City Research Online

Aboagye, E., Asimit, V. ORCID: 0000-0002-7706-0066, Fung, T. C. , Peng, L. & Wang, Q.view all authors A Revisit of the Optimal Excess-of-Loss Contract.

Aeberhard, W., Cantoni, E., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2021). Robust Fitting for Generalized Additive Models for Location, Scale and Shape. Statistics and Computing, 31(1), article number 11. doi: 10.1007/s11222-020-09979-x

Agbeko, T., Hiabu, M., Miranda, M. D. M. , Nielsen, J. P. & Verrall, R. J.view all authors (2014). Validating the double chain ladder stochastic claims reserving model. Variance: advancing the science of risk, 8(2), pp. 138-160.

Aggarwal, A., Beck, M. B., Cann, M. , Ford, T., Georgescu, D., Morjaria, N., Smith, A., Taylor, Y., Tsanakas, A., Witts, L. & Ye, I.view all authors (2016). Model risk – daring to open up the black box. British Actuarial Journal, 21(2), pp. 229-296. doi: 10.1017/s1357321715000276

Alexandrou, G. A. (2000). Wealth and Earnings Implications of Corporate Divestments: An Empirical Analysis of Stock Returns and Analysts’ Forecasts of Earnings. (Unpublished Doctoral thesis, City, University of London)

Ashby, S., Bryce, C. ORCID: 0000-0002-9856-7851 & Ring, P. (2018). Risk and the Strategic Role of Leadership. London, UK: ACCA.

Ashwell, M., Mayhew, L., Richardson, J. & Rickayzen, B. D.view all authors (2014). Waist-to-Height Ratio Is More Predictive of Years of Life Lost than Body Mass Index. PLoS One, 9(9), article number e103483. doi: 10.1371/journal.pone.0103483

Asimit, A.V. ORCID: 0000-0002-7706-0066 & Li, J. (2018). Systemic risk: an asymptotic evaluation. ASTIN Bulletin, 48(2), pp. 673-698. doi: 10.1017/asb.2017.38

Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A. & Zhou, F. ORCID: 0000-0002-9851-8312 (2024). Efficient and proper Generalised Linear Models with power link functions.

Asimit, V. ORCID: 0000-0002-7706-0066, Chen, Z. & Millossovich, P. ORCID: 0000-0001-8269-7507 Excess Verdicts Insurance.

Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312view all authors (2023). Constructing Optimal Portfolios under Risk Budgeting.

Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312view all authors Risk Budgeting under General Risk Measures.

Asimit, V. ORCID: 0000-0002-7706-0066, Yuan, Z. & Zhou, F. (2024). Tail Similarity.

Asimit, A.V. & Badescu, A. (2010). Extremes on the discounted aggregate claims in a time dependent risk model. Scandinavian Actuarial Journal, 2010(2), pp. 93-104. doi: 10.1080/03461230802700897

Asimit, A.V., Badescu, A. & Cheung, K. C. (2013). Optimal reinsurance in the presence of counterparty default risk. Insurance: Mathematics and Economics, 53(3), pp. 690-697. doi: 10.1016/j.insmatheco.2013.09.012

Asimit, A.V., Badescu, A., Haberman, S. & Kim, E-S.view all authors (2016). Efficient risk allocation within a non-life insurance group under Solvency II Regime. Insurance: Mathematics and Economics, 66, pp. 69-76. doi: 10.1016/j.insmatheco.2015.10.008

Asimit, A.V., Badescu, A., Siu, T. K. & Zinchenko, Y.view all authors (2015). Capital Requirements and Optimal Investment with Solvency Probability Constraints. IMA Journal of Management Mathematics, 26(4), pp. 345-375. doi: 10.1093/imaman/dpt029

Asimit, A.V., Badescu, A. & Tsanakas, A. (2013). Optimal Risk Transfers in Insurance Groups. European Actuarial Journal, 3(1), pp. 159-190. doi: 10.1007/s13385-013-0068-6

Asimit, A.V., Badescu, A. & Verdonck, T. (2013). Optimal risk transfer under quantile-based risk measurers. Insurance: Mathematics and Economics, 53(1), pp. 252-265. doi: 10.1016/j.insmatheco.2013.05.005

Asimit, A.V., Bignozzi, V., Cheung, K. C. , Hu, J. & Kim, E.view all authors (2017). Robust and Pareto Optimality of Insurance Contract. European Journal of Operational Research, 262(2), pp. 720-732. doi: 10.1016/j.ejor.2017.04.029

Asimit, A.V. & 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. ORCID: 0000-0002-7706-0066, Boonen, T. J., Chi, Y. & Chong, W. F.view all authors (2021). Risk Sharing with Multiple Indemnity Environments. European Journal of Operational Research, 295(2), pp. 587-603. doi: 10.1016/j.ejor.2021.03.012

Asimit, A.V. & Chen, Y. (2015). Asymptotic results for conditional measures of association of a random sum. Insurance: Mathematics and Economics, 60, pp. 11-18. doi: 10.1016/j.insmatheco.2014.10.012

Asimit, A.V. ORCID: 0000-0002-7706-0066, Cheung, K. C., Chong, W. F. & Hu, J.view all authors (2020). Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics, 95, pp. 17-27. doi: 10.1016/j.insmatheco.2020.08.001

Asimit, A.V., Chi, Y. & Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, pp. 227-237. doi: 10.1016/j.insmatheco.2015.09.006

Asimit, A.V., Furman, E., Tang, Q. & Vernic, R.view all authors (2011). Asymptotics for risk capital allocations based on Conditional Tail Expectation. Insurance: Mathematics and Economics, 49(3), pp. 310-324. doi: 10.1016/j.insmatheco.2011.05.002

Asimit, A.V., Furman, E. & Vernic, R. (2010). On a multivariate Pareto distribution. Insurance: Mathematics and Economics, 46(2), pp. 308-316. doi: 10.1016/j.insmatheco.2009.11.004

Asimit, A.V., Furman, E. & Vernic, R. (2016). Statistical Inference for a New Class of Multivariate Pareto Distributions. Communications in Statistics: Simulation and Computation, 45(2), pp. 456-471. doi: 10.1080/03610918.2013.861627

Asimit, A.V., Gao, T., Hu, J. & Kim, E.view all authors (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. & Gerrard, R. J. G. (2016). On the worst and least possible asymptotic dependence. Journal of Multivariate Analysis, 144, pp. 218-234. doi: 10.1016/j.jmva.2015.11.004

Asimit, A.V., Gerrard, R. J. G., Yanxi, H. & Peng, L.view all authors (2016). Tail Dependence Measure for Examining Financial Extreme Co-movements. Journal of Econometrics, 194(2), pp. 330-348. doi: 10.1016/j.jeconom.2016.05.011

Asimit, A.V., Hashorva, E. & Kortschak, D. (2015). Aggregation of randomly weighted large risks. IMA Journal of Management Mathematics, 28(3), doi: 10.1093/imaman/dpv020

Asimit, A.V., Hashorva, E. & Kortschak, D. Tail asymptotics of randomly weighted large risks.

Asimit, A.V. ORCID: 0000-0002-7706-0066, Hu, J. & 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. & Jones, B. (2008). Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. ASTIN Bulletin, 38(1), pp. 147-159. doi: 10.2143/ast.38.1.2030407

Asimit, A.V. & Jones, B. (2008). Dependence and the asymptotic behavior of large claims reinsurance. Insurance: Mathematics and Economics, 43(3), pp. 407-411. doi: 10.1016/j.insmatheco.2008.08.007

Asimit, A.V. & Jones, B. (2007). Extreme behavior of bivariate elliptical distributions. Insurance: Mathematics and Economics, 41(1), pp. 53-61. doi: 10.1016/j.insmatheco.2006.09.002

Asimit, A.V. & Jones, B. (2007). Extreme behavior of multivariate phase-type distributions. Insurance: Mathematics and Economics, 41(2), pp. 223-233. doi: 10.1016/j.insmatheco.2006.10.016

Asimit, A.V., Li, D. & Peng, L. (2010). Pitfalls in using Weibull tailed distributions. Journal of Statistical Planning and Inference, 140(7), pp. 2018-2024. doi: 10.1016/j.jspi.2010.01.039

Asimit, A.V. & Li, J. (2016). Extremes for coherent risk measures. Insurance: Mathematics and Economics, 71, pp. 332-341. doi: 10.1016/j.insmatheco.2016.10.003

Asimit, A.V. & 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

Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A.view all authors (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance, 29(4), pp. 1131-1156. doi: 10.1111/mafi.12211

Asimit, A.V., Vernic, R. & Zitikis, R. (2016). Background Risk Models and Stepwise Portfolio Construction. Methodology and Computing in Applied Probability, 18(3), pp. 805-827. doi: 10.1007/s11009-015-9458-3

Asimit, A.V., Vernic, R. & Zitikis, R. (2013). Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. Risks, 1(1), pp. 14-33. doi: 10.3390/risks1010014

Asimit, V. ORCID: 0000-0002-7706-0066 (2023). Modeling Risk for CVaR-Based Decisions in Risk Aggregation. Journal of Risk and Financial Management, 16(5), article number 266. doi: 10.3390/jrfm16050266

Asimit, V. ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.view all authors Portfolio Selection and Risk Sharing via Risk Budgeting.

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). Special Issue “Machine Learning in Insurance”. Risks, 8(2), article number 54. doi: 10.3390/risks8020054

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X, Santoni, S. ORCID: 0000-0002-5928-3901 , Scognamiglio, S. & Zhu, R. ORCID: 0000-0002-9944-0369view all authors (2022). Robust Classification via Support Vector Machines. Risks, 10(8), article number 154. doi: 10.3390/risks10080154

Ayuso, M., Guillén, M. & Nielsen, J. P. (2018). Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. Transportation, 46(3), pp. 735-752. doi: 10.1007/s11116-018-9890-7

Bacinello, A. R., Millossovich, P. ORCID: 0000-0001-8269-7507 & Viviano, F. ORCID: 0000-0001-7244-1292 (2024). An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices. European Actuarial Journal, doi: 10.1007/s13385-024-00393-5

Bacinello, A. R., Chen, A. & 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, 8(2), pp. 257-290. doi: 10.1007/s13385-018-0175-5

Bacinello, A. R., Chen, A., Sehner, T. & Millossovich, P. ORCID: 0000-0001-8269-7507view all authors (2021). On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. Risks, 9(1), article number 20. doi: 10.3390/risks9010020

Bacinello, A. R., Millossovich, P. & Chen, A. (2018). Longevity impact on life insurers in low interest rate environment. The European Actuary, 18(2018), pp. 16-18.

Bacinello, A. R., Millossovich, P. & Montealegre, A. (2014). The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Scandiavian Actuarial Journal, 2016(5), pp. 446-465. doi: 10.1080/03461238.2014.954608

Bacinello, A.R., Olivieri, A., Millossovich, P. & Pitacco, E.view all authors (2010). Variable Annuities: Risk Identification and Risk Assessment (CAREFIN Research Paper No. 14/2010). Milan, Italy: BAFFI CAREFIN, Bocconi University.

Bagkavos, D., Guillen, M. & Nielsen, J. P. ORCID: 0000-0001-6874-1268 (2024). Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates. TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, doi: 10.1007/s11749-024-00945-7

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 & Pouliasis, P. K. ORCID: 0000-0002-7389-3722view all authors (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, article number 104011. doi: 10.1016/j.tourman.2019.104011

Barakat, A., Ashby, S., Fenn, P. & Bryce, C. ORCID: 0000-0002-9856-7851view all authors (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

Barigou, K., Bignozzi, V. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2022). Insurance valuation: A two-step generalised regression approach. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1), pp. 211-245. doi: 10.1017/asb.2021.31

Bartl, M. & 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), article number 22. doi: 10.3390/risks8010022

Basse, T., Friedrich, M., Krampen, B. & Krummaker, S. ORCID: 0000-0003-2471-8175view all authors (2007). Strategisches Asset-Liability Management in der Versicherungswirtschaft — Ein Ansatz zur integrierten Bilanzstrukturoptimierung. Zeitschrift für die gesamte Versicherungswissenschaft, 96(4), pp. 617-648. doi: 10.1007/bf03353552

Berketis, N. G. (2004). Risk-sharing relationships between shipowners and insurers. (Unpublished Doctoral thesis, City, University of London)

Biffis, E., Blake, D., Pitotti, L. & Sun, A.view all authors (2016). The Cost of Counterparty Risk and Collateralization in Longevity Swaps. Journal Of Risk And Insurance, 83(2), pp. 387-419. doi: 10.1111/jori.12055

Biffis, E. & Millossovich, P. (2011). Optimal Insurance with Counterparty Default Risk. SSRN.

Bignozzi, V. & Tsanakas, A. (2013). Characterization and Construction of Sequentially Consistent Risk Measures. SSRN.

Bignozzi, V. & Tsanakas, A. (2016). Model uncertainty in risk capital measurement. Journal of Risk, 18(3), pp. 1-24. doi: 10.21314/j0r.2016.326

Bignozzi, V. & Tsanakas, A. (2016). Parameter uncertainty and residual estimation risk. Journal of Risk and Insurance, 83(4), pp. 949-978. doi: 10.1111/jori.12075

Bignozzi, Valeria (2012). Contributions to solvency risk measurement. (Unpublished Doctoral thesis, City University London)

Bischofberger, S., Hiabu, M., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (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

Bjorkwall, S., Hossjer, O., Ohlsson, E. & Verrall, R. J.view all authors (2011). A generalized linear model with smoothing effects for claims reserving. Insurance: Mathematics and Economics, 49(1), pp. 27-37. doi: 10.1016/j.insmatheco.2011.01.012

Black, R., Tsanakas, A., Smith, A. , Beck, M. B., Maclugash, I. D., Grewal, J., Witts, L., Morjaria, N., Green, R. & Lim, Z.view all authors (2017). Model risk: illuminating the black box. British Actuarial Journal, 23, article number e2. doi: 10.1017/s1357321717000150

Blake, D. (2016). Independent Review of Retirement Income Report: We Need a National Narrative: Building a Consensus around Retirement Income. UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2021). Quantifying Loss Aversion: Evidence from a UK Population Survey. Journal of Risk and Uncertainty, 63, pp. 27-57. doi: 10.1007/s11166-021-09356-7

Blyth, W., Bunn, D., Chronopoulos, M. & Munoz, J.view all authors (2016). Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization. Journal of Energy Markets, 9(3), pp. 59-94. doi: 10.21314/jem.2016.150

Boado-Penas, C., Godínez-Olivares, H., Haberman, S. ORCID: 0000-0003-2269-9759 & Serrano, P.view all authors (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

Boado-Penas, C., Haberman, S. ORCID: 0000-0003-2269-9759 & Naka, P. (2020). Fairness and Annuitisation Divisors for Notional Defined Contribution Pension Schemes. Journal of Pension Economics and Finance, 21(2), pp. 143-167. doi: 10.1017/s1474747220000311

Bolance, C., Guillén, M., Nielsen, J. P. & Thuring, F.view all authors (2018). Exposure to risk and zero accident claims in automobile insurance. Risks, 6(1), article number 9. doi: 10.3390/risks6010009

Boonen, T. J., Tsanakas, A. & Wuethrich, M. V. (2017). Capital allocation for portfolios with non-linear risk aggregation. Insurance: Mathematics and Economics, 72, pp. 95-106. doi: 10.1016/j.insmatheco.2016.11.003

Boyer, M. M. & Owadally, I. (2015). Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of our Imagination?. The Geneva Papers on Risk and Insurance - Issues and Practice, 40(2), pp. 232-255. doi: 10.1057/gpp.2014.12

Boyko, V., Dubrovina, N., Zamiatin, P. , Gerrard, R. J. G., Gurov, A., Sushkov, S., Lazirskiy, V., Ivanova, Y. & Zamiatin, D.view all authors (2015). The Analysis of Injuries and Mortality Risks Level as a Result of Road Accident in Regions of the Central and Eastern Europe. International Journal of Managerial Studies and Research, 3(8), pp. 85-94.

Boyko, V., Dubrovina, N., Zamyatin, P. , Gerrard, R. J. G., Savvi, S., Lazirskiy, V., Ghydetskyy, V., Sinelnikov, A., Zamiatin, D., Kolesnikova, O. & Shaprynskyy, E.view all authors (2015). Epidemiology and Forecast of the Prevalence of Esophageal Cancer in the Countries of Central and Eastern Europe. Procedia Economics and Finance, 24, pp. 93-100. doi: 10.1016/S2212-5671(15)00622-X

Braumoeller, B. F., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Bradshaw, A. E.view all authors (2018). Flexible Causal Inference for Political Science. Political Analysis, 26(1), pp. 54-71. doi: 10.1017/pan.2017.29

Brignone, R., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2020). Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models. Insurance: Mathematics and Economics, 96, pp. 232-247. doi: 10.1016/j.insmatheco.2020.12.002

Brunovsky, P., Černý, A. & Winkler, M. (2013). A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics. Applied Mathematics & Optimization, 68(2), pp. 255-274. doi: 10.1007/s00245-013-9205-5

Bryce, C. ORCID: 0000-0002-9856-7851, Ashby, S. & Ring, P. (2024). Reconciling Risk as Threat and Opportunity: The Social Construction of Risk in Boardrooms. Risk Analysis, 44(8), pp. 1959-1976. doi: 10.1111/risa.14275

Bryce, C. ORCID: 0000-0002-9856-7851 & Dowling, M. (2024). The road to olympic failure is paved in poor risk management. Safety Science, 169, article number 106331. doi: 10.1016/j.ssci.2023.106331

Bryce, C. ORCID: 0000-0002-9856-7851, El Khatib, R. & Vinny, A. (2023). Implications of telemedicine in care homes: considerations for the evolving risk landscape.

Bryce, C. ORCID: 0000-0002-9856-7851 (2019). Risk and performance: Embedding risk management. Glasgow, UK: ACCA.

Bryce, C. ORCID: 0000-0002-9856-7851, Chmura, T., Webb, R. , Stiebale, J. & Cheevers, C.view all authors (2019). Internally Reporting Risk in Financial Services: An Empirical Analysis. Journal of Business Ethics, 156(2), pp. 493-512. doi: 10.1007/s10551-017-3530-6

Bryce, C. ORCID: 0000-0002-9856-7851, Dadoukis, A., Hall, M. , Nguyen, L. & Simper, R.view all authors (2015). An analysis of loan loss provisioning behaviour in Vietnamese banking. Finance Research Letters, 14, pp. 69-75. doi: 10.1016/j.frl.2015.05.014

Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. & Lucey, B. (2020). The Journal Quality Perception Gap. Research Policy, 49(5), article number 103957. doi: 10.1016/j.respol.2020.103957

Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. & Lucey, B. (2018). To truly judge the quality of research, read it. Time Higher Education,

Bryce, C. ORCID: 0000-0002-9856-7851, Ring, P., Ashby, S. & Wardman, J.view all authors (2020). Resilience in the Face of Uncertainty: Early Lessons from the COVID-19 Pandemic. Journal of Risk Research, 23(7-8), pp. 880-887. doi: 10.1080/13669877.2020.1756379

Bryce, C. ORCID: 0000-0002-9856-7851, Webb, R., Cheevers, C. , Ring, P. & Clark, G.view all authors (2016). Should the insurance industry be banking on risk escalation for solvency II?. International Review of Financial Analysis, 46, pp. 131-139. doi: 10.1016/j.irfa.2016.04.014

Bräutigam, M., Guillén, M. & Nielsen, J. P. (2017). Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines. Geneva Papers on Risk and Insurance: Issues and Practice, 42(3), pp. 406-422. doi: 10.1057/s41288-017-0056-1

Butt, Z. (2014). A Study of Actuarial Models for Insurance Based Applications. (Unpublished Doctoral thesis, City, University of London)

Butt, Z., Haberman, S., Verrall, R. J. & Wass, V.view all authors (2008). Calculating compensation for loss of future earnings: estimating and using work life expectancy. Journal of the Royal Statistical Society: Series A (Statistics in Society), 171(4), pp. 763-805. doi: 10.1111/j.1467-985x.2007.00539.x

Cannon, E. (2016). Independent Review of Retirement Income: Consultation. UK: Independent Review of Retirement Income.

Carannante, M., D’Amato, V., Haberman, S. ORCID: 0000-0003-2269-9759 & Menzietti, M.view all authors (2023). Frailty-based Lee–Carter family of stochastic mortality models. Quality and Quantity, doi: 10.1007/s11135-023-01786-6

Carannante, M., D’amato, V., Haberman, S. ORCID: 0000-0003-2269-9759 & Menzietti, M.view all authors (2024). Frailty-based mortality models and reserving for longevity risk. The Geneva Papers on Risk and Insurance - Issues and Practice, 49(2), pp. 320-339. doi: 10.1057/s41288-024-00319-y

Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2022). COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation’. Annals of Actuarial Science, 16(3), pp. 478-497. doi: 10.1017/s1748499522000094

Carannante, M., D'Amato, V. & Haberman, S. ORCID: 0000-0003-2269-9759 (2023). Effect of Covid-19 frailty heterogeneity on the future evolution of mortality by stratified weighting. Journal of Demographic Economics, 89(3), pp. 513-532. doi: 10.1017/dem.2023.4

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2024). The Role of the Annuity Price in Decumulation Strategies with Deferred Annuities. Journal of Retirement,

Chen, A. (2017). The impact of behavioral factors on annuitisation decisions and decumulation strategies. (Unpublished Doctoral thesis, City, University of London)

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. (2022). Adaptive retirement planning, sustainable withdrawals and deferred annuities. Journal of Retirement, 10(3), pp. 96-119. doi: 10.3905/jor.2022.1.118

Chen, A., Haberman, S. & Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance, 11(3), pp. 277-293. doi: 10.1108/rbf-10-2017-0102

Chen, A., Haberman, S. & Thomas, S. (2017). Why the deferred annuity makes sense - an application of hyperbolic discounting to the annuity puzzle. Paper presented at the International Actuarial Association Life Colloquium, 23-24 Oct 2017, Barcelona, Spain.

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2019). The implication of the hyperbolic discount model for annuitisation decisions. Journal of Pension Economics and Finance, 19(3), pp. 372-391. doi: 10.1017/s1474747218000343

Chen, R. & 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., Hagspiel, V. & Fleten, S-K. (2016). Stepwise Green Investment under Policy Uncertainty. Energy Journal, 37(4), pp. 87-108. doi: 10.5547/01956574.37.4.mchr

Chronopoulos, M., Hagspiel, V. & Fleten, S-K. (2017). Stepwise investment and capacity sizing under uncertainty. OR Spectrum, 39(2), pp. 447-472. doi: 10.1007/s00291-016-0460-0

Chronopoulos, M. & Lumbreras, S. (2017). Optimal regime switching under risk aversion and uncertainty. European Journal of Operational Research, 256(2), pp. 543-555. doi: 10.1016/j.ejor.2016.06.027

Chronopoulos, M., Panaousis, E. & 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. & Marino, Z.view all authors (2019). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 272(3), pp. 1082-1095. doi: 10.1016/j.ejor.2018.07.017

Cowell, R. (2009). Efficient maximum likelihood pedigree reconstruction. Theoretical Population Biology, 76(4), pp. 285-291. doi: 10.1016/j.tpb.2009.09.002

Cowell, R. (2009). Validation of an STR peak area model. Forensic Science International: Genetics, 3(3), pp. 193-199. doi: 10.1016/j.fsigen.2009.01.006

Cowell, R. (2013). A simple greedy algorithm for reconstructing pedigrees. Theoretical Population Biology, 83(1), pp. 55-63. doi: 10.1016/j.tpb.2012.11.002

Cowell, R., Graversen, T., Lauritzen, S. L. & Mortera, J.view all authors (2014). Analysis of forensic DNA mixtures with artefacts. Journal of the Royal Statistical Society. Series C: Applied Statistics, 64(1), pp. 1-48. doi: 10.1111/rssc.12071

Cowell, R., Lauritzen, S. L. & Mortera, J. (2011). Probabilistic expert systems for handling artifacts in complex DNA mixtures. Forensic Science International: Genetics, 5(3), pp. 202-209. doi: 10.1016/j.fsigen.2010.03.008

Cowell, R. & Smith, J. Q. (2014). Causal discovery through MAP selection of stratified chain event graphs. Electronic Journal of Statistics, 8(1), pp. 965-997. doi: 10.1214/14-ejs917

Cust, H., Lepine, A., Treibich, C. , Powell-Jackson, T., Radice, R. ORCID: 0000-0002-6316-3961 & Ndour, C. T.view all authors (2024). Trading HIV for Sheep: Risky sexual behaviour and the response of female sex workers to Tabaski in Senegal. Health Economics, 33(1), pp. 153-193. doi: 10.1002/hec.4756

Cust, H., Jones, H., Powell-Jackson, T. , Lepine, A. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2021). Economic shocks and risky sexual behaviours in low- and middle-income countries: a systematic review of the literature. Journal of Development Effectiveness, 13(2), pp. 166-203. doi: 10.1080/19439342.2021.1928734

Cuthbertson, K., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. & Pantelous, A. A.view all authors (2019). Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy. International Journal of Finance & Economics, 24(4), pp. 1407-1408. doi: 10.1002/ijfe.1738

D'Amato, V., Haberman, S. & Piscopo, G. (2017). The dependency premium based on a multifactor model for dependent mortality data. Communications in Statistics - Theory and Methods, 48(1), pp. 50-61. doi: 10.1080/03610926.2017.1366523

D'Amato, V., Haberman, S., Piscopo, G. & Russolillo, M.view all authors (2014). Computational framework for longevity risk management. Computational Management Science, 11(1-2), pp. 111-137. doi: 10.1007/s10287-013-0178-2

D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L.view all authors (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139-149. doi: 10.1080/10920277.2013.875884

D'Amato, V., Haberman, S., Piscopo, G. , Russolillo, M. & Trapani, L.view all authors (2016). Multiple mortality modeling in Poisson Lee-Carter framework. Communications in Statistics - Theory and Methods, 45(6), pp. 1723-1732. doi: 10.1080/03610926.2014.960580

D'Amato, V., di Lorenzo, E., Haberman, S. , Russolillo, M. & Sibillo, M.view all authors (2011). The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses. North American Actuarial Journal, 15(2), pp. 315-333. doi: 10.1080/10920277.2011.10597623

D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sagoo, P. & Sibillo, M.view all authors (2018). De-risking strategy: Longevity spread buy-in. Insurance Mathematics and Economics, 79, pp. 124-136. doi: 10.1016/j.insmatheco.2018.01.004

D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759 , Sibilllo, M. & Tizzano, R.view all authors (2019). Pension schemes versus real estate. Annals of Operations Research, 299(1-2), pp. 797-809. doi: 10.1007/s10479-019-03241-y

Danesi, I. L., Haberman, S. & Millossovich, P. (2015). Forecasting mortality in subpopulations using Lee-Carter type models: A comparison. Insurance: Mathematics and Economics, 62, pp. 151-161. doi: 10.1016/j.insmatheco.2015.03.010

Dankyi, D. K. (2001). Analysis of Life Insurance Lapses and Utility-Maximization of Shareholders’ Expected Profit. (Unpublished Doctoral thesis, City, University of London)

Das, M. K., Tsai, H., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586view all authors (2022). Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions. Operations Research, 70(4), pp. 1984-1995. doi: 10.1287/opre.2021.2257

De Mori, L., Millossovich, P. ORCID: 0000-0001-8269-7507, Zhu, R. ORCID: 0000-0002-9944-0369 & Haberman, S. ORCID: 0000-0003-2269-9759view all authors (2024). Two-population Mortality Forecasting: An Approach Based on Model Averaging. Risks, 12(4), article number 60. doi: 10.3390/risks12040060

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Piscopo, G. (2023). Multipopulation Mortality Analysis: bringing out the unobservable with Latent Clustering. Quality and Quantity, doi: 10.1007/s11135-023-01728-2

Debon, A., Chaves, L., Haberman, S. & Villa, F.view all authors (2017). Characterization of between-group inequality of longevity in European Union countries. Insurance: Mathematics and Economics, 75, pp. 151-165. doi: 10.1016/j.insmatheco.2017.05.005

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759, Montes, F. & Otranto, E.view all authors (2021). Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model.. International Journal of Environmental Research and Public Health, 18(4), article number 2204. doi: 10.3390/ijerph18042204

Delong, L., Gerrard, R. J. G. & Haberman, S. (2008). Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Insurance: Mathematics and Economics, 42(1), pp. 107-118. doi: 10.1016/j.insmatheco.2007.01.005

Denuit, M., Haberman, S. & Renshaw, A. E. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315-327. doi: 10.1017/s147474721400050x

Dettoni, R., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020). Generalized Link-Based Additive Survival Models with Informative Censoring. Journal of Computational and Graphical Statistics, 29(3), pp. 503-512. doi: 10.1080/10618600.2020.1724544

Devi Makam, Vaishno (2023). Sensitivity Analysis of Simulation Models using Divergence Minimisation. (Unpublished Doctoral thesis, City, University of London)

Dhaene, J., Tsanakas, A., Valdez, E. A. & Vanduffel, S.view all authors (2012). Optimal Capital Allocation Principles. Journal of Risk and Insurance, 79(1), pp. 1-28. doi: 10.1111/j.1539-6975.2011.01408.x

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K., Lattuada, A. & Verrall, R. J. ORCID: 0000-0003-4098-9792view all authors (2023). Geometrically designed variable knot splines in generalized (non-)linear models. Applied Mathematics and Computation, 436, article number 127493. doi: 10.1016/j.amc.2022.127493

Dimitrova, D. S., Kaishev, V. K. & Tan, S. (2020). Computing the Kolmogorov-Smirnov Distribution when the Underlying cdf is Purely Discrete, Mixed or Continuous. Journal of Statistical Software, 95(10), pp. 1-42. doi: 10.18637/jss.v095.i10

Dimitrova, D. S. (2007). Dependent risk modelling in (re)insurance and ruin. (Unpublished Doctoral thesis, City University London)

Dimitrova, D. S., Haberman, S. & Kaishev, V. K. (2013). Dependent competing risks: Cause elimination and its impact on survival. Insurance: Mathematics and Economics, 53(2), pp. 464-477. doi: 10.1016/j.insmatheco.2013.07.008

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Ignatov, Z., Kaishev, V. K. & Tan, S.view all authors (2020). On Double-Boundary Non-Crossing Probability for a Class of Compound Processes with Applications. European Journal of Operational Research, 282(2), pp. 602-613. doi: 10.1016/j.ejor.2019.09.058

Dimitrova, D. S., Ignatov, Z. G. & Kaishev, V. K. (2017). On the First Crossing of Two Boundaries by an Order Statistics Risk Process. Risks, 5(3), article number 43. doi: 10.3390/risks5030043

Dimitrova, D. S., Ignatov, Z. G. & Kaishev, V. K. (2015). Ruin and deficit at ruin under an extended order statistics risk process. Paper presented at the IME 2015, 24-26 Jun 2015, Liverpool, UK.

Dimitrova, D. S. & Kaishev, V. K. (2010). Optimal joint survival reinsurance: An efficient frontier approach. INSURANCE MATHEMATICS & ECONOMICS, 47(1), pp. 27-35. doi: 10.1016/j.insmatheco.2010.03.006

Dimitrova, D. S., Kaishev, V. K. & Haberman, S. (2014). Improved estimation of mortality and life expectancy for each constituent country of the UK and beyond. Research Excellence Framework (REF).

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K. & 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

Dimitrova, D. S., Kaishev, V. K., Lattuada, L. & Verrall, R. J.view all authors (2017). Geometrically Designed Variable Knot Splines in Generalized (Non-)Linear Models.

Dimitrova, D. S., Kaishev, V. K. & Zhao, S. (2015). Modeling Finite-Time Failure Probabilities in Risk Analysis Applications. Risk Analysis, 35(10), pp. 1919-1939. doi: 10.1111/risa.12384

Dimitrova, D. S., Kaishev, V. K. & Zhao, S. (2016). On the evaluation of finite-time ruin probabilities in a dependent risk model. Applied Mathematics and Computation, 275, pp. 268-286. doi: 10.1016/j.amc.2015.11.082

Djeundje, V. B., Haberman, S. ORCID: 0000-0003-2269-9759, Bajekal, M. & Lu, J.view all authors (2022). The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. European Actuarial Journal, 12(2), pp. 839-878. doi: 10.1007/s13385-022-00318-0

Dong, Y., Huang, F., Yu, H. & Haberman, S. ORCID: 0000-0003-2269-9759view all authors (2020). Multi-population mortality forecasting using tensor decomposition. Scandinavian Actuarial Journal, 2020(8), pp. 754-775. doi: 10.1080/03461238.2020.1740314

Donnelly, C., Gerrard, R. J. G., Montserrat, G. & Nielsen, J. P.view all authors (2015). Less is more: increasing retirement gains by using an upside terminal wealth constraint. Insurance: Mathematics and Economics, 64(Septem), pp. 259-267. doi: 10.1016/j.insmatheco.2015.06.003

Donnelly, C., Guillén, M., Nielsen, J. P. & Pérez-Marín, A. M.view all authors (2018). Implementing individual savings decisions for retirement with bounds on wealth. ASTIN Bulletin, 48(1), pp. 111-137. doi: 10.1017/asb.2017.34

Dorn, F., Radice, R. ORCID: 0000-0002-6316-3961, Marra, G. & Kneib, T.view all authors (2023). A Bivariate Relative Poverty Line for Leisure Time and Income Poverty: Detecting Intersectional Differences Using Distributional Copulas. Review of Income and Wealth, 70(2), pp. 395-419. doi: 10.1111/roiw.12635

Dunnell, K., Farager, R., Haberman, S. ORCID: 0000-0003-2269-9759 , Leon, D., Price, D. & Sloman, D.view all authors (2022). The current and future effects of climate change on health in the UK. Longevity Science Panel.

Eaglestone, F. N. (1993). An improved method of requesting insurance under UK construction contracts. (Unpublished Doctoral thesis, City, University of London)

Economou, M. (2003). Stochastic approach to pension funding, allowing for the pension accrual density function. (Unpublished Doctoral thesis, City, University of London)

El Khatib, R., Bassett, J., Bryce, C. ORCID: 0000-0002-9856-7851 & Ungaretti, A.view all authors (2023). The metaverse: Navigating the evolving risk landscape for retailers. Lockton’s Retail Practice,

Eletti, A. ORCID: 0000-0002-3390-8272, Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2023). A General Estimation Framework for Multi-State Markov Processes with Flexible Specification of the Transition Intensities.

Eletti, A., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2023). A Spline-Based Framework for the Flexible Modelling of Continuously Observed Multistate Survival Processes. Statistical Modelling: An International Journal, 23(5-6), pp. 495-509. doi: 10.1177/1471082x231176120

Eletti, A., Marra, G., Quaresma, M. , Radice, R. ORCID: 0000-0002-6316-3961 & Rubio, F. J.view all authors (2022). A Unifying Framework for Flexible Excess Hazard Modeling with Applications in Cancer Epidemiology. Journal of the Royal Statistical Society Series C: Applied Statistics, 71(4), pp. 1044-1062. doi: 10.1111/rssc.12566

Emms, P. & Haberman, S. (2008). Income drawdown schemes for a defined-contribution pension plan. Journal Of Risk And Insurance, 75(3), pp. 739-761. doi: 10.1111/j.1539-6975.2008.00282.x

England, R. (2023). Agent-Based Modelling in the Insurance Industry: An Exploration of Emergent Systemic Risk. (Unpublished Doctoral thesis, City, University of London)

England, P. D. (1993). Statistical modelling of excess mortality of medically impaired insured lives. (Unpublished Doctoral thesis, City, University of London)

England, P. D., Verrall, R. J. & Wüthrich, M. V. (2012). Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method. Annals of Actuarial Science, 6(2), pp. 258-283. doi: 10.1017/s1748499512000012

England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 & 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, 85, pp. 74-88. doi: 10.1016/j.insmatheco.2018.12.002

England, R., Owadally, I. ORCID: 0000-0002-0830-3554 & Wright, D. ORCID: 0000-0002-0830-3554 (2022). An Agent-Based Model of Motor Insurance Customer Behaviour in the UK with Word of Mouth. Journal of Artificial Societies and Social Simulation, 25(2), article number 2. doi: 10.18564/jasss.4768

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 & Gude, F.view all authors (2019). Assessing the relationship between markers of glycemic control through flexible copula regression models. Statistics in Medicine, 38(27), pp. 5161-5181. doi: 10.1002/sim.8358

Fahrenwaldt, M., Furrer, C., Hiabu, M. E. , Huang, F., Jørgensen, F. H., Lindholm, M., Loftus, J., Steffensen, M. & Tsanakas, A. ORCID: 0000-0003-4552-5532view all authors (2024). Fairness: plurality, causality, and insurability. European Actuarial Journal, 14(2), pp. 317-328. doi: 10.1007/s13385-024-00387-3

Fang, L., Lanzolla, G. & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2024). Shared exposures or management fashions? Drivers of cross-industry convergence of textual risk disclosures. .

Fang, L. (2023). Inter-industry convergence within financial services and its systemic implications. (Unpublished Doctoral thesis, City, University of London)

Fang, L., Cheng, J. & 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

Filippou, P., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D.view all authors (2022). Estimating the Impact of Medical Care Usage on Work Absenteeism by a Trivariate Probit Model with Two Binary Endogenous Explanatory Variables. AStA: Advances in Statistical Analysis: A Journal of the German Statistical Society, 107(4), pp. 713-731. doi: 10.1007/s10182-022-00464-6

Filippou, P., Kneib, T., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (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

Filippou, P., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2017). Penalized likelihood estimation of a trivariate additive probit model. Biostatistics, 18(3), pp. 569-585. doi: 10.1093/biostatistics/kxx008

Fusai, G. & Kyriakou, I. (2016). General optimized lower and upper bounds for discrete and continuous arithmetic Asian options. Mathematics of Operations Research, 41(2), pp. 531-559. doi: 10.1287/moor.2015.0739

Fusai, G., Kyriakou, I. ORCID: 0000-0001-9592-596X & Castiglioni, M. Component replacement under uncertainty – a switching option perspective. .

Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X & 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

Gasimova, K., Haberman, S. ORCID: 0000-0003-2269-9759 & Millossovich, P. ORCID: 0000-0001-8269-7507 (2024). Solvency Analysis of Deferred Annuities. Decisions in Economics and Finance, doi: 10.1007/s10203-024-00452-2

Gasimova, Khadija (2021). Essays on optimal reinsurance design, solvency analysis of deferred annuities and pension buyouts. (Unpublished Doctoral thesis, City, University of London)

Gavranovic, Nedim (2011). Optimal asset allocation and annuitisation in a defined contribution pension scheme. (Unpublished Doctoral thesis, City University London)

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Kyriakou, I. ORCID: 0000-0001-9592-596X, Nielsen, J. P. ORCID: 0000-0001-6874-1268 & Vodička, P.view all authors (2022). On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. European Journal of Operational Research, 307(2), pp. 948-962. doi: 10.1016/j.ejor.2022.10.003

Gerrard, R. J. G., Guillén, M., Nielsen, J. P. & Pérez-Marín, A. M.view all authors (2014). Long-run savings and investment strategy optimization. The Scientific World Journal, 2014, pp. 1-13. doi: 10.1155/2014/510531

Gerrard, R. J. G., Haberman, S. & Vigna, E. (2006). The Management of Decumulation Risks in a Defined Contribution Pension Plan. North American Actuarial Journal, 10(1), pp. 84-110. doi: 10.1080/10920277.2006.10596241

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2019). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, 274(3), pp. 1102-1111. 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 & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23, article number e30. doi: 10.1017/s135732171800020x

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2018). Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion. British Actuarial Journal, 23(e29), article number e29. doi: 10.1017/s1357321718000272

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Vodička, P.view all authors (2020). Long-term real dynamic investment planning. Insurance: Mathematics and Economics, 92, pp. 90-103. doi: 10.1016/j.insmatheco.2020.03.002

Gerrard, R. J. G. & Tsanakas, A. (2010). Failure Probability Under Parameter Uncertainty. Risk Analysis, 31(5), pp. 727-744. doi: 10.1111/j.1539-6924.2010.01549.x

Giordano, G., Haberman, S. ORCID: 0000-0003-2269-9759 & Russolillo, M. (2019). Coherent modeling of mortality patterns for age-specific subgroups. Decisions in Economics and Finance, 42(1), pp. 189-204. doi: 10.1007/s10203-019-00245-y

Girardi, B. A. (1993). Bulk sampling: Some strategies for improving quality control in chemical industries. (Unpublished Doctoral thesis, City, University of London)

Godínez-Olivares, H., Boado-Penas, M. D. C. & Haberman, S. (2016). Optimal strategies for pay-as-you-go pension finance: A sustainability framework. Insurance: Mathematics and Economics, 69, pp. 117-126. doi: 10.1016/j.insmatheco.2016.05.001

Gomes, M., Radice, R., Camarena Brenes, J. & Marra, G.view all authors (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

Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. & Nomikos, N. ORCID: 0000-0003-1621-2991view all authors (2021). Estimating risk-neutral freight rate dynamics: A nonparametric approach. The Journal of Futures Markets, 41(11), pp. 1824-1842. doi: 10.1002/fut.22244

Gonzalez-Manteiga, W, Borrajo, MI & Martinez-Miranda, M. D. (2017). Bandwidth selection for kernel density estimation with length-biased data. Journal of Nonparametric Statistics, 29(3), pp. 636-668. doi: 10.1080/10485252.2017.1339309

González-Manteiga, W., Martinez-Miranda, M. D. & Van Keilegom, I. (2016). Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution. Biometrika, 103(1), pp. 133-146. doi: 10.1093/biomet/asv061

Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2021). An impossibility theorem on capital allocation. .

Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022). An impossibility theorem on capital allocation. Scandinavian Actuarial Journal, 2023(3), pp. 290-302. doi: 10.1080/03461238.2022.2094718

Guillen, M., Pérez-Marín, A. M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2024). Pricing weekly motor insurance drivers’ with behavioral and contextual telematics data. Heliyon, 10(16), article number e36501. doi: 10.1016/j.heliyon.2024.e36501

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Perez-Marin, A. M. (2021). Near-miss telematics in motor insurance. Journal Of Risk And Insurance, 88(3), pp. 569-589. doi: 10.1111/jori.12340

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Pérez-Marín, A. & Elpidorou, V.view all authors (2019). Can automobile insurance telematics predict the risk of near-miss events?. North American Actuarial Journal, 24(1), pp. 141-152. doi: 10.1080/10920277.2019.1627221

Guillén, M., Jarner, S. F., Nielsen, J. P. & Pérez-Marín, A. M.view all authors (2014). Risk-adjusted impact of administrative costs on the distribution of terminal wealth for long-term investment. Scientific World Journal, 2014, pp. 1-12. doi: 10.1155/2014/521074

Guillén, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Ayuso, M. & Perez-Marin, A. M.view all authors (2019). The use of telematics devices to improve automobile insurance rates. Risk Analysis, 39(3), pp. 662-672. doi: 10.1111/risa.13172

Gámiz Pérez, M. L., Janys, L., Martinez-Miranda, M. D. & Nielsen, J. P.view all authors (2013). Bandwidth selection in marker dependent kernel hazard estimation. Computational Statistics and Data Analysis, 68, pp. 155-169. doi: 10.1016/j.csda.2013.06.010

Gámiz Pérez, M. L., Mammen, E., Miranda, M. D. M. & Nielsen, J. P.view all authors (2016). Double one-sided cross-validation of local linear hazards. Journal of the Royal Statistical Society: Series B, 78(4), pp. 755-779. doi: 10.1111/rssb.12133

Gámiz Pérez, M. L., Martinez-Miranda, M. D. & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Multiplicative local linear hazard estimation and best one-sided cross-validation. Journal of Machine Learning, 20, pp. 1-29.

Gámiz Pérez, M. L., Martinez-Miranda, M. D. & Nielsen, J. P. (2013). Smoothing survival densities in practice. Computational Statistics and Data Analysis, 58(1), pp. 368-382. doi: 10.1016/j.csda.2012.09.011

Haberman, S. ORCID: 0000-0003-2269-9759 (2023). A rejoinder to “Thirty years on: A review of the Lee-Carter method for forecasting mortality". International Journal of Forecasting, 39(3), pp. 1050-1052. doi: 10.1016/j.ijforecast.2023.01.006

Haberman, S., Denuit, M. & Renshaw, A. E. (2013). Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach for modelling and projecting mortality. European Actuarial Journal, 3(1), pp. 191-201. doi: 10.1007/s13385-013-0065-9

Haberman, S., Khalaf-Allah, M.A.E. & Verrall, R. J. (2011). Entropy, longevity and the cost of annuities. Insurance: Mathematics and Economics, 48(2), pp. 197-204. doi: 10.1016/j.insmatheco.2010.10.005

Haberman, S., Ntamjokouen, A. & Consigli, G. (2017). Projecting the long run relationship of multi-population life expectancy by race. Journal of Statistical and Econometric Methods, 6(2), pp. 43-68.

Haberman, S. & Renshaw, A. E. (2013). Modelling and projecting mortality improvement rates using a cohort perspective. Insurance: Mathematics and Economics, 53(1), pp. 150-168. doi: 10.1016/j.insmatheco.2013.04.006

Haberman, S. & Renshaw, A. E. (2009). On age-period-cohort parametric mortality rate projections. Insurance: Mathematics and Economics, 45(2), pp. 255-270. doi: 10.1016/j.insmatheco.2009.07.006

Haberman, S. ORCID: 0000-0003-2269-9759 & Shang, H.L. (2018). Model confidence sets and forecast combination: an application to age-specific mortality. Genus, 74(1), article number 19. doi: 10.1186/s41118-018-0043-9

Haberman, S. & Vigna, E. (2002). Optimal investment strategies and risk measures in defined contribution pension schemes. Insurance: Mathematics and Economics, 31(1), pp. 35-69. doi: 10.1016/s0167-6687(02)00128-2

Haberman, S. & Zimbidis, A. (2002). An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques. North American Actuarial Journal, 6(2), pp. 60-75. doi: 10.1080/10920277.2002.10596044

Haibu, M., Margraf, C., Miranda, M. D. M. & Nielsen, J. P.view all authors (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, pp. 400-409. doi: 10.1016/j.eswa.2015.09.021

Haibu, M., Margraf, C., Miranda, M. D. M. & Nielsen, J. P.view all authors (2016). The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions. British Actuarial Journal, 21(01), pp. 97-116. doi: 10.1017/s1357321715000288

Harper, G. & Mayhew, L. (2012). Applications of Population Counts Based on Administrative Data at Local Level. Applied Spatial Analysis and Policy, 5(3), pp. 183-209. doi: 10.1007/s12061-011-9062-z

Harper, G. & Mayhew, L. (2012). Using Administrative Data to Count Local Populations. Applied Spatial Analysis and Policy, 5(2), pp. 97-122. doi: 10.1007/s12061-011-9063-y

Harper, G. & Mayhew, L. (2016). Using Administrative Data to Count and Classify Households with Local Applications. Applied Spatial Analysis and Policy, 9(4), pp. 433-462. doi: 10.1007/s12061-015-9162-2

Haslip, G. G. & Kaishev, V. K. (2014). Lookback option pricing using the Fourier transform B-spline method. Quantitative Finance, 14(5), pp. 789-803. doi: 10.1080/14697688.2014.882010

Haslip, G. G. & Kaishev, V. K. (2015). A Novel Fourier Transform B-spline Method for Option Pricing. Journal of Computational Finance, 19(1), pp. 41-74.

Haslip, G. G. & Kaishev, V. K. (2010). Pricing of reinsurance contracts in the presence of catastrophe bonds. ASTIN Bulletin, 40(1), pp. 307-329. doi: 10.2143/ast.40.1.2049231

Hatzopoulos, P. & Haberman, S. (2013). Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Insurance: Mathematics and Economics, 52(2), pp. 320-337. doi: 10.1016/j.insmatheco.2012.12.009

Hatzopoulos, P. & Haberman, S. (2015). Modeling trends in cohort survival probabilities. Insurance: Mathematics and Economics, 64, pp. 162-179. doi: 10.1016/j.insmatheco.2015.05.009

Hiabu, M. (2016). In-sample forecasting: structured models and reserving. (Unpublished Doctoral thesis, City, University of London)

Hiabu, M. (2016). On the relationship between classical chain ladder and granular reserving. Scandinavian Actuarial Journal, 2017(8), pp. 708-729. doi: 10.1080/03461238.2016.1240709

Hiabu, M., Mammen, E., Maria Dolores, M-M. & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2020). Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association, 116(536), pp. 1983-1993. doi: 10.1080/01621459.2020.1753520

Hiabu, M., Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P.view all authors (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 103(4), pp. 843-859. doi: 10.1093/biomet/asw038

Hiabu, M., Miranda, M. D. M., Nielsen, J. P. , Spreeuw, J., Tanggaard, C. & Villegas, A.view all authors (2015). Global Polynomial Kernel Hazard Estimation. Revista Colombiana de Estadística, 38(2), pp. 399-411. doi: 10.15446/rce.v38n2.51668

Hiabu, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scheike, T. (2020). Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales. Biometrika, 108(2), pp. 491-506. doi: 10.1093/biomet/asaa058

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. & Craig, J.view all authors (2019). Demystifying academics to enhance university-business collaborations in environmental science. Geoscience Communication, 2(1), pp. 1-23. doi: 10.5194/gc-2-1-2019

Hsu, P-H., Kyriakou, I. ORCID: 0000-0001-9592-596X, Ma, T. & Sermpinis, G.view all authors (2024). Mutual Funds’ Conditional Performance Free of Data Snooping Bias. Journal of Financial and Quantitative Analysis, pp. 1-28. doi: 10.1017/s0022109024000097

Hu, J. (2018). Theoretical and empirical study on optimal insurance and reinsurance design. (Unpublished Doctoral thesis, City, University of London)

Hunt, A. (2015). Mortality modelling and longevity risk management. (Unpublished Doctoral thesis, City University London)

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2004). Advances in travel geometry and urban modelling. Geojournal, 59(3), pp. 191-207. doi: 10.1023/b:gejo.0000026689.48422.96

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2001). Market area analysis under orbital-radial routing with applications to the study of airport location. Computers, Environment and Urban Systems, 25(2), pp. 195-222. doi: 10.1016/s0198-9715(00)00029-6

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2002). Optimizing the benefits of urban road user charging. Transport Policy, 9(3), pp. 189-207. doi: 10.1016/s0967-070x(02)00012-4

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2008). Toll optimisation on river crossings serving large cities. Transportation Research Part A: Policy and Practice, 42(1), pp. 28-47. doi: 10.1016/j.tra.2007.06.011

Hyman, G. & Mayhew, L. ORCID: 0000-0002-0380-1757 (2000). The properties of route catchments in orbital - radial cities. Environment and Planning B: Planning and Design, 27(6), pp. 843-863. doi: 10.1068/b26102

Hyman, G. M. & Mayhew, L. ORCID: 0000-0002-0380-1757 (1983). On the Geometry of Emergency Service Medical Provision in Cities. Environment and Planning A: Economy and Space, 15(12), pp. 1669-1690. doi: 10.1068/a151669

Ieva, F., Marra, G., Paganoni, A. M. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2014). A Semiparametric Bivariate Probit Model for Joint Modeling of Outcomes in STEMI Patients. Computational and Mathematical Methods in Medicine, 2014, pp. 1-7. doi: 10.1155/2014/240435

Ignatov, Z. G. & Kaishev, V. K. (2011). Finite Time Non-Ruin Probability Formulae for Erlang Claim Interarrivals and Continuous Interdependent Claim Severities. Stochastics: An International Journal of Probability and Stochastic Processes, 84(4), pp. 461-485. doi: 10.1080/17442508.2011.615932

Ignatov, Z. G. & Kaishev, V. K. (2016). First crossing time, overshoot and Appell-Hessenberg type functions. Stochastics: An International Journal of Probability and Stochastic Processes, 88(8), pp. 1240-1260. doi: 10.1080/17442508.2016.1230613

Isakson, A., Krummaker, S. ORCID: 0000-0003-2471-8175, Martinez-Miranda, M. D. & Rickayzen, B. D. ORCID: 0000-0002-0433-0870view all authors (2021). Calendar Effect and In-Sample Forecasting Applied to Mesothelioma Mortality Data. Mathematics, 9(18), article number 2260. doi: 10.3390/math9182260

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2024). Liability-Driven Investment for Pension Funds: Stochastic Optimization with Real Assets. Risk Management, 26(3), article number 12. doi: 10.1057/s41283-024-00141-9

Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554 & Clare, A. ORCID: 0000-0002-4180-6778 (2024). Life-cycle investment and housing decisions with longevity annuities and reverse mortgage. Journal of Risk Management,

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2022). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance, 21(4), pp. 565-581. doi: 10.1017/S1474747221000251

Jarzabkowski, P., Bednarek, G., Burke, G. & Cabantous, L.view all authors (2012). Beyond Borders: Charting the Changing Global Reinsurance Landscape. Cass Business School, City University London.

Jarzabkowski, P., Smets, M. & Spee, A. P. (2010). Trading risks: The value of relationships, models and face-to-face interaction in the global reinsurance market. Aston University.

Jeong, S. Y. (2023). Essays on networks, subjective survival beliefs and annuity markets. (Unpublished Doctoral thesis, City, University of London)

Jho, J.H. (2008). Heavy tails and dependence with applications in insurance. (Unpublished Doctoral thesis, City, University of London)

Jung, S. C. (1999). Scale and Scope Economies in the UK Life Assurance Industry. (Unpublished Doctoral thesis, City, University of London)

Kaishev, V. K. (2013). Lévy processes induced by Dirichlet (B-) splines: modelling multivariate asset price dynamics. Mathematical Finance, 23(2), pp. 217-247. doi: 10.1111/j.1467-9965.2011.00504.x

Kaishev, V. K. & Dimitrova, D. S. (2009). Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options.. Management Science, 55(3), pp. 483-496. doi: 10.1287/mnsc.1080.0953

Kaishev, V. K., Dimitrova, D. S., Haberman, S. & Verrall, R. J.view all authors (2016). Geometrically designed, variable knot regression splines. Computational Statistics, 31(3), pp. 1079-1105. doi: 10.1007/s00180-015-0621-7

Kaishev, V. K., Dimitrova, D. S. & Ignatov, Z. G. (2008). Operational risk and insurance: a ruin probabilistic reserving approach. JOURNAL OF OPERATIONAL RISK, 3(3), pp. 39-60. doi: 10.21314/jop.2008.047

Kaishev, V. K., Nielsen, J. P. & Thuring, F. (2013). Optimal customer customer selection for cross-selling of financial services products. Expert Systems with Applications, 40(5), pp. 1748-1757. doi: 10.1016/j.eswa.2012.09.026

Kamiza, A. B., Touré, S. M., Zhou, F. ORCID: 0000-0002-9851-8312 , Soremekun, O., Cissé, C., Wélé, M., Touré, A. M., Nashiru, O., Corpas, M., Nyirenda, M., Crampin, A., Shaffer, J., Doumbia, S., Zeggini, E., Morris, A. P., Asimit, J. L., Chikowore, T. & Fatumo, S.view all authors (2023). Multi-trait discovery and fine-mapping of lipid loci in 125,000 individuals of African ancestry. Nature Communications, 14(1), article number 5403. doi: 10.1038/s41467-023-41271-0

Kenny, T., Barnfield, J., Daly, L. , Dunn, A., Passey, D., Rickayzen, B. D. & Teow, A.view all authors (2017). The future of social care funding: who pays?. British Actuarial Journal, 22(1), pp. 10-44. doi: 10.1017/s135732171600012x

Khalaf-Allah, M.A.E. (2007). Stochastic analysis of longevity and investment risk in the context of life annuities. (Unpublished Doctoral thesis, City University London)

Khalil, D. (2006). Dynamic pension funding models. (Unpublished Doctoral thesis, City University London)

Kim, E-S. & Glass, C. (2015). Perfect periodic scheduling for binary tree routing in wireless networks. European Journal of Operational Research, 247(2), pp. 389-400. doi: 10.1016/j.ejor.2015.05.031

Kim, E-S. & Glass, C. (2014). Perfect periodic scheduling for three basic cycles. Journal of Scheduling, 17(1), pp. 47-65. doi: 10.1007/s10951-013-0331-3

Klasen, A. ORCID: 0000-0003-0364-8374, Krummaker, S. ORCID: 0000-0003-2471-8175, Beck, J. & Pennington, J.view all authors (2024). Navigating geopolitical and trade megatrends: Public export finance in a world of change. Global Policy, doi: 10.1111/1758-5899.13417

Klasen, A., Krummaker, S. ORCID: 0000-0003-2471-8175, Jeffs, C. & Vassard, J.view all authors (2024). Navigating New Trade Horizons: Supporting Exporters in a World of Change (WP 01/24). London, UK: Bayes Business School, Centre for Banking Research.

Klein, N., Kneib, T., Marra, G. , Radice, R., Rokicki, S. R. & McGovern, M.view all authors (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

Knight, R. A. (2008). Optimisation methods for staff scheduling and rostering: an employee-friendly approach. (Unpublished Doctoral thesis, City University London)

Kreif, N., Gruber, S., Radice, R. ORCID: 0000-0002-6316-3961 , Grieve, R. & Sekhon, J. S.view all authors (2016). Evaluating treatment effectiveness under model misspecification: A comparison of targeted maximum likelihood estimation with bias-corrected matching. Statistical Methods in Medical Research, 25(5), pp. 2315-2336. doi: 10.1177/0962280214521341

Krummaker, S. ORCID: 0000-0003-2471-8175 (2016). Corporate Demand for Insurance: Empirical Evidence from Germany. .

Krummaker, S. ORCID: 0000-0003-2471-8175 (2019). Firm's Demand for Insurance: An Explorative Approach. Risk Management and Insurance Review, 22(3), pp. 279-301. doi: 10.1111/rmir.12128

Krummaker, S. ORCID: 0000-0003-2471-8175 & 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.

Kuang, D., Nielsen, B. & Nielsen, J. P. (2008). Identification of the age-period-cohort model and the extended chain-ladder model. Biometrika, 95(4), pp. 979-986. doi: 10.1093/biomet/asn026

Kyriakou, I. ORCID: 0000-0001-9592-596X (2010). Efficient valuation of exotic derivatives with path-dependence and early exercise features. (Unpublished Doctoral thesis, City University London)

Kyriakou, I. ORCID: 0000-0001-9592-596X, Brignone, R. & Fusai, G. ORCID: 0000-0001-9215-2586 (2023). Unified moment-based modelling of integrated stochastic processes. Operations Research, 72(4), pp. 1630-1653. doi: 10.1287/opre.2022.2422

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. & Scholz, M.view all authors (2019). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research, 297(1-2), pp. 221-240. doi: 10.1007/s10479-019-03338-4

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scholz, M.view all authors (2020). Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case. Mathematics, 8(6), article number 927. doi: 10.3390/math8060927

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scholz, M.view all authors (2021). Short-term exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons. Mathematics, 9(6), article number 620. doi: 10.3390/math9060620

Kyriakou, I. ORCID: 0000-0001-9592-596X, Pantelous, A. A., Sermpinis, G. & Zenios, S. A.view all authors (2019). Preface: application of operations research to financial markets. Annals of Operations Research, 282(1-2), pp. 1-2. doi: 10.1007/s10479-019-03400-1

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Nomikos, N. ORCID: 0000-0003-1621-2991view all authors (2017). Income Uncertainty and the Decision to Invest in Bulk Shipping. European Financial Management, 24(3), pp. 387-417. doi: 10.1111/eufm.12132

Kyriakou, I. ORCID: 0000-0001-9592-596X & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2022). Efficient evaluation of alternative reinsurance strategies using control variates. European Actuarial Journal, 12(1), pp. 425-431. doi: 10.1007/s13385-022-00304-6

Landsman, Z. & Tsanakas, A. (2012). Parameter Uncertainty in Exponential Family Tail Estimation. ASTIN Bulletin, 42(1), pp. 123-152. doi: 10.2143/AST.42.1.2160738

Landsman, Z. & Tsanakas, A. (2006). Stochastic ordering of bivariate elliptical distributions. Statistics and Probability Letters, 76(5), pp. 488-494. doi: 10.1016/j.spl.2005.08.016

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. P.view all authors (2018). In-sample forecasting: A brief review and new algorithms. ALEA - Latin American Journal of Probability and Mathematical Statistics, 15(2), pp. 875-895. doi: 10.30757/alea.v15-33

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. U.view all authors (2019). Generalised additive dependency inflated models including aggregated covariates. Electronic Journal of Statistics, 13(1), pp. 67-93. doi: 10.1214/18-ejs1515

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Park, B. U.view all authors (2020). Nonparametric regression with parametric help. Electronic Journal of Statistics, 14(2), pp. 3845-3868. doi: 10.1214/20-ejs1760

Lee, Y. K., Mammen, E., Nielsen, J. P. & Park, B. U.view all authors (2017). Operational time and in-sample density forecasting. Annals of Statistics, 45(3), pp. 1312-1341. doi: 10.1214/16-aos1486

Li, X., Guo, Z., Zhu, R. ORCID: 0000-0002-9944-0369 , Ma, Z., Guo, J. & Xue, J-H.view all authors (2024). A simple scheme to amplify inter-class discrepancy for improving few-shot fine-grained image classification. Pattern Recognition, 156, article number 110736. doi: 10.1016/j.patcog.2024.110736

Li, X., Li, Y., Zheng, Y. , Zhu, R. ORCID: 0000-0002-9944-0369, Ma, Z., Xue, J-H. & Cao, J.view all authors (2023). ReNAP: Relation network with adaptiveprototypical learning for few-shot classification. Neurocomputing, 520, pp. 356-364. doi: 10.1016/j.neucom.2022.11.082

Li, X., Lu, P., Zhu, R. ORCID: 0000-0002-9944-0369 , Cao, J., Ma, Z. & Xue, J-H.view all authors (2024). Rise by Lifting Others: Interacting Features to Uplift Few-Shot Fine-Grained Classification. IEEE transactions on circuits and systems for video technology, doi: 10.1109/tcsvt.2024.3501733

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.view all authors (2024). Selectively augmented attention network for few-shot image classification. IEEE Transactions on Circuits and Systems for Video Technology, doi: 10.1109/tcsvt.2024.3480279

Li, J. & Haberman, S. (2015). On the effectiveness of natural hedging for insurance companies and pension plans. Insurance: Mathematics and Economics, 61, pp. 286-297. doi: 10.1016/j.insmatheco.2015.01.009

Lin Shang, H. ORCID: 0000-0003-1769-6430 & Haberman, S. ORCID: 0000-0003-2269-9759 (2024). Weighted compositional functional data analysis for modeling and forecasting life‐table death counts. Journal of Forecasting, 43(8), pp. 3051-3071. doi: 10.1002/for.3171

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2024). Sensitivity-based measures of discrimination in insurance pricing. .

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2024). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. Scandinavian Actuarial Journal, 2024(9), pp. 935-970. doi: 10.1080/03461238.2024.2364741

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2023). A multi-task network approach for calculating discrimination-free insurance prices. European Actuarial Journal, 14(2), pp. 329-369. doi: 10.1007/s13385-023-00367-z

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2022). Discrimination-free insurance pricing. Astin Bulletin: The Journal of the ASTIN and AFIR Sections of the International Actuarial Association, 52(1), pp. 55-89. doi: 10.1017/asb.2021.23

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2023). What is fair? Proxy discrimination vs. demographic disparities in insurance pricing. .

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2022). A multi-task network approach for calculating discrimination-free insurance prices. .

Lindholm, M., Tsanakas, A. ORCID: 0000-0003-4552-5532, Richman, R. & Wüthrich, M. V.view all authors (2022). A Discussion of Discrimination and Fairness in Insurance Pricing. .

Linton, O., Nielsen, J. P. & Nielsen, S.F. (2009). Non-parametric regression with a latent time series. ECONOMETRICS JOURNAL, 12(2), pp. 187-207. doi: 10.1111/j.1368-423x.2009.00278.x

Liu, H. & Verrall, R. J. (2009). A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model. ASTIN Bulletin, 39(2), pp. 677-689. doi: 10.2143/ast.39.2.2044653

Liu, H. & Verrall, R. J. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims. Variance, 4(2), pp. 121-135.

Liu, X., Song, Q., Wu, J. , Zhu, R. ORCID: 0000-0002-9944-0369, Ma, Z. & Xue, J.view all authors (2023). Locally-Enriched Cross-Reconstruction for Few-Shot Fine-Grained Image Classification. IEEE Transactions on Circuits and Systems for Video Technology, 33(12), pp. 7530-7540. doi: 10.1109/tcsvt.2023.3275382

Long, Robert James (1997). A structural analysis of Lloyd's of London. (Unpublished Doctoral thesis, City, University of London)

Lopes, L R (2021). Predictive Models for Medical Costs in Private Healthcare. (Unpublished Doctoral thesis, City, University of London)

Lu, X., Qiao, Y., Zhu, R. ORCID: 0000-0002-9944-0369 , Wang, G., Ma, Z. & Xue, J-H.view all authors (2021). Generalisations of stochastic supervision models. Pattern Recognition, 109, article number 107575. doi: 10.1016/j.patcog.2020.107575

Luciano, E., Spreeuw, J. & Vigna, E. (2008). Modelling stochastic mortality for dependent lives. Insurance: Mathematics and Economics, 43(2), pp. 234-244. doi: 10.1016/j.insmatheco.2008.06.005

Luciano, E., Spreeuw, J. & Vigna, E. (2016). Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. Risks, 4(2), article number 16. doi: 10.3390/risks4020016

Lv, Y., Yang, W., Zuo, W. , Liao, Q. & Zhu, R. ORCID: 0000-0002-9944-0369view all authors (2022). Sain: Similarity-Aware Video Frame Interpolation. In: ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 23-27 May 2022, Singapore, Singapore. doi: 10.1109/icassp43922.2022.9747211

López-Montoya, A.J., Gámiz-Pérez, M.L. & Martinez-Miranda, M. D. (2015). Local linear smoothing to estimate accelerated lifetime model with censoring and truncation. Applied Mathematical Modelling, 39(16), pp. 4630-4645. doi: 10.1016/j.apm.2015.03.063

Mahdavi Ardekani, A., Bertz, J., Bryce, C. ORCID: 0000-0002-9856-7851 , Dowling, M. & Chen, S.view all authors (2024). FinSentGPT: A universal financial sentiment engine?. International Review of Financial Analysis, 94, article number 103291. doi: 10.1016/j.irfa.2024.103291

Makam, V. D., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021). Sensitivity analysis with χ2-divergences. Insurance: Mathematics and Economics, 100, pp. 372-383. doi: 10.1016/j.insmatheco.2021.06.007

Mammen, E., Martinez-Miranda, M. D. & Nielsen, J. P. (2015). In-Sample Forecasting Applied to Reserving and Mesothelioma Mortality. Insurance: Mathematics and Economics, 61, pp. 76-86. doi: 10.1016/j.insmatheco.2014.12.001

Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. & Sperlich, S.view all authors (2011). Do-Validation for Kernel Density Estimation. Journal of the American Statistical Association, 106(494), pp. 651-660. doi: 10.1198/jasa.2011.tm08687

Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. & Sperlich, S.view all authors (2014). Further theoretical and practical insight to the do-validated bandwidth selector. Journal of the Korean Statistical Society, 43(3), pp. 355-365. doi: 10.1016/j.jkss.2013.11.001

Mammen, E., Nielsen, J. P. & Fitzenberger, B. (2011). Generalized linear time series regression. Biometrika, 98(4), pp. 1007-1014. doi: 10.1093/biomet/asr044

Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Scholz, M. & Sperlich, S.view all authors (2019). Conditional variance forecasts for long-term stock returns. Risks, 7(4), article number 113. doi: 10.3390/risks7040113

Marchese, M. ORCID: 0000-0001-6801-911X, Martinez-Miranda, M. D., Nielsen, J. P. ORCID: 0000-0001-6874-1268 & Scholz, M.view all authors (2024). Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data. Financial Innovation, 10(1), article number 138. doi: 10.1186/s40854-024-00657-9

Margraf, C. (2017). On the use of micro models for claims reversing based on aggregate data. (Unpublished Doctoral thesis, City, University of London)

Margraf, C., Elpidorou, V. & 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

Marra, G., Fasiolo, M., Radice, R. ORCID: 0000-0002-6316-3961 & Winkelmann, R.view all authors (2023). A Flexible Copula Regression Model with Bernoulli and Tweedie Margins for Estimating the Effect of Spending on Mental Health. Health Economics, 32(6), pp. 1305-1322. doi: 10.1002/hec.4668

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. (2023). A Unifying Switching Regime Regression Framework with Applications in Health Economics. Econometric Reviews, doi: 10.1080/07474938.2023.2255438

Marra, G & Radice, R. ORCID: 0000-0002-6316-3961 (2013). Estimation of a regression spline sample selection model. Computational Statistics & Data Analysis, 61, pp. 158-173. doi: 10.1016/j.csda.2012.12.010

Marra, G., Farcomeni, A. & Radice, R. ORCID: 0000-0002-6316-3961 (2020). Link-based survival additive models under mixed censoring to assess risks of hospital-acquired infections. Computational Statistics and Data Analysis, 155, article number 107092. doi: 10.1016/j.csda.2020.107092

Marra, G., Fasiolo, M., Radice, R. ORCID: 0000-0002-6316-3961 & Winkelmann, R.view all authors A Flexible Copula Regression Model with Bernoulli and Tweedie Margins for Estimating the Effect of Spending on Mental Health. .

Marra, G., Papageorgiou, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2013). Estimation of a Semiparametric Recursive Bivariate Probit Model with Nonparametric Mixing. Australian & New Zealand Journal of Statistics, 55(3), pp. 321-342. doi: 10.1111/anzs.12043

Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2017). Bivariate copula additive models for location, scale and shape. Computational Statistics & Data Analysis, 112, pp. 99-113. doi: 10.1016/j.csda.2017.03.004

Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2020). Copula Link-Based Additive Models for Right-Censored Event Time Data. Journal of the American Statistical Association, 115(530), pp. 886-895. doi: 10.1080/01621459.2019.1593178

Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2017). A joint regression modeling framework for analyzing bivariate binary data in R. Dependence Modeling, 5(1), pp. 268-294. doi: 10.1515/demo-2017-0016

Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2013). A penalized likelihood estimation approach to semiparametric sample selection binary response modeling. Electronic Journal of Statistics, 7(none), pp. 1432-1455. doi: 10.1214/13-ejs814

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961, Bärnighausen, T. , Wood, S. N. & McGovern, M. E.view all authors (2017). A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses. Journal of the American Statistical Association, 112(518), pp. 484-496. doi: 10.1080/01621459.2016.1224713

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Filippou, P. (2017). Regression spline bivariate probit models: A practical approach to testing for exogeneity. Communications in Statistics - Simulation and Computation, 46(3), pp. 2283-2298. doi: 10.1080/03610918.2015.1041974

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Missiroli, S. (2014). Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models. Computational Statistics, 29(3-4), pp. 715-741. doi: 10.1007/s00180-013-0458-x

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. (2021). Did the ACA's Guaranteed Issue Provision Cause Adverse Selection into Nongroup Insurance? Analysis using a Copula-Based Hurdle Model. Health Economics, 30(9), pp. 2246-2263. doi: 10.1002/hec.4372

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & 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), 69(4), pp. 953-971. doi: 10.1111/rssc.12419

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Zimmer, D. A Unifying Switching Regime Regression Framework with Applications in Health Economics. .

Martinez-Miranda, M. D., Nielsen, B. & Nielsen, J. P. (2014). Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality. Journal of the Royal Statistical Society. Series A: Statistics in Society, 178(1), pp. 29-55. doi: 10.1111/rssa.12051

Martinez-Miranda, M. D., Nielsen, B. & Nielsen, J. P. (2016). A simple benchmark for mesothelioma projection for Great Britain. Occupational and Environmental Medicine, 73(8), pp. 561-563. doi: 10.1136/oemed-2015-103303

Martinez-Miranda, M. D., Nielsen, B., Nielsen, J. P. & Verrall, R. J.view all authors (2011). Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers. ASTIN Bulletin, 41(1), pp. 107-129. doi: 10.2143/AST.41.1.2084388

Martinez-Miranda, M. D., Nielsen, J. P., Sperlich, S. & Verrall, R. J.view all authors (2013). Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem. Expert Systems with Applications, 40(14), pp. 5588-5603. doi: 10.1016/j.eswa.2013.04.006

Martinez-Miranda, M. D., Nielsen, J. P. & Verrall, R. J. (2012). Double Chain Ladder. ASTIN Bulletin, 42(1), pp. 59-76. doi: 10.2143/AST.42.1.216071

Martinez-Miranda, M. D., Nielsen, J. P. & Verrall, R. J. (2013). Double Chain Ladder and Bornhuetter-Ferguson. North American Actuarial Journal, 17(2), pp. 101-113. doi: 10.1080/10920277.2013.793158

Martinez-Miranda, M. D., Nielsen, J. P., Verrall, R. J. & Wüthrich, M. V.view all authors (2015). Double chain ladder, claims development inflation and zero-claims. Scandinavian Actuarial Journal, 2015(5), pp. 383-405. doi: 10.1080/03461238.2013.823459

Martinez-Miranda, M. D., Nielsen, J. P. & Wuethrich, M. V. (2012). Statistical modelling and forecasting of outstanding liabilities in non-life insurance. SORT, 36(2), pp. 195-218.

Mayhew, L. ORCID: 0000-0002-0380-1757, Chan, M. S. & Cairns, A. J. G. (2024). The great health challenge – levelling up the UK. Geneva Papers on Risk and Insurance: Issues and Practice, 49(2), pp. 270-294. doi: 10.1057/s41288-024-00317-0

Mayhew, L. ORCID: 0000-0002-0380-1757 (2023). Counting the cost of inequality. Journal of Demographic Economics, 89(3), pp. 395-418. doi: 10.1017/dem.2023.12

Mayhew, L. (2018). The Dependency Trap - are we fit enough to face the future?. London: Centre for the Study of Financial Innovation (CSFI).

Mayhew, L. ORCID: 0000-0002-0380-1757 (2022). Future-proofing retirement living - Easing the care and housing crises. International Longevity Centre UK.

Mayhew, L. (2000). Health and Elderly Care Expenditure in an Aging World (RR-00-21). International Institute for Applied Systems Analysis (IIASA).

Mayhew, L. (2009). Increasing longevity and the economic value of healthy ageing and working longer. UK: Pensions Institute.

Mayhew, L. (2001). Japan's Longevity Revolution and the Implications for Health Care Finance and Long-term Care (Interim Report) (IR-01-010/February). International Institute for Applied Systems Analysis (IIASA).

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. (2017). Means Testing Adult Social Care in England. The Geneva Papers on Risk and Insurance - Issues and Practice, 42(3), pp. 500-529. doi: 10.1057/s41288-016-0041-0

Mayhew, L. (2016). Means Testing Social Care in England. UK: International Longevity Centre.

Mayhew, L. (2009). On the effectiveness of care co-ordination services aimed at preventing hospital admissions and emergency attendances. Health Care Management Science, 12(3), pp. 269-284. doi: 10.1007/s10729-008-9092-5

Mayhew, L. ORCID: 0000-0002-0380-1757 (2020). On the postponement of increases in state pension age through health improvement and active ageing. Applied Spatial Analysis and Policy, 14(2), pp. 315-336. doi: 10.1007/s12061-020-09359-y

Mayhew, L. (2004). The Public-Private Split in Health Care Systems. In: MacKellar, L., Andriouchina, E. & Horlacher, D. (Eds.), Policy Pathways to Health in the Russian Federation. (pp. 55-65). Laxenburg, Austria: International Institute for Applied Systems Analysis.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2020). Too Little, Too Late? Too Little, Too Late? Housing for an Housing for an ageing population ageing population (978-1-9997174-9-0). London, UK: CSFI: Centre for the Study of Financial Information.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2012). The UK Care Economy: Improving outcomes for carers. UK: Carers UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2000). Using Geometry to Evaluate Strategic Road Proposals in Orbital-Radial Cities. Urban Studies, 37(13), pp. 2515-2532. doi: 10.1080/00420980020080671

Mayhew, L. ORCID: 0000-0002-0380-1757 (2021). The cost of inequality: Putting a price on health. London, UK: ILC UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 (2021). The longevity of sporting legends. London, UK: ILC UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 & Algar, R. (2023). Marathon or sprint? Do elite-level athletes live longer than average?. London, UK: International Longevity Centre.

Mayhew, L. & Carney, J.E. (2003). Evaluating a New Approach for Improving Care in an Accident and Emergency Department: The New Care Project. Cass Business School, City University London.

Mayhew, L. ORCID: 0000-0002-0380-1757, Harper, G. & Villegas, A. M. (2020). An investigation into the impact of deprivation on demographic inequalities in adults. Annals of Actuarial Science, 14(2), pp. 358-383. doi: 10.1017/s1748499520000068

Mayhew, L., Karlsson, M. & Rickayzen, B. D. (2010). The Role of Private Finance in Paying for Long Term Care. Economic Journal, 120(548), F478-F504. doi: 10.1111/j.1468-0297.2010.02388.x

Mayhew, L. & O'Leary, D. (2014). Unlocking the potential. UK: Demos.

Mayhew, L., Richardson, J. & Rickayzen, B. D. (2009). A study into the detrimental effects of obesity on life in the UK. Institute and Faculty of Actuaries.

Mayhew, L. ORCID: 0000-0002-0380-1757 & Smith, D. ORCID: 0000-0001-6642-8884 (2020). The 100-year family Longer lives, fewer children. London: International Longevity Centre UK.

Mayhew, L. & Smith, D. (2016). Decomposition of Life Expectancy at Older Ages and Prospects for Ageing Populations. In: Lombard, J., Stern, E. & Clarke, G. (Eds.), Applied Spatial Modelling and Planning. (pp. 172-188). Routledge.

Mayhew, L. & Smith, D. (2014). Personal Care Savings Bonds: A New Way of Saving Towards Social Care in Later Life. The Geneva Papers On Risk And Insurance: Issues And Practice, 39(4), pp. 668-692. doi: 10.1057/gpp.2014.30

Mayhew, L. & Smith, D. (2014). The UK Equity Bank - Towards income security in old age. The International Longevity Centre - UK (ILC-UK).

Mayhew, L. & Smith, D. (2016). An investigation into inequalities in adult lifespan. UK: International Longevity Centre- UK.

Mayhew, L. ORCID: 0000-0002-0380-1757 & Smith, D. ORCID: 0000-0001-6642-8884 (2019). An investigation into inequalities in adult lifespan. North American Actuarial Journal, 25(sup1), S545-S565. doi: 10.1080/10920277.2019.1671874

Mayhew, L. & Smith, D. (2015). A jam-jar model of life expectancy and limits to life. International Longevity Centre - UK (ILC-UK).

Mayhew, L. & Smith, D. (2013). A new method of projecting populations based on trends in life expectancy and survival. Population Studies: A Journal of Demography, 67(2), pp. 157-170. doi: 10.1080/00324728.2012.740500

Mayhew, L., Smith, D. & O’Leary, D. (2017). Paying for Care Costs in Later Life Using the Value in People’s Homes. The Geneva Papers on Risk and Insurance - Issues and Practice, 42(1), pp. 129-151. doi: 10.1057/gpp.2015.34

Mayhew, L., Smith, D. & Wright, I. D. (2015). Pension pots and how to survive them. London: International Longevity Centre (ILC-UK).

Mayhew, L., Smith, D. & Wright, I. D. (2018). The effect of longevity drift and investment volatility on income sufficiency in retirement. Insurance: Mathematics and Economics, 78, pp. 201-211. doi: 10.1016/j.insmatheco.2017.09.013

McGovern, M. E., Baernighausen, T., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2015). On the Assumption of Bivariate Normality in Selection Models A Copula Approach Applied to Estimating HIV Prevalence. Epidemiology, 26(2), pp. 229-237. doi: 10.1097/ede.0000000000000218

McGovern, M. E., Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 , Canning, D., Newell, M-L. & Bärnighausen, T.view all authors (2015). Adjusting HIV prevalence estimates for non-participation: an application to demographic surveillance. Journal of the International AIDS Society, 18(1), article number 19954. doi: 10.7448/ias.18.1.19954

Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M.view all authors (2022). Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. Data Mining and Knowledge Discovery, 36(4), pp. 1335-1370. doi: 10.1007/s10618-022-00841-4

Merz, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wüthrich, M. V.view all authors (2021). Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. .

Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2024). A theory of multivariate stress testing. European Journal of Operational Research, 318(3), pp. 851-866. doi: 10.1016/j.ejor.2024.06.002

Millossovich, P., Haberman, S., Kaishev, V. K. , Baxter, S., Gaches, A., Gunnlaugsson, S. & Sison, M.view all authors (2014). Longevity Basis Risk A methodology for assessing basis risk. Institute and Faculty of Actuaries (IFA) , Life and Longevity Markets Association (LLMA).

Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022). A theory of multivariate stress testing. .

Millossovich, P., Villegas, A.M. & Kaishev, V. K. (2018). StMoMo: An R Package for Stochastic Mortality Modelling. Journal of Statistical Software, 84(3), pp. 1-38. doi: 10.18637/jss.v084.i03

Miranda, M. D. M., Nielsen, J. P. & Sperlich, S. (2009). One Sided Crossvalidation for Density Estimation. In: Gregoriou, G.N. (Ed.), Operational Risk Towards Basel III: Best Practices and Issues in Modeling, Management and Regulation. (pp. 177-196). New Jersey: John Wiley and Sons.

Nielsen, B. & Nielsen, J. P. (2014). Identification and forecasting in mortality models. The Scientific World Journal, 2014, pp. 1-24. doi: 10.1155/2014/347043

Nielsen, J. P. ORCID: 0000-0002-2798-0817, Mammen, E., Martiınez-Miranda, M. D. & Vogt, M.view all authors (2020). Calendar effect and in-sample forecasting. Insurance: Mathematics and Economics, 96, pp. 31-52. doi: 10.1016/j.insmatheco.2020.10.003

Nielsen, J. P., Young, K., Mammen, E. & Byeong, U. Pview all authors (2015). Asymptotics for In-Sample Density Forecasting. Annals of Statistics, 43(2), pp. 620-651. doi: 10.1214/14-aos1288

Nurullah, Mohamed (2000). Interface of insurance and banking in European countries. (Unpublished Doctoral thesis, City University, London)

Ong, A. S. K. (1995). Asset allocation decision models in life insurance. (Unpublished Doctoral thesis, City, University of London)

Owadally, M. (1998). The Dynamics and Control of Pension Funding. (Unpublished Doctoral thesis, City, University of London)

Owadally, I. (2014). Tail risk in pension funds: An analysis using ARCH models and bilinear processes. Review of Quantitative Finance and Accounting, 43(2), pp. 301-331. doi: 10.1007/s11156-013-0373-9

Owadally, I. (2012). An improved closed-form solution for the constrained minimization of the root of a quadratic functional. Journal of Computational and Applied Mathematics, 236(17), pp. 4428-4435. doi: 10.1016/j.cam.2012.04.014

Owadally, I., Haberman, S. & Gomez, D. (2011). A Savings Plan with Targeted Contributions. Journal of Risk and Insurance, 80(4), pp. 975-1000. doi: 10.1111/j.1539-6975.2012.01485.x

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. ORCID: 0000-0002-1883-7971 & Clare, A. ORCID: 0000-0002-4180-6778 (2021). Optimal Investment for a Retirement Plan with Deferred Annuities. Insurance: Mathematics and Economics, 98, pp. 51-62. doi: 10.1016/j.insmatheco.2021.02.001

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. & Clare, A. (2021). Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. European Journal of Operational Research, 295(3), pp. 1132-1146. doi: 10.1016/j.ejor.2021.03.052

Owadally, I. & Landsman, Z. (2013). A characterization of optimal portfolios under the tail mean-variance criterion. Insurance: Mathematics and Economics, 52(2), pp. 213-221. doi: 10.1016/j.insmatheco.2012.12.004

Owadally, I. ORCID: 0000-0002-0830-3554, Mwizere, J-R., Kalidas, N. , Murugesu, K. & Kashif, M.view all authors (2021). Long-term Sustainable Investment for Retirement. Sustainability, 13(9), article number 5000. doi: 10.3390/su13095000

Owadally, I. ORCID: 0000-0002-0830-3554, Ram, R. & Regis, L. (2021). An analysis of the Dutch-style pension plans proposed by UK policy-makers. Journal of Social Policy, 51(2), pp. 325-345. doi: 10.1017/s0047279421000155

Owadally, M. I (2012). How to get the most from your piggy bank. InBusiness, 17, p. 34.

Owadally, M. I (2003). Pension funding and the actuarial assumption concerning investment returns. ASTIN Bulletin: Journal of the International Actuarial Association, 33(2), pp. 289-312. doi: 10.1017/s0515036100013477

Owadally, M. I & Haberman, S. (2004). Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans. North American Actuarial Journal, 8(1), pp. 21-36. doi: 10.1080/10920277.2004.10596126

Owadally, M. I & Haberman, S. (2003). Exponential smoothing methods in pension funding. IMA Journal of Management Mathematics, 14(2), pp. 129-143. doi: 10.1093/imaman/14.2.129

Owadally, M. I & Haberman, S. (2001). Pension plan asset valuation. Pension Forum, 13(1), pp. 51-60.

Owadally, M. I & Haberman, S. (2004). Reply to discussion on "Efficient gain and loss amortization and optimal funding in pension plans". North American Actuarial Journal, 8(2), pp. 124-125. doi: 10.1080/10920277.2004.10596149

Owadally, M. I & Haberman, S. (2004). The treatment of assets in pension funding. ASTIN Bulletin: Journal of the International Actuarial Association, 34(2), pp. 425-433. doi: 10.2143/ast.34.2.505151

Owadally, M. I ORCID: 0000-0002-0830-3554, Kashif, M. & Menoncin, F. (2019). Optimal portfolio and spending rules for endowment funds. Review of Quantitative Finance and Accounting, 55(2), pp. 671-693. doi: 10.1007/s11156-019-00856-x

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R. , Lin, J. & Wright, I. D.view all authors (2019). Time Series Data Mining with an Application to the Measurement of Underwriting Cycles. North American Actuarial Journal, 23(3), pp. 469-484. doi: 10.1080/10920277.2019.1570468

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R. , Lin, J. & Wright, I. D.view all authors (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

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. & 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), article number 2. doi: 10.18564/jasss.3819

Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. ORCID: 0000-0003-1621-2991 & Kyriakou, I.view all authors (2016). Shipping Investor Sentiment and International Stock Return Predictability. Transportation Research Part E: Logistics and Transportation Review, 96, pp. 81-94. doi: 10.1016/j.tre.2016.10.006

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2023). Differential Sensitivity in Discontinuous Models. .

Pesenti, S. M. (2018). Robustness and sensitivity of risk evaluations. (Unpublished Doctoral thesis, Cass Business School, City, University of London)

Pesenti, S. M., Bettini, A., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532view all authors (2021). Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis. Annals of Actuarial Science, 15(2), pp. 458-483. doi: 10.1017/s1748499521000130

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021). Cascade sensitivity measures. Risk Analysis: an international journal, 41(12), pp. 2392-2414. doi: 10.1111/risa.13758

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & 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, 83, pp. 29-31. doi: 10.1016/j.insmatheco.2018.09.001

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & 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. & Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2019). Reverse sensitivity testing: What does it take to break the model?. European Journal of Operational Research, 274(2), pp. 654-670. doi: 10.1016/j.ejor.2018.10.003

Pesenti, S. M., Millossovich, P. & Tsanakas, A. (2016). Robustness Regions for Measures of Risk Aggregation. Dependence Modeling, 4(1), pp. 348-367. doi: 10.1515/demo-2016-0020

Petti, D., Eletti, A., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961view all authors (2022). Copula Link-Based Additive Models for Bivariate Time-to-Event Outcomes with General Censoring Scheme. Computational Statistics and Data Analysis, 175, article number 107550. doi: 10.1016/j.csda.2022.107550

Pilbeam, K. ORCID: 0000-0002-5609-8620, Beckmann, J., Kyriakou, I. ORCID: 0000-0001-9592-596X & Liu, J.view all authors (2022). Celebrating the 27th anniversary of International Journal of Finance and Economics and shaping the future. International Journal of Finance and Economics, 28(1), pp. 5-8. doi: 10.1002/ijfe.2743

Piscopo, G. & Haberman, S. (2011). The valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk. North American Actuarial Journal, 15(1), pp. 59-76. doi: 10.1080/10920277.2011.10597609

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X & Visvikis, I.D.view all authors (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200. doi: 10.1016/j.tra.2018.06.016

Radice, R. ORCID: 0000-0002-6316-3961, Marra, G. & Wojtys, M. (2016). Copula regression spline models for binary outcomes. Statistics and Computing, 26(5), pp. 981-995. doi: 10.1007/s11222-015-9581-6

Ranjbar, S., Cantoni, E., Chavez-Demoulin, V. , Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 & Jaton-Ogay, K.view all authors (2022). Modelling the Extremes of Seasonal Viruses and Hospital Congestion: The Example of Flu in a Swiss Hospital. Journal of the Royal Statistical Society Series C: Applied Statistics, 71(4), pp. 884-905. doi: 10.1111/rssc.12559

Ren, K., Guo, Z., Zhang, Z. , Zhu, R. ORCID: 0000-0002-9944-0369 & Li, X.view all authors (2022). Multi-Branch Network for Few-shot Learning. In: Proceedings of 2022 Asia-Pacific signal and Information Processing Association Annual Summit and Conference (APSIPA ASC). 2022 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference (APSIPA ASC), 7-10 Nov 2022, Chiang Mai, Thailand. doi: 10.23919/APSIPAASC55919.2022.9980160

Renshaw, A. E. & Haberman, S. ORCID: 0000-0003-2269-9759 (2021). Modelling and forecasting mortality improvement rates with random effects. European Actuarial Journal, 11(2), pp. 381-412. doi: 10.1007/s13385-021-00274-1

Rickayzen, B. D. (2007). Some actuarial aspects of health insurance. (Unpublished Doctoral thesis, City, University of London)

Rickayzen, B. D. ORCID: 0000-0002-0433-0870, Klohn, F. & Karlsson, M. (2018). The Role of Heterogeneous Parameters for the Detection of Selection in Insurance Contracts. Insurance: Mathematics and Economics, 83, pp. 110-121. doi: 10.1016/j.insmatheco.2018.08.002

Rickayzen, B. D., Mayhew, L. & Smith, D. (2019). Flexible and affordable methods of paying for long-term care insurance. North American Actuarial Journal, 25(sup1), S196-S214. doi: 10.1080/10920277.2019.1651657

Rickayzen, B. D., Smith, D. & Mayhew, L. (2017). Flexible and affordable methods of paying for long term care insurance. International Longevity Centre – UK (ILC-UK)/Cass Business School.

Ring, P. J., Bryce, C. ORCID: 0000-0002-9856-7851, McKinney, R. & Webb, R.view all authors (2016). Taking notice of risk culture – the regulator’s approach. Journal of Risk Research, 19(3), pp. 364-387. doi: 10.1080/13669877.2014.983944

Russolillo, M., Giordano, G. & Haberman, S. (2011). Extending the Lee Carter Model: a Three-way Decomposition. Scandinavian Actuarial Journal, 2011(2), pp. 96-117. doi: 10.1080/03461231003611933

Scholz, M., Nielsen, J. P. & Sperlich, S. (2015). Nonparametric Prediction of Stock Returns Based on Yearly Data: The Long-Term View. Insurance: Mathematics and Economics, 65(Novemb), pp. 143-155. doi: 10.1016/j.insmatheco.2015.09.011

Scholz, M., Sperlich, S. & Nielsen, J. P. (2016). Nonparametric long term prediction of stock returns with generated bond yields. Insurance: Mathematics and Economics, 69(July 2), pp. 82-96. doi: 10.1016/j.insmatheco.2016.04.007

Schramm, S.P. (2024). Examining Low Value Care in Low Income Populations: A Comparison of Three US State Medicaid Programs. (Unpublished Doctoral thesis, City, University of London)

Schumacher, R. (2017). Improving the capacity of radio spectrum: exploration of the acyclic orientations of a graph. (Unpublished Doctoral thesis, City, University of London)

Sendstad, L. H. & Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2020). Sequential investment in renewable energy technologies under policy uncertainty. Energy Policy, 137, article number 111152. doi: 10.1016/j.enpol.2019.111152

Sendstad, L. H. & Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2021). Strategic Technology Switching under Risk Aversion and Uncertainty. Journal of Economic Dynamics and Control, 126, article number 103918. doi: 10.1016/j.jedc.2020.103918

Sendstad, L. H., Chronopoulos, M. & Hagspiel, V. (2021). Optimal Risk Adoption and Capacity Investment in Technological Innovations. IEEE Transactions on Engineering Management, 70(2), pp. 576-589. doi: 10.1109/tem.2021.3056142

Shang, H. L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2024). Forecasting age distribution of life-table death counts via alpha-transformation. Scandinavian Actuarial Journal, doi: 10.1080/03461238.2024.2425723

Shang, H.L., Haberman, S. ORCID: 0000-0003-2269-9759 & Xu, R. (2022). Multi-population modelling and forecasting life-table death counts. Insurance: Mathematics and Economics, 106, pp. 239-253. doi: 10.1016/j.insmatheco.2022.07.002

Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2019). Forecasting age distribution of death counts: An application to annuity pricing. Annals of Actuarial Science, 14(1), pp. 150-169. doi: 10.1017/s1748499519000101

Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020). Forecasting multiple functional time series in a group structure: an application to mortality’. ASTIN Bulletin, 50(2), pp. 357-379. doi: 10.1017/asb.2020.3

Shang, H.L. & Haberman, S. (2017). Grouped multivariate and functional time series forecasting: an application to annuity pricing. Insurance: Mathematics and Economics, 75, pp. 166-179. doi: 10.1016/j.insmatheco.2017.05.007

Shang, H.L. & Haberman, S. (2017). Grouped multivariate and functional time series forecasting: an application to annuity pricing. In: 2017 Living to 100 Monograph. . USA: Society of Actuaries.

Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020). Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?. Risks, 8(3), article number 69. doi: 10.3390/risks8030069

Simper, R., Dadoukis, A. & 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

Sithole, T., Haberman, S. & Verrall, R. J. (2011). Second international comparative study of mortality tables for pension fund retirees. British Actuarial Journal, 17(3), pp. 650-671. doi: 10.1017/s1357321712000207

Sogi, N., Zhu, R. ORCID: 0000-0002-9944-0369, Xue, J-H. & Fukui, K.view all authors (2021). Constrained mutual convex cone method for image set based recognition. Pattern Recognition, 121, article number 108190. doi: 10.1016/j.patcog.2021.108190

Spreeuw, J. ORCID: 0000-0002-5838-9085, Owadally, I. ORCID: 0000-0002-0830-3554 & Kashif, M. (2022). Projecting mortality rates using a Markov chain. Mathematics, 10(7), article number 1162. doi: 10.3390/math10071162

Spreeuw, J. (2014). Archimedean copulas derived from utility functions. Insurance: Mathematics and Economics, 59, pp. 235-242. doi: 10.1016/j.insmatheco.2014.10.002

Spreeuw, J. ORCID: 0000-0002-5838-9085 (2022). The Copula Derived from the SAHARA Utility Function. Risks, 10(7), article number 133. doi: 10.3390/risks10070133

Spreeuw, J. (2010). Relationships Between Archimedean Copulas and Morgenstern Utility Functions. In: Lecture Notes in Statistics: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009. Copula Theory and Its Applications, 25-26 September 2009, Warsaw.

Spreeuw, J. & Karlsson, M. (2009). Time Deductibles as Screening Devices: Competitive Markets. Journal Of Risk And Insurance, 76(2), pp. 261-278. doi: 10.1111/j.1539-6975.2009.01298.x

Spreeuw, J., Nielsen, J. P. & Jarner, S. F. (2013). A nonparametric visual test of mixed hazard models. SORT - Statistics and Operations Research Transactions, 37(2), pp. 153-174.

Spreeuw, J. & Owadally, M. I (2013). Investigating the broken-heart effect: a model for short-term dependence between the remaining lifetimes of joint lives. Annals of Actuarial Science, 7(2), pp. 236-257. doi: 10.1017/s1748499512000292

Spreeuw, J. ORCID: 0000-0002-5838-9085, Yanagisawa, Y., Sugino, A. , Thomas, R. & Williams, M.view all authors (2021). The effect of boosting polyphenol intake for women’s cancer survivors on arthralgia, mood and hot flushes - a pilot real World evaluation. Journal of Nursing and Women's Health, 5(1), article number 168. doi: 10.29011/2577-1450.100068

Sturdy, P., Bremner, S., Harper, G. , Mayhew, L., Eldridge, S., Eversley, J., Sheikh, A., Hunter, S., Boomla, K., Feder, G., Prescott, K. & Griffiths, C.view all authors (2012). Impact of asthma on educational attainment in a socioeconomically deprived population: a study linking health, education and social care datasets. PLoS One, 7(11), article number e43977. doi: 10.1371/journal.pone.0043977

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F.view all authors (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, article number 104757. doi: 10.1016/j.eneco.2020.104757

Tan, S. (2019). Boundary–crossing probabilities for stochastic processes and their applications. (Unpublished Doctoral thesis, City, University of London)

Thuring, Fredrik (2012). Multivariate credibility with application to cross-selling financial services products. (Unpublished Doctoral thesis, City University London)

Tsanakas, A. (2004). Dynamic capital allocation with distortion risk measures. Insurance: Mathematics and Economics, 35(2), pp. 223-243. doi: 10.1016/j.insmatheco.2003.09.005

Tsanakas, A. (2016). Making a Market for Acts of God: The Practice of Risk-Trading in the Global Reinsurance Industry. Journal Of Risk And Insurance, 83(2), pp. 501-504. doi: 10.1111/jori.12160

Tsanakas, A. (2012). Modelling: The elephant in the room. The Actuary, 2012(Septem),

Tsanakas, A. (2008). Risk measurement in the presence of background risk. Insurance: Mathematics and Economics, 42(2), pp. 520-528. doi: 10.1016/j.insmatheco.2007.01.015

Tsanakas, A. (2007). Risk measures and economic capital for (re)insurers. In: Everitt, B. & Melnick, E. (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment. . Wiley.

Tsanakas, A. (2009). To split or not to split: capital allocation with convex risk measures. Insurance: Mathematics and Economics, 44(2), pp. 268-277. doi: 10.1016/j.insmatheco.2008.03.007

Tsanakas, A. & Barnett, C. (2003). Risk capital allocation and cooperative pricing of insurance liabilities. Insurance: Mathematics and Economics, 33(2), pp. 239-254. doi: 10.1016/s0167-6687(03)00137-9

Tsanakas, A. & Cabantous, L. (2018). The Model Ajar: Building Rationality Infrastructures within Insurance Organizations. .

Tsanakas, A. & Christofides, N. (2006). Risk exchange with distorted probabilities. Astin Bulletin, 36(1), pp. 219-243. doi: 10.2143/ast.36.1.2014150

Tsanakas, A. & Desli, E. (2005). Measurement and Pricing of Risk in Insurance Markets. Risk Analysis, 25(6), pp. 1653-1668. doi: 10.1111/j.1539-6924.2005.00684.x

Tsanakas, A. & Desli, E. (2003). Risk measures and theories of choice. British Actuarial Journal, 9(4), pp. 959-991. doi: 10.1017/s1357321700004414

Tsanakas, A., Wuethrich, M. V. & Černý, A. (2013). Market value margin via mean-variance hedging. ASTIN Bulletin, 43(3), pp. 301-322. doi: 10.1017/asb.2013.18

Tsanakas, A. ORCID: 0000-0003-4552-5532 & Zhu, R. ORCID: 0000-0002-9944-0369 (2021). Copula model selection using image recognition. .

Tsanakas, A. ORCID: 0000-0003-4552-5532 & Zhu, R. ORCID: 0000-0002-9944-0369 (2022). Selecting bivariate copula models using image recognition. Astin Bulletin, 52(3), pp. 707-734. doi: 10.1017/asb.2022.12

Tsiodra, M., Panda, S., Chronopoulos, M. ORCID: 0000-0002-3858-2021 & Panaousis, E.view all authors (2023). Cyber Risk Assessment and Optimization: A Small Business Case Study. IEEE Access, 11, pp. 44467-44481. doi: 10.1109/access.2023.3272670

Tsiodra, M. & Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2022). A bi-level model for optimal capacity investment and subsidy design under risk aversion and uncertainty. Journal of the Operational Research Society, 73(8), pp. 1787-1799. doi: 10.1080/01605682.2021.1943021

Verrall, R. J. & Haberman, S. (2011). Automated Graduation using Bayesian Trans-dimensional Models. Annals of Actuarial Science, 5(2), pp. 231-251. doi: 10.1017/s1748499511000248

Verrall, R. J., Hossjer, O. & Bjorkwall, S. (2012). Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods. ASTIN Bulletin, 42(1), pp. 35-58. doi: 10.2143/AST.42.1.2160711

Verrall, R. J. & 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. & Jessen, A. H. (2010). Prediction of RBNS and IBNR claims using claim amounts and claim counts. ASTIN Bulletin, 40(2), pp. 871-887. doi: 10.2143/AST.40.2.2061139

Verrall, R. J. & Wüthrich, M. V. (2015). Parameter Reduction in Log-normal Chain-ladder Models. European Actuarial Journal, 5(2), pp. 355-380. doi: 10.1007/s13385-015-0114-7

Verrall, R. J. & Wüthrich, M. V. (2012). Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. North American Actuarial Journal, 16(2), pp. 240-259. doi: 10.1080/10920277.2012.10590639

Villegas, A., Bajekal, M., Haberman, S. ORCID: 0000-0003-2269-9759 & Zhou, L.view all authors (2023). Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016. North American Actuarial Journal, 28(1), pp. 187-217. doi: 10.1080/10920277.2023.2167834

Villegas, A. & Haberman, S. (2014). On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. North American Actuarial Journal, 18(1), pp. 168-193. doi: 10.1080/10920277.2013.866034

Villegas, A., Haberman, S., Kaishev, V. K. & Millossovich, P.view all authors (2017). A comparative study of two population models for the assessment of basis risk in longevity hedges. ASTIN Bulletin, 47(3), pp. 631-679. doi: 10.1017/asb.2017.18

Villegas Ramirez, Andres (2015). Mortality: modelling, socio-economic differences and basis risk. (Unpublished Doctoral thesis, City University London)

Wang, R., Asimit, V. ORCID: 0000-0002-7706-0066, Zhu, R. ORCID: 0000-0002-9944-0369 & Zhou, F.view all authors (2024). Efficient PSD Matrix Approximation by Iterative Optimisations and Gradient Descent Method.

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

Wang, K., Fang, L. & 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, 45(3), pp. 508-534. doi: 10.1057/s41288-020-00161-y

Wang, R., Bignozzi, V. & Tsanakas, A. (2015). How Superadditive Can a Risk Measure Be?. SIAM Journal on Financial Mathematics, 6(1), pp. 776-803. doi: 10.1137/140981046

Wang, Z., Liu, Y., Zhu, R. ORCID: 0000-0002-9944-0369 , Yang, W. & Liao, Q.view all authors (2022). Lightweight Single Image Super-Resolution With Similar Feature Fusion Block. IEEE ACCESS, 10, pp. 30974-30981. doi: 10.1109/access.2022.3158936

Wang, Z., Zhu, R. ORCID: 0000-0002-9944-0369, Fukui, K. & Xue, J-H.view all authors (2018). Cone-based joint sparse modelling for hyperspectral image classification. Signal Processing, 144, pp. 417-429. doi: 10.1016/j.sigpro.2017.11.001

Wang, Z., Zhu, R. ORCID: 0000-0002-9944-0369, Fukui, K. & Xue, J-H.view all authors (2017). Matched Shrunken Cone Detector (MSCD): Bayesian Derivations and Case Studies for Hyperspectral Target Detection. IEEE Transactions on Image Processing, 26(11), pp. 5447-5461. doi: 10.1109/tip.2017.2740621

Webb, R., Watson, D., Ring, P. & Bryce, C. ORCID: 0000-0002-9856-7851view all authors (2014). Pension Confusion, Uncertainty and Trust in Scotland: An Empirical Analysis. Journal of Social Policy, 43(3), pp. 595-613. doi: 10.1017/s0047279414000051

Wei, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. & Stasinakis, C.view all authors (2023). Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis. International Journal of Finance and Economics, 29(4), pp. 4073-4104. doi: 10.1002/ijfe.2863

Wojtys, M., Marra, G. & Radice, R. ORCID: 0000-0002-6316-3961 (2016). Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel. Journal of Statistical Software, 71(6), pp. 1-66. doi: 10.18637/jss.v071.i06

Wojtys, M., Marra, G. & 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

Wu, Q., Shahbaz, M. & Kyriakou, I. ORCID: 0000-0001-9592-596X (2024). Temperature Fluctuations, Climate Uncertainty, and Financing Hindrance. Journal of Regional Science, doi: 10.1111/jors.12733

Wuethrich, M. V., Embrechts, P. & Tsanakas, A. (2011). Risk margin for a non-life insurance run-off. Statistics & Risk Modeling, 28(4), pp. 299-317. doi: 10.1524/strm.2011.1096

Xu, Z. ORCID: 0009-0008-4497-724X, Xu, H. ORCID: 0009-0000-7570-4078, Lu, Z. ORCID: 0009-0005-6159-6914 , Zhao, Y. ORCID: 0000-0001-5902-1306, Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Y. ORCID: 0000-0002-6220-029X, Dong, M. ORCID: 0000-0002-8897-5931, Chang, Y. ORCID: 0000-0003-2607-916X, Lv, Q. ORCID: 0000-0002-9437-1376, Dick, R. P. ORCID: 0000-0001-5428-9530, Yang, F. ORCID: 0000-0003-2164-8175, Lu, T. ORCID: 0000-0002-6633-4826, Gu, N. ORCID: 0000-0002-2915-974X & Shang, L. ORCID: 0000-0003-3944-7531view all authors (2024). Can Large Language Models Be Good Companions?. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies, 8(2), pp. 1-41. doi: 10.1145/3659600

Yanez, J. S., Guillen, M. & Perch, J. ORCID: 0000-0001-6874-1268 (2024). Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score. ASTIN Bulletin: The Journal of the IAA, pp. 1-28. doi: 10.1017/asb.2024.30

Yang, W., Zhou, F., Zhu, R. ORCID: 0000-0002-9944-0369 , Fukui, K., Wang, G. & Xue, J-H.view all authors (2019). Deep learning for image super-resolution. Neurocomputing, 398, pp. 291-292. doi: 10.1016/j.neucom.2019.09.091

Zaks, Y. & Tsanakas, A. (2014). Optimal capital allocation in a hierarchical corporate structure. Insurance: Mathematics and Economics, 56(1), pp. 48-55. doi: 10.1016/j.insmatheco.2014.02.009

Zanin, L., Radice, R. ORCID: 0000-0002-6316-3961 & Marra, G. (2015). Modelling the impact of women's education on fertility in Malawi. Journal of Population Economics, 28(1), pp. 89-111. doi: 10.1007/s00148-013-0502-8

Zhang, X., Huang, F., Hui, F. & Haberman, S. ORCID: 0000-0003-2269-9759view all authors (2023). Cause of death mortality forecasting using penalized adaptive tensor decompositions. Insurance: Mathematics and Economics, 111, pp. 193-213. doi: 10.1016/j.insmatheco.2023.05.003

Zhang, Z. (2023). Optimising Investment Decisions under Uncertainty: A Study of Risk, Subsidies, Competition, and Technological Learning. (Unpublished Doctoral thesis, City, University of London)

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: 0000-0003-1174-610Xview all authors (2024). Query-aware Cross-mixup and Cross-reconstruction for Few-shot Fine-grained Image Classification. IEEE Transactions on Circuits and Systems for Video Technology, doi: 10.1109/tcsvt.2024.3484530

Zhang, Z., Chronopoulos, M. ORCID: 0000-0002-3858-2021, Dimitrova, D. S. ORCID: 0000-0003-3169-2735 & Kyriakou, I. ORCID: 0000-0001-9592-596Xview all authors (2023). Risk assessment and optimal scheduling of serial projects. OR Spectrum, 46(3), pp. 709-736. doi: 10.1007/s00291-023-00740-0

Zhang, Z., Chronopoulos, M. ORCID: 0000-0002-3858-2021, Kyriakou, I. ORCID: 0000-0001-9592-596X & Dimitrova, D. S. ORCID: 0000-0003-3169-2735view all authors (2024). Bi-level optimisation of subsidy and capacity investment under competition and uncertainty. European Journal of Operational Research, 318(1), pp. 327-340. doi: 10.1016/j.ejor.2024.03.028

Zhao, J., Dong, K., Dong, X. , Shahbaz, M. & Kyriakou, I. ORCID: 0000-0001-9592-596Xview all authors (2022). Is green growth affected by financial risks? New global evidence from asymmetric and heterogeneous analysis. Energy Economics, 113, article number 106234. doi: 10.1016/j.eneco.2022.106234

Zhao, Shouqi (2014). Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications. (Unpublished Doctoral thesis, City University London)

Zhou, F. ORCID: 0000-0002-9851-8312, Butterworth, A. S. & Asimit, J. L. (2022). Flashfm-ivis: interactive visualisation for fine-mapping of multiple quantitative traits. In: Human Heredity. 50th European Mathematical Genetics Meeting (EMGM) 2022, 21-22 Apr 2022, Cambridge, United Kingdom. doi: 10.1159/000524615

Zhou, F. ORCID: 0000-0002-9851-8312, Butterworth, A. S. & Asimit, J. L. (2022). Flashfm-ivis: interactive visualization for fine-mapping of multiple quantitative traits. Bioinformatics, 38(17), pp. 4238-4242. doi: 10.1093/bioinformatics/btac453

Zhu, R. ORCID: 0000-0002-9944-0369, Guo, Y. & Xue, J-H. (2020). Adjusting the imbalance ratio by the dimensionality of imbalanced data. Pattern Recognition Letters, 133, pp. 217-223. doi: 10.1016/j.patrec.2020.03.004

Zhu, R. ORCID: 0000-0002-9944-0369, Dong, M. & 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