City Research Online

Browse by Schools and Department by Authors

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Authors | Type | Date | No Grouping
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | O | R | S | T | V | W | Y
Number of items at this level: 101.

A

Ananthapuvirajah, A. (2019). Free vibration and flutter behaviour of metallic and composite aircraft using DSM and developments of dynamic stiffness matrices for structural elements with applications. (Unpublished Doctoral thesis, City, University of London)

B

Ballotta, L. (2004). Alternative framework for the fair valuation of participating life insurance contracts (Actuarial Research Paper No. 157). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 157

Ballotta, L. (2009). Pricing and capital requirements for with profit contracts: modelling considerations. Quantitative Finance, 9(7), pp. 803-817. doi: 10.1080/14697680802452068

Ballotta, L. (2002). α-quantile option in a jump-diffusion economy. Financial Engineering, E-commerce and Supply Chain, 70, pp. 75-87. doi: 10.1007/978-1-4757-5226-7_5

Ballotta, L., Esposito, G. & Haberman, S. (2006). The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 39(3), pp. 356-375. doi: 10.1016/j.insmatheco.2006.04.004

Ballotta, L., Esposito, G. & Haberman, S. (2006). Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk (Actuarial Research Paper No. 176). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 176

Ballotta, L. & Haberman, S. (2003). Valuation of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 33(1), pp. 87-108. doi: 10.1016/S0167-6687(03)00146-X

Ballotta, L. & Haberman, S. (2006). The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case. Insurance: Mathematics and Economics, 38(1), pp. 195-214. doi: 10.1016/j.insmatheco.2005.10.002

Ballotta, L. & Kyprianou, A.E. (2000). A note on α-quantile option (Actuarial Research Paper No. 128). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 128

Biffis, E. & Denuit, M. (2005). Lee-Carter goes risk-neutral: an application to the Italian annuity market (Actuarial Research Paper No. 166). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 166

Blake, D., Wright, I. D. & Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 186

Booth, P. M. (2010). UK State Pension Reform in a Public Choice Framework (Actuarial Research Paper No. 194). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 194

Booth, P. M. (1997). The analysis of actuarial investment risk (Actuarial Research Paper No. 93). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 93

Booth, P. M. & Cooper, D. R. (2000). The tax treatment of pensions (Actuarial Research Paper No. 122). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 122

Booth, P. M. & Walsh, D. (1998). The application of financial theory to the pricing of upward only rent reviews (Actuarial Research Paper No. 117). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 117

Booth, P. M. & Yakoubov, Y. H. (1998). Investment policy for defined contribution pension scheme members close to retirement (Actuarial Research Paper No. 110). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 110

Butt, Z. & Haberman, S. (2002). Application of frality-based mortality models to insurance data (Actuarial Research Paper No. 142). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 142

Butt, Z. & Haberman, S. (2010). A comparative study of parametric mortality projection models (Actuarial Research Paper No. 196). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 196

Butt, Z. & Haberman, S. (2009). llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms (Actuarial Research Paper No. 190). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 190

C

Chadburn, R. G. (1996). Use of parametric risk measure in assessing risk based capital and insolvency constraints for with profits life insurance (Actuarial Research Paper No. 83). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 83

Chadburn, R. G. (1998). A genetic approach to the modelling of sickness rates, with application to life insurance risk classification (Actuarial Research Paper No. 111). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 111

Chadburn, R. G. & Wright, I. D. (1999). The sensitivity of life office simulation outcomes to differences in asset model structure (Actuarial Research Paper No. 120). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 120

Cooper, D. R. (2000). Security for the members of defined benefit pension schemes (Actuarial Research Paper No. 126). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 126

Cooper, D. R. (1998). A re-appraisal of the revalued career average benefit design for occupational pension schemes (Actuarial Research Paper No. 107). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 107

Cowell, R. (2009). Exploration of a novel bootstrap technique for estimating the distribution of outstanding claims reserves in general insurance (Actuarial Research Paper No. 192). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 192

D

Dimitrova, D. S., Kaishev, V. K. & Penev, S. (2007). GeD spline estimation of multivariate Archimedean copulas (Actuarial Research Paper No. 179). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 179

E

Emms, P. (2006). Dynamic pricing of general insurance in a competitive market (Actuarial Research Paper No. 172). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 172

Emms, P. (2006). Pricing general insurance with constraints (Actuarial Research Paper No. 173). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 173

Emms, P. & Haberman, S. (2005). Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Actuarial Research Paper No. 163). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 163

Emms, P., Haberman, S. & Savoulli, I. (2006). Optimal strategies for pricing general insurance (Actuarial Research Paper No. 171). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 171

England, P. D. (2001). Addendum to "Analytic and bootstrap estimates of prediction errors in claims reserving" (Actuarial Research Paper No. 138). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 138

F

Fernandes, F. N. (1998). Total reward - an actuarial perspective (Actuarial Research Paper No. 116). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 116

G

Gerrard, R. J. G., Haberman, S. & Vigna, E. (2005). The management of de-cumulation risks in a defined contribution environment (Actuarial Research Paper No. 161). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 161

H

Haberman, S. (1996). Landmarks in the history of actuarial science (up to 1919) (Actuarial Research Paper No. 84). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 84

Haberman, S. (1998). Stochastic modelling of pension scheme dynamics (Actuarial Research Paper No. 106). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 106

Haberman, S., Ballotta, L. & Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts (Actuarial Research Paper No. 146). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 146

Haberman, S., Butt, Z. & Rickayzen, B. D. (2001). Multiple state models, simulation and insurer insolvency (Actuarial Research Paper No. 136). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 136

Haberman, S. & Piscopo, G. (2008). Mortality risk and the valuation of annuities with guaranteed minimum death benefit options: application to the Italian population (Actuarial Research Paper No. 187). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 187

Haberman, S. & Piscopo, G. (2010). Surplus analysis for variable annuities with a GMDB option (Actuarial Research Paper No. 193). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 193

Haberman, S. & Russolillo, M. (2005). Lee Carter mortality forecasting: application to the Italian population (Actuarial Research Paper No. 167). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 167

Haberman, S. & Smith, D. (1997). Stochastic investment modelling and pension funding: a simulation based analysis (Actuarial Research Paper No. 102). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 102

Harper, G. & Mayhew, L. (2012). Re-thinking households - using administrative data to count and classify households with some application (Actuarial Research Paper No. 198). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 198

Huber, P. P. (1995). A review of Wilkie's stochastic investment model (Actuarial Research Paper No. 70). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 70

Huber, P. P. & Verrall, R. J. (1998). The need for theory in actuarial economic models (Actuarial Research Paper No. 109). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 109

I

Ignatov, Z. G., Kaishev, V. K. & Krachunov, R. (2003). Optimal retention levels, given the joint survival of cedent and reinsurer (Actuarial Research Paper No. 147). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 147

Iyer, S. (2003). Application of stochastic methods in the valuation of social security pension schemes (Actuarial Research Paper No. 151). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 151

J

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

K

Kaishev, V. K. (2010). Stochastic processes induced by Dirichlet (B-) splines: modelling multivariate asset price dynamics (Actuarial Research Paper No. 195). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 195

Kaishev, V. K. & Dimitrova, D. S. (2005). Excess of loss reinsurance under joint survival optimality (Actuarial Research Paper No. 165). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 165

Kaishev, V. K., Haberman, S. & Dimitrova, D. S. (2005). Modelling the joint distribution of competing risks survival times using copula functions (Actuarial Research Paper No. 164). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 164

Karlsson, M., Klohn, F. & Rickayzen, B. D. (2012). Are the dimensions of private information more multiple than expected? Information asymmetries in the market of supplementary private health insurance in England (Actuarial Research Paper No. 197). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 197

Karlsson, M., Mayhew, L. & Rickayzen, B. D. (2007). In sickness and in Health? Dynamics of health and cohabitation in the United Kingdom (Actuarial Research Paper No. 178). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 178

Karlsson, M., Mayhew, L. & Rickayzen, B. D. (2006). Investigating the market potential for customised long term care insurance products (Actuarial Research Paper No. 174). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 174

Khorasanee, M. Z. (1996). Annuity choices for pensioners (Actuarial Research Paper No. 90). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 90

Khorasanee, M. Z. (1995). Simulation of investment returns for a money purchase fund (Actuarial Research Paper No. 74). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 74

Khorasanee, M. Z. (2001). A cash-flow approach to pension funding (Actuarial Research Paper No. 137). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 137

L

Luciano, E., Spreeuw, J. & Vigna, E. (2012). Evolution of coupled lives' dependency across generations and pricing impact (Actuarial Research Paper No. 199). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 199

Luciano, E., Spreeuw, J. & Vigna, E. (2006). Modelling stochastic bivariate mortality (Actuarial Research Paper No. 170). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 170

M

Mayhew, L. (2009). The market potential for privately financed long term care products in the UK (Actuarial Research Paper No. 188). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 188

Mayhew, L. (2002). The neighbourhood health economy (Actuarial Research Paper No. 144). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 144

Mayhew, L. & Smith, D. (2012). Gender convergence in human survival and the postponement of death (Actuarial Research Paper No. 200). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 200

Mayhew, L. & Smith, D. (2006). Using queuing theory to analyse completion times in accident and emergency departments in the light of the government 4-hour target (Actuarial Research Paper No. 177). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 177

Mayhew, L. & Smith, D. (2009). Whither human survival and longevity or the shape of things to come (Actuarial Research Paper No. 189). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 189

Megaloudi, C. & Haberman, S. (1998). Contribution and solvency risk in a defined benefit pension scheme (Actuarial Research Paper No. 114). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 114

O

Owadally, M. I (2003). Efficient asset valuation methods for pension plans (Actuarial Research Paper No. 148). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 148

Owadally, M. I (2003). Pension funding and the actuarial assumption concerning investment returns (Actuarial Research Paper No. 149). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 149

Owadally, M. I & Haberman, S. (2000). Asset valuation and amortization of asset gains and losses defined benefit pension plans (Actuarial Research Paper No. 132). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 132

Owadally, M. I & Haberman, S. (2000). Asset valuation and the dynamics of pension funding with random investment returns (Actuarial Research Paper No. 131). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 131

Owadally, M. I & Haberman, S. (2000). Efficient amortization of Actuarial gains/losses and optimal funding in pension plans (Actuarial Research Paper No. 133). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 133

R

Rasulo, D., Mayhew, L. & Rickayzen, B. D. (2009). The decomposition of disease and disability life expectancies in England 1992-2004 (Actuarial Research Paper No. 191). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 191

Renshaw, A. E. & Haberman, S. (2003). Lee-Carter mortality forecasting incorporating bivariate time series (Actuarial Research Paper No. 153). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 153

Renshaw, A. E. & Haberman, S. (2002). Lee-Carter mortality forecasting, a parallel GLM approach, England & Wales mortality projections (Actuarial Research Paper No. 140). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 140

Renshaw, A. E. & Haberman, S. (2000). Modelling for mortality reduction factors (Actuarial Research Paper No. 127). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 127

Renshaw, A. E. & Haberman, S. (1998). Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities (Actuarial Research Paper No. 113). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 113

Renshaw, A. E. & Haberman, S. (2005). Mortality reduction factors incorporating cohort effects (Actuarial Research Paper No. 160). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 160

Renshaw, A. E. & Haberman, S. (1999). Observations on the proposed new mortality tables based on the 1991-94 experience for male permanent assurances (Actuarial Research Paper No. 118). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 118

Renshaw, A. E. & Haberman, S. (2007). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling (Actuarial Research Paper No. 181). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 181

Renshaw, A. E. & Haberman, S. (2001). On the forecasting of mortality reduction factors (Actuarial Research Paper No. 135). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 135

Renshaw, A. E. & Haberman, S. (1999). An empirical study of claim and sickness inception transition intensities (aspects of the UK permanent health insurance experience) (Actuarial Research Paper No. 121). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 121

Rickayzen, B. D. (2007). An analysis of disability - linked annuities (Actuarial Research Paper No. 180). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 180

Rickayzen, B. D. (1997). A sensitivity analysis of the parameters used in a PHI multiple state model (Actuarial Research Paper No. 103). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 103

Rickayzen, B. D. & Walsh, D. E. P. (2000). A model for projecting the number of people who will require long-term care in the future. Part II: the multiple state model (Actuarial Research Paper No. 124). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 124

S

Spreeuw, J. (2012). Archimedean copulas derived from Morgenstern utility functions (Actuarial Research Paper No. 201). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 201

Spreeuw, J. (2000). Convex order and multistate life insurance contracts (Actuarial Research Paper No. 129). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 129

Spreeuw, J. (2006). Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Actuarial Research Paper No. 169). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 169

Spreeuw, J. (2004). Upper and lower bounds of present value distributions of life insurance contracts with disability related benefits (Actuarial Research Paper No. 159). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 159

Spreeuw, J. (2000). The probationary period as a screening device (Actuarial Research Paper No. 130). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 130

Spreeuw, J. & Karlsson, M. (2006). The probationary period as a screening device: competitive markets (Actuarial Research Paper No. 168). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 168

T

Tsanakas, A. (2007). To split or not to split: Capital allocation with convex risk measures (Actuarial Research Paper No. 184). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 184

Tsanakas, A. ORCID: 0000-0003-4552-5532 & Smith, A. (2007). High dimensional modelling and simulation with asymmetric normal mixtures (Actuarial Research Paper No. 182). London: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 182

V

Velmachos, D. & Haberman, S. (1999). Moving average models for interest rates applications to life insurance mathematics (Actuarial Research Paper No. 119). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 119

Verrall, R. J. (2001). A Bayesian generalised linear model for the Bornhuetter-Ferguson method of claims reserving (Actuarial Research Paper No. 139). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 139

Verrall, R. J. (1989). Stochastic Models for Triangular Tables with Applications to Cohort Data and Claims Reserving. (Unpublished Doctoral thesis, City University London)

Verrall, R. J. (1996). A unified framework for graduation (Actuarial Research Paper No. 91). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 91

Verrall, R. J. & Yakoubov, Y. H. (1998). A fuzzy approach to grouping by policyholder age in general insurance (Actuarial Research Paper No. 104). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 104

W

Walsh, D. E. P. & Rickayzen, B. D. (2000). A model for projecting the number of people who will require long-term care in the future. Part I: data considerations (Actuarial Research Paper No. 123). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 123

Walsh, D. E. P. & Rickayzen, B. D. (2000). A model for projecting the number of people who will require long-term care in the future. Part III: the projected numbers and the funnel of doubt (Actuarial Research Paper No. 125). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 125

Wang, N. (2004). An asset allocation strategy for risk reserve considering both risk and profit (Actuarial Research Paper No. 158). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 158

Wright, I. D. (1998). A stochastic approach to pension scheme funding (Actuarial Research Paper No. 112). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 112

Wright, I. D. (1998). A stochastic asset model using vector auto-regression (Actuarial Research Paper No. 108). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 108

Y

Yakoubov, Y. H. & Haberman, S. (1998). Review of actuarial applications of fuzzy set theory (Actuarial Research Paper No. 105). London, UK: Faculty of Actuarial Science & Insurance, City University London. doi: Actuarial Research Paper No. 105

This list was generated on Sun Jan 23 04:40:57 2022 UTC.