Stochastic Mortality Modelling. Journal of Statistical Software, 84(3), doi: 10.18637/jss.v084.i03
Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. and Wright, I. D. (2018).
The Insurance Industry as a Complex Social System: Competition, Cycles, and Crises.
Journal of Artificial Societies and Social Simulation, 21(4),
2..
doi: 10.18564/jasss.3819
Pesenti, S. M. (2018). Robustness and sensitivity of risk evaluations. (Unpublished Doctoral thesis, Cass Business School, City, University of London)
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018).
Euler allocations in the presence of non-linear reinsurance: comment on Major (2018).
Insurance: Mathematics and Economics,
doi: 10.1016/j.insmatheco.2018.09.001
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018).
Euler allocations in the presence of non-linear reinsurance: comment on Major (2018).
.
Pesenti, S. M., Millossovich, P. and Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .
Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018).
Reverse sensitivity testing: What does it take to break the model?.
European Journal of Operational Research,
doi: 10.1016/j.ejor.2018.10.003
Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X and Visvikis, I.D. (2018).
Shipping equity risk behavior and portfolio management.
Transportation Research Part A: Policy and Practice, 116,
pp. 178-200.
Rickayzen, B. D. ORCID: 0000-0002-0433-0870, Klohn, F. and Karlsson, M. (2018).
The Role of Heterogeneous Parameters for the Detection of Selection in Insurance Contracts.
Insurance: Mathematics and Economics,
doi: 10.1016/j.insmatheco.2018.08.002
Tsanakas, A. and Cabantous, L. (2018). The Model Ajar: Building Rationality Infrastructures within Insurance Organizations. .
Wang, Z., Zhu, R. ORCID: 0000-0002-9944-0369, Fukui, K. and Xue, J-H. (2018).
Cone-based joint sparse modelling for hyperspectral image classification.
Signal Processing, 144,
pp. 417-429.
doi: 10.1016/j.sigpro.2017.11.001
Wojtys, M., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2018).
Copula based generalized additive models for location, scale and shape with non-random sample selection.
Computational Statistics and Data Analysis, 127,
pp. 1-14.
doi: 10.1016/j.csda.2018.05.001
Zhu, R. ORCID: 0000-0002-9944-0369, Dong, M. and Xue, J-H. (2018).
Learning distance to subspace for the nearest subspace methods in high-dimensional data classification.
Information Sciences, 481,
pp. 69-80.
doi: 10.1016/j.ins.2018.12.061
Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Z., Ma, Z., Wang, G. and Xue, J-H. (2018).
LRID: A new metric of multi-class imbalance degree based on likelihood-ratio test.
Pattern Recognition Letters, 116,
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Verrall, R. J. and Liu, H. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves using Paid and Incurred Claims. Paper presented at the ASTIN Colloquium 2008, 13-16 Jul 2008, Manchester, UK.
Verrall, R. J., Nielsen, J. P. and Jessen, A. H. (2010). Prediction of RBNS and IBNR claims using claim amounts and claim counts. ASTIN Bulletin, 40(2), pp. 871-887.
Cowell, R. (2009). Efficient maximum likelihood pedigree reconstruction. Theoretical Population Biology, 76(4), pp. 285-291. doi: 10.1016/j.tpb.2009.09.002
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