A

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

Agbeko, T., Hiabu, M., Miranda, M. D. M., Nielsen, J. P. and Verrall, R. J. (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. and Ye, I. (2016). Model risk – daring to open up the black box. British Actuarial Journal, 21(2), pp. 229-296. doi: 10.1017/S1357321715000276

Asanga, S., Asimit, A.V., Badescu, A. and Haberman, S. (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127

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

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

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

Asimit, A.V., Badescu, A. and 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. and Kim, E-S. (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. and Zinchenko, Y. (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. and 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. and 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. and Kim, E. (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. and Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), pp. 778-790. doi: 10.1016/j.ejor.2017.12.026

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

Asimit, A.V. and 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. and Hu, J. (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. and Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, pp. 627-637. doi: 10.1016/j.insmatheco.2015.09.006

Asimit, A.V., Furman, E., Tang, Q. and Vernic, R. (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. and 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. and 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. and Kim, E. (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472

Asimit, A.V. ORCID: 0000-0002-7706-0066, Gao, T., Hu, J. and Kim, E. (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472

Asimit, A.V. and 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. and Peng, L. (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. and Kortschak, D. (2015). Aggregation of randomly weighted large risks. IMA Journal of Management Mathematics, doi: 10.1093/imaman/dpv020

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

Asimit, A.V. ORCID: 0000-0002-7706-0066, Hu, J. and Xie, Y. (2019). Optimal Robust Insurance with a Finite Uncertainty Set. Insurance: Mathematics and Economics, 87, pp. 67-81. doi: 10.1016/j.insmatheco.2019.03.009

Asimit, A.V. and 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. and 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. and 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. and 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. and 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. and 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. and Li, J. (2018). Measuring the Tail Risk: An Asymptotic Approach. Journal of Mathematical Analysis and Applications, 463(1), pp. 176-197. doi: 10.1016/j.jmaa.2018.03.019

Asimit, A.V. and Li, J. (2017). Systemic Risk: An Asymptotic Evaluation. .

Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. and Yu, A. (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance,

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

Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X, Santoni, S. ORCID: 0000-0002-5928-3901, Scognamiglio, S. and Zhu, R. ORCID: 0000-0002-9944-0369 (2021). Robust Classification via Support Vector Machines. .

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

B

Bacinello, A. R., Chen, A. and Millossovich, P. ORCID: 0000-0001-8269-7507 (2018). The impact of longevity and investment risk on a portfolio of life insurance liabilities. European Actuarial Journal, doi: 10.1007/s13385-018-0175-5

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

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

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X, Papapostolou, N. C. ORCID: 0000-0003-4529-1182 and Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, 104011.. doi: 10.1016/j.tourman.2019.104011

Barakat, A., Ashby, S., Fenn, P. and Bryce, C. ORCID: 0000-0002-9856-7851 (2018). Operational Risk and Reputation in Financial Institutions: Does Media Tone Make a Difference?. Journal of Banking and Finance, 98, pp. 1-24. doi: 10.1016/j.jbankfin.2018.10.007

Barigou, K., Bignozzi, V. and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2020). Insurance valuation: A two-step generalised regression approach. .

Bartl, M. and Krummaker, S. ORCID: 0000-0003-2471-8175 (2020). Prediction of claims in export credit finance: a comparison of four machine learning techniques. Risks, 8(1), 22.. doi: 10.3390/risks8010022

Basse, T., Friedrich, M., Krampen, B. and Krummaker, S. ORCID: 0000-0003-2471-8175 (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

Biffis, E., Blake, D., Pitotti, L. and Sun, A. (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. and Millossovich, P. (2011). Optimal Insurance with Counterparty Default Risk. SSRN.

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

Bignozzi, V. and Tsanakas, A. (2016). Model uncertainty in risk capital measurement. Journal of Risk, 18(3), pp. 1-24.

Bignozzi, V. and 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. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2019). A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis, 137, pp. 133-154. doi: 10.1016/j.csda.2019.02.009

Bjorkwall, S., Hossjer, O., Ohlsson, E. and Verrall, R. J. (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. and Lim, Z. (2017). Model risk: illuminating the black box. British Actuarial Journal, 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.

Blyth, W., Bunn, D., Chronopoulos, M. and Munoz, J. (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 and Serrano, P. (2020). Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies. European Journal of Finance, 26(2-3), pp. 277-294. doi: 10.1080/1351847X.2019.1647260

Boado-Penas, C., Haberman, S. ORCID: 0000-0003-2269-9759 and Naka, P. (2020). Fairness and Annuitisation Divisors for Notional Defined Contribution Pension Schemes. Journal of Pension Economics and Finance,

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

Boonen, T. J., Tsanakas, A. and 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. and 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. and Zamiatin, D. (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. and Shaprynskyy, E. (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 and Bradshaw, A. E. (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 and 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.

Brunovsky, P., Černý, A. and 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 (2019). Risk and performance: Embedding risk management. Glasgow, UK: ACCA.

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

Bryce, C. ORCID: 0000-0002-9856-7851, Dadoukis, A., Hall, M., Nguyen, L. and Simper, R. (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. and Lucey, B. (2020). The Journal Quality Perception Gap. Research Policy, 49(5), 103957.. doi: 10.1016/j.respol.2020.103957

Bryce, C. ORCID: 0000-0002-9856-7851, Dowling, M. and 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. and Wardman, J. (2020). Resilience in the Face of Uncertainty: Early Lessons from the COVID-19 Pandemic. Journal of Risk Research, doi: 10.1080/13669877.2020.1756379

Bryce, C. ORCID: 0000-0002-9856-7851, Webb, R., Cheevers, C., Ring, P. and Clark, G. (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. and 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. and Wass, V. (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

C

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

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. and Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance,

Chen, A., Haberman, S. and 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 and Thomas, S. ORCID: 0000-0001-5438-4263 (2019). The implication of the hyperbolic discount model for annuitisation decisions. Journal of Pension Economics and Finance, doi: 10.1017/S1474747218000343

Chen, R. and Millossovich, P. (2018). Sex-specific mortality forecasting for UK countries: a coherent approach. European Actuarial Journal, 8(1), pp. 69-95. doi: 10.1007/s13385-017-0164-0

Chronopoulos, M., Hagspiel, V. and 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. and 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. and 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. and Grossklags, J. (2018). An Options Approach to Cybersecurity Investment. IEEE Access, 6, pp. 12175-12186. doi: 10.1109/ACCESS.2017.2773366

Clare, A. ORCID: 0000-0002-4180-6778, Jang, C. and Owadally, I. ORCID: 0000-0002-0830-3554 (2021). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance,

Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. and Marino, Z. (2018). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 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, pp. 55-63. doi: 10.1016/j.tpb.2012.11.002

Cowell, R., Graversen, T., Lauritzen, S. L. and Mortera, J. (2014). Analysis of forensic DNA mixtures with artefacts. Journal of the Royal Statistical Society. Series C: Applied Statistics, doi: 10.1111/rssc.12071

Cowell, R., Lauritzen, S. L. and 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. and 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-E4S917

Cust, H., Jones, H., Powell-Jackson, T., Lepine, A. and Radice, R. ORCID: 0000-0002-6316-3961 (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. and Pantelous, A. A. (2019). Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy. International Journal of Finance & Economics, doi: 10.1002/ijfe.1738

D

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

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

D'Amato, V., Haberman, S., Piscopo, G., Russolillo, M. and Trapani, L. (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. and Trapani, L. (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. and Sibillo, M. (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. and Sibillo, M. (2018). De-risking strategy: Longevity spread buy-in. Insurance Mathematics and Economics, 79, pp. 124-136. doi: 10.1016/j.insmatheco.2018.01.004

D'Amato, V., di Lorenzo, E., Haberman, S. ORCID: 0000-0003-2269-9759, Sibilllo, M. and Tizzano, R. (2019). Pension schemes versus real estate. Annals of Operations Research, doi: 10.1007/s10479-019-03241-y

Danesi, I. L., Haberman, S. and 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

Debon, A., Chaves, L., Haberman, S. and Villa, F. (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. and Otranto, E. (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(2204), doi: 10.3390/ijerph18042204

Delong, L., Gerrard, R. J. G. and 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. and 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. and Radice, R. ORCID: 0000-0002-6316-3961 (2020). Generalized Link-Based Additive Survival Models with Informative Censoring. Journal of Computational and Graphical Statistics, doi: 10.1080/10618600.2020.1724544

Dhaene, J., Tsanakas, A., Valdez, E. A. and Vanduffel, S. (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. (2007). Dependent risk modelling in (re)insurance and ruin. (Unpublished Doctoral thesis, City University London)

Dimitrova, D. S., Haberman, S. and 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. and Tan, S. (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. and Kaishev, V. K. (2017). On the First Crossing of Two Boundaries by an Order Statistics Risk Process. Risks, 5(3), 43.. doi: 10.3390/risks5030043

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

Dimitrova, D. S., Kaishev, V. K. and Haberman, S. (2014). Research Excellence Framework (REF).

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Kaishev, V. K. and Ignatov, Z. G. (2018). Ruin and Deficit Under Claim Arrivals with the Order Statistics Property. Methodology and Computing in Applied Probability, doi: 10.1007/s11009-018-9669-5

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

Dimitrova, D. S., Kaishev, V. K. and Tan, S. (2017). Computing the Kolmogorov-Smirnov Distribution when the Underlying cdf is Purely Discrete, Mixed or Continuous. .

Dimitrova, D. S., Kaishev, V. K. and 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. and 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

Dong, Y., Huang, F., Yu, H. and Haberman, S. ORCID: 0000-0003-2269-9759 (2020). Multi-population mortality forecasting using tensor decomposition. Scandinavian Actuarial Journal, doi: 10.1080/03461238.2020.1740314

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

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

E

Emms, P. and 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, P. D., Verrall, R. J. and 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 and Wüthrich, M. V. (2019). On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Insurance: Mathematics and Economics, 85, pp. 74-88. doi: 10.1016/j.insmatheco.2018.12.002

Espasandín-Domínguez, J., Cadarso-Suárez, C., Kneib, T., Marra, G., Klein, N., Radice, R. ORCID: 0000-0002-6316-3961, Lado-Baleato, O., González Quintela, A and Gude, F. (2019). Assessing the relationship between markers of glycemic control through flexible copula regression models. Statistics in Medicine, doi: 10.1002/sim.8358

F

Fang, L., Cheng, J. and Su, F. (2019). Interconnectedness and Systemic Risk: A Comparative Study Based on Systemically Important Regions. Pacific-Basin Finance Journal, 54, pp. 147-158. doi: 10.1016/j.pacfin.2019.02.007

Filippou, P., Kneib, T., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2018). A trivariate additive regression model with arbitrary link functions and varying correlation matrix. Journal of Statistical Planning and Inference, 199, pp. 236-248. doi: 10.1016/j.jspi.2018.07.002

Filippou, P., Marra, G. and 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. and 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 and Castiglioni, M. Component replacement under uncertainty – a switching option perspective. .

G

Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Fusai, G. ORCID: 0000-0001-9215-2586 (2020). General lattice methods for arithmetic Asian options. European Journal of Operational Research, 282(3), pp. 1185-1199. doi: 10.1016/j.ejor.2019.10.026

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

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

Gerrard, R. J. G., Haberman, S. and 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 and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.10.038

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23, doi: 10.1017/s135732171800020x

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion. British Actuarial Journal, 23(e29), doi: 10.1017/S1357321718000272

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

Gerrard, R. J. G. and 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 and Russolillo, M. (2019). Coherent modeling of mortality patterns for age-specific subgroups. Decisions in Economics and Finance, doi: 10.1007/s10203-019-00245-y

Godínez-Olivares, H., Boado-Penas, M. D. C. and 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. and Marra, G. (2019). Copula selection models for non-Gaussian responses that are missing not at random. Statistics in Medicine, 38(3), pp. 480-496. doi: 10.1002/sim.7988

Gonzalez-Manteiga, W, Borrajo, MI and 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. and 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

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

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

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

Gámiz Pérez, M. L., Janys, L., Martinez-Miranda, M. D. and Nielsen, J. P. (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. and Nielsen, J. P. (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. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Multiplicative local linear hazard estimation and best one-sided cross-validation. Journal of Machine Learning, 19, pp. 1-29.

Gámiz Pérez, M. L., Martinez-Miranda, M. D. and 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

H

Haberman, S., Denuit, M. and 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. and 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. and 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. and 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. and 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 and Shang, H.L. (2018). Model confidence sets and forecast combination: an application to age-specific mortality. Genus, 74(19), doi: 10.1186/s41118-018-0043-9

Haberman, S. and 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. and 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. and Nielsen, J. P. (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. and Nielsen, J. P. (2016). The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions. British Actuarial Journal, 21(1), pp. 97-116. doi: 10.1017/S1357321715000288

Harper, G. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and Haberman, S. (2013). Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data. Insurance: Mathematics and Economics, 52(2), pp. 320-337. doi: 10.1016/j.insmatheco.2013.10.009

Hatzopoulos, P. and 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. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association, doi: 10.1080/01621459.2020.1753520

Hiabu, M., Mammen, E., Martinez-Miranda, M. D. and Nielsen, J. P. (2016). In-Sample Forecasting with Local Linear Survival Densities. Biometrika, 101(4), pp. 843-859. doi: 10.1093/biomet/asw038

Hiabu, M., Miranda, M. D. M., Nielsen, J. P., Spreeuw, J., Tanggaard, C. and Villegas, A. (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 and Scheike, T. (2020). Non-Smooth Backfitting for Excess Risk Additive Regression Model with Two Survival Time-Scales. Biometrika, 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. and Craig, J. (2019). Demystifying academics to enhance university-business collaborations in environmental science. Geoscience Communication, 2, pp. 1-23. doi: 10.5194/gc-2-1-2019

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. and 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. and 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. and 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. and 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. and 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

I

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

Ignatov, Z. G. and 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. and 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

J

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

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

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

K

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

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006). Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference (Statistical Research Paper No. 28). Cass Business School, City University, London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (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. and Ignatov, Z. G. (2008). Operational risk and insurance: a ruin probabilistic reserving approach. JOURNAL OF OPERATIONAL RISK, 3(3),

Kaishev, V. K., Nielsen, J. P. and 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

Kenny, T., Barnfield, J., Daly, L., Dunn, A., Passey, D., Rickayzen, B. D. and Teow, A. (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. and 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. and Glass, C. (2014). Perfect periodic scheduling for three basic cycles. Journal of Scheduling, 17(1), pp. 47-55. doi: 10.1007/s10951-013-0331-3

Klein, N., Kneib, T., Marra, G., Radice, R., Rokicki, S. R. and McGovern, M. (2019). Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes. Statistics in Medicine, 38(3), pp. 413-436. doi: 10.1002/sim.7985

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. and Sekhon, J. S. (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, doi: 10.1111/rmir.12128

Krummaker, S. ORCID: 0000-0003-2471-8175 and Thomann, C. (2018). Aspekte der Versicherung von Unternehmen. In: Schulenburg, J. (Ed.), Festschrift for Prof. dr. J.-Matthias Graf von der Schulenburg. (pp. 95-127). Karlsruhe: Verlag Versicherungswissenschaft. ISBN 978-3-96329-039-8

Kuang, D., Nielsen, B. and 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, Mousavi, P., Nielsen, J. P. and Scholz, M. (2019). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research, doi: 10.1007/s10479-019-03338-4

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

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

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

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. and Nomikos, N. (2017). Income Uncertainty and the Decision to Invest in Bulk Shipping. European Financial Management, doi: 10.1111/eufm.12132

L

Landsman, Z. and 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. and 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 and Park, B. P. (2018). In-sample forecasting: A brief review and new algorithms. ALEA - Latin American Journal of Probability and Mathematical Statistics, 15, pp. 875-895. doi: 10.30757/ALEA.v15-33

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Park, B. U. (2019). Generalised additive dependency inflated models including aggregated covariates. Electronic Journal of Statistics, 13(1), pp. 67-93. doi: 10.1214/18-EJS1515

Lee, Y. K., Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Park, B. U. (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. and Park, B. U. (2017). Operational time and in-sample density forecasting. Annals of Statistics, 45(3), pp. 1312-1341. doi: 10.1214/16-AOS1486

Li, J. and 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

Lindholm, M., Richman, R., Tsanakas, A. ORCID: 0000-0003-4552-5532 and Wüthrich, M. V. (2020). Non-discriminatory insurance pricing. .

Linton, O., Nielsen, J. P. and 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. and 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. and Verrall, R. J. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims. Variance, 4, pp. 121-135.

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

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

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

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

M

Makam, V., Millossovich, P. and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021). Sensitivity analysis with χ2-divergences.

Mammen, E., Martinez-Miranda, M. D. and 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. and Sperlich, S. (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. and Sperlich, S. (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. and 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. and Sperlich, S. (2019). Conditional variance forecasts for long-term stock returns. Risks, 7(4), 113.. doi: 10.3390/risks7040113

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. and Verrall, R. J. (2018). Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data. Insurance: Mathematics and Economics, 80, pp. 54-65. doi: 10.1016/j.insmatheco.2018.03.001

Marra, G and 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. and 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, 107092.. doi: 10.1016/j.csda.2020.107092

Marra, G., Papageorgiou, G. and 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. and 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. and Radice, R. ORCID: 0000-0002-6316-3961 (2019). Copula Link-Based Additive Models for Right-Censored Event Time Data. Journal of the American Statistical Association, doi: 10.1080/01621459.2019.1593178

Marra, G. and 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. and 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, pp. 1432-1455. doi: 10.1214/13-EJS814

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961, Bärnighausen, T., Wood, S. N. and McGovern, M. E. (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 and 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 and Missiroli, S. (2014). Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models. Computational Statistics, 29(3-4), doi: 10.1007/s00180-013-0458-x

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 and 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,

Marra, G., Radice, R. ORCID: 0000-0002-6316-3961 and Zimmer, D. (2020). Estimating the Binary Endogenous Effect of Insurance on Doctor Visits by Copula-Based Regression Additive Models. Journal of the Royal Statistical Society: Series C (Applied Statistics), doi: 10.1111/rssc.12419

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

Martinez-Miranda, M. D., Nielsen, B., Nielsen, J. P. and Verrall, R. J. (2011). Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers. ASTIN Bulletin, 41(1), pp. 107-129.

Martinez-Miranda, M. D., Nielsen, J. P., Sperlich, S. and Verrall, R. J. (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. and Verrall, R. J. (2012). Double Chain Ladder. ASTIN Bulletin, 42(1), pp. 59-76.

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

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. (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, 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, doi: 10.1007/s12061-020-09359-y

Mayhew, L. (2004). The Public-Private Split in Health Care Systems. In: MacKellar, L., Andriouchina, E. and 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 (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. and 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. and Villegas, A. M. (2020). An investigation into the impact of deprivation on demographic inequalities in adults. Annals of Actuarial Science, doi: 10.1017/S1748499520000068

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

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

Mayhew, L. and Smith, D. (2016). Decomposition of Life Expectancy at Older Ages and Prospects for Ageing Populations. In: Lombard, J., Stern, E. and Clarke, G. (Eds.), Applied Spatial Modelling and Planning. (pp. 172-188). Routledge. ISBN 9781138925700

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

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

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

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

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

Mayhew, L., Smith, D. and 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. and Radice, R. ORCID: 0000-0002-6316-3961 (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. and Bärnighausen, T. (2015). Adjusting HIV prevalence estimates for non-participation: an application to demographic surveillance. Journal of the International AIDS Society, 18(1), 19954.. doi: 10.7448/IAS.18.1.19954

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

Millossovich, P. ORCID: 0000-0001-8269-7507, Bacinello, A. R., Chen, A. and Sehner, T. (2021). On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. Risks,

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

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

Miranda, M. D. M., Nielsen, J. P. and 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.

N

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

Nielsen, J. P. ORCID: 0000-0002-2798-0817, Mammen, E., Martiınez-Miranda, M. D. and Vogt, M. (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. and Byeong, U. P (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)

O

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. and 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 and 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. and Clare, A. (2021). Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. European Journal of Operational Research, doi: 10.1016/j.ejor.2021.03.052

Owadally, I. and 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. and Kashif, M. (2021). Long-term Sustainable Investment for Retirement. Sustainability, doi: 10.3390/su13095000

Owadally, I. ORCID: 0000-0002-0830-3554, Ram, R. and Regis, L. (2021). An analysis of the Dutch-style pension plans proposed by UK policy-makers. Journal of Social Policy, 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 and 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 and 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 and Haberman, S. (2001). Pension plan asset valuation. Pension Forum, 13(1), pp. 51-60.

Owadally, M. I and 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 and 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. and Menoncin, F. (2019). Optimal portfolio and spending rules for endowment funds. Review of Quantitative Finance and Accounting, doi: 10.1007/s11156-019-00856-x

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (2019). Time Series Data Mining with an Application to the Measurement of Underwriting Cycles. North American Actuarial Journal,

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F., Otunba, R., Lin, J. and Wright, I. D. (2019). An agent-based system with temporal data mining for monitoring financial stability on insurance markets. Expert Systems with Applications, 123, pp. 270-282. doi: 10.1016/j.eswa.2019.01.049

Owadally, M. I ORCID: 0000-0002-0830-3554, Zhou, F. and Wright, I. D. (2018). The Insurance Industry as a Complex Social System: Competition, Cycles, and Crises. Journal of Artificial Societies and Social Simulation, 21(4), 2.. doi: 10.18564/jasss.3819

P

Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. and Kyriakou, I. (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. (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 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2021). Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis. Annals of Actuarial Science,

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

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2018.09.001

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). .

Pesenti, S. M., Millossovich, P. and Tsanakas, A. (2018). Reverse sensitivity testing: What does it take to break the model?. .

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 and Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Reverse sensitivity testing: What does it take to break the model?. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.10.003

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

Piscopo, G. and 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 and Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200.

R

Radice, R. ORCID: 0000-0002-6316-3961, Marra, G. and 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

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

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

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

Rickayzen, B. D., Smith, D. and 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. and Webb, R. (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. and Haberman, S. (2011). Extending the Lee Carter Model: a Three-way Decomposition. Scandinavian Actuarial Journal, 2011(2), pp. 96-117. doi: 10.1080/03461231003611933

S

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

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

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

Sendstad, L. H. and Chronopoulos, M. ORCID: 0000-0002-3858-2021 (2020). Strategic Technology Switching under Risk Aversion and Uncertainty. Journal of Economic Dynamics and Control, doi: 10.1016/j.jedc.2020.103918

Shang, H.L. and Haberman, S. ORCID: 0000-0003-2269-9759 (2019). Forecasting age distribution of death counts: An application to annuity pricing. Annals of Actuarial Science, doi: 10.1017/S1748499519000101

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

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

Simper, R., Dadoukis, A. and Bryce, C. ORCID: 0000-0002-9856-7851 (2019). European bank loan loss provisioning and efficient technological innovative progress. International Review of Financial Analysis, 63, pp. 119-130. doi: 10.1016/j.irfa.2019.03.001

Sithole, T., Haberman, S. and 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

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. (2010). Relationships Between Archimedean Copulas and Morgenstern Utility Functions. Paper presented at the Copula Theory and Its Applications, 25-26 September 2009, Warsaw.

Spreeuw, J. and 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. and 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. and 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. and Williams, M. (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), 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. and Griffiths, C. (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), e43977. doi: 10.1371/journal.pone.0043977

T

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

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,

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. and Melnick, E. (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment. . Wiley. ISBN 978-0-470-03549-8

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

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

Tsanakas, A. and Desli, E. (2005). Measurement and Pricing of Risk in Insurance Markets. Risk Analysis, 25(6), pp. 1653-1668. doi: 10.1111/j.1539-6925.2005.00684.x

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

V

Verrall, R. J. and 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. and Bjorkwall, S. (2012). Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods. ASTIN Bulletin, 42(1), pp. 35-58.

Verrall, R. J. and Liu, H. (2010). Bootstrap Estimation of the Predictive Distributions of Reserves using Paid and Incurred Claims. Paper presented at the ASTIN Colloquium 2008, 13-16 Jul 2008, Manchester, UK.

Verrall, R. J., Nielsen, J. P. and Jessen, A. H. (2010). Prediction of RBNS and IBNR claims using claim amounts and claim counts. ASTIN Bulletin, 40(2), pp. 871-887.

Verrall, R. J. and 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. and 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. and 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. and Millossovich, P. (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)

van den Berg, G., anys, L., Mammen, E. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020). A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models. Journal of Econometrics, doi: 10.1016/j.jeconom.2019.05.025

van der Wurp, H., Groll, A., Kneib, T., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2020). Generalised joint regression for count data with a focus on modelling football matches. Statistics and Computing, 30, pp. 1419-1432. doi: 10.1007/s11222-020-09953-7

van der Wurp, H., Groll, A., Kneib, T., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2020). Generalised joint regression for count data: a penalty extension for competitive settings. Statistics and Computing, doi: 10.1007/s11222-020-09953-7

W

Wang, K., Fang, L. and Cheng, J. (2020). Management of Commissions to Meet the Regulatory Requirements: Evidence from Property-Casualty Insurance in China. Geneva Papers on Risk and Insurance - Issues and Practice, doi: 10.1057/s41288-020-00161-y

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

Wang, Z., Zhu, R., Fukui, K. and Xue, J-H. (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. and Bryce, C. ORCID: 0000-0002-9856-7851 (2014). Pension Confusion, Uncertainty and Trust in Scotland: An Empirical Analysis. Journal of Social Policy, 43(03), pp. 595-613. doi: 10.1017/S0047279414000051

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

Wojtys, M., Marra, G. and Radice, R. ORCID: 0000-0002-6316-3961 (2018). Copula based generalized additive models for location, scale and shape with non-random sample selection. Computational Statistics and Data Analysis, 127, pp. 1-14. doi: 10.1016/j.csda.2018.05.001

Wuethrich, M. V., Embrechts, P. and 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

Y

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

Z

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

Zanin, L., Radice, R. ORCID: 0000-0002-6316-3961 and 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

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

Zhu, R. ORCID: 0000-0002-9944-0369, Dong, M. and Xue, J-H. (2018). Learning distance to subspace for the nearest subspace methods in high-dimensional data classification. Information Sciences, 481, pp. 69-80. doi: 10.1016/j.ins.2018.12.061

Zhu, R. ORCID: 0000-0002-9944-0369, Dong, M. and Xue, J-H. (2014). Spectral non-local restoration of hyperspectral images with low-rank property. IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 8(6), pp. 3062-3067. doi: 10.1109/JSTARS.2014.2370062

Zhu, R. ORCID: 0000-0002-9944-0369, Fukui, K. and Xue, J-H. (2017). Building a discriminatively ordered subspace on the generating matrix to classify high-dimensional spectral data. Information Sciences, 382, pp. 1-14. doi: 10.1016/j.ins.2016.12.001

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

Zhu, R. ORCID: 0000-0002-9944-0369, Wang, Z., Ma, Z., Wang, G. and Xue, J-H. (2018). LRID: A new metric of multi-class imbalance degree based on likelihood-ratio test. Pattern Recognition Letters, 116, pp. 36-42. doi: 10.1016/j.patrec.2018.09.012

Zhu, R., Wang, Z., Sogi, N., Fukui, K. and Xue, J-H. (2019). A Novel Separating Hyperplane Classification Framework to Unify Nearest-class-model Methods for High-dimensional Data. IEEE Transactions on Neural Networks and Learning Systems, doi: 10.1109/TNNLS.2019.2946967

Zhu, R. ORCID: 0000-0002-9944-0369 and Wüthrich, M. V. (2020). Clustering driving styles via image processing. Annals of Actuarial Science, doi: 10.1017/S1748499520000317

Zhu, R. ORCID: 0000-0002-9944-0369 and Xue, J-H. (2017). On the orthogonal distance to class subspaces for high-dimensional data classification. Information Sciences, 417, pp. 262-273. doi: 10.1016/j.ins.2017.07.019

Zhu, R. ORCID: 0000-0002-9944-0369, Zhou, F. and Xue, J-H. (2018). MvSSIM: A quality assessment index for hyperspectral images. Neurocomputing, 272, pp. 250-257. doi: 10.1016/j.neucom.2017.06.073

Zhu, R., Zhou, F., Yang, W. and Xue, J-H. (2018). On Hypothesis Testing for Comparing Image Quality Assessment Metrics [Tips & Tricks]. IEEE Signal Processing Magazine, 35(4), pp. 133-136. doi: 10.1109/MSP.2018.2829209

Č

Černý, A. (2009). Characterization of the oblique projector U(VU)V-dagger with application to constrained least squares. Linear Algebra and its Applications, 431(9), pp. 1564-1570. doi: 10.1016/j.laa.2009.05.025