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Alexeev, V., Urga, G. & Yao, W. (2019). Asymmetric jump beta estimation with implications for portfolio risk management. International Review of Economics and Finance, 62, pp. 20-40. doi: 10.1016/j.iref.2019.02.014

Apostolopoulos, C., Halikias, G., Maroukian, K. & Tsaramirsis, G.view all authors (2016). Facilitating organisational decision making: a change risk assessment model case study. Journal of Modelling in Management, 11(2), pp. 694-721. doi: 10.1108/jm2-05-2014-0035

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

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

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

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

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

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

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

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

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

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

Ayton, P. ORCID: 0000-0003-2285-4608, Bernile, G., Bucciol, A. & Zarri, L.view all authors (2020). The impact of life experiences on risk taking. Journal of Economic Psychology, 79, article number 102274. doi: 10.1016/j.joep.2020.102274

Bacinello, A. R., Chen, A. & Millossovich, P. ORCID: 0000-0001-8269-7507 (2018). The impact of longevity and investment risk on a portfolio of life insurance liabilities. European Actuarial Journal, 8(2), pp. 257-290. doi: 10.1007/s13385-018-0175-5

Baillon, A., Cabantous, L. & Wakker, P. P. (2012). Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories. Journal of Risk and Uncertainty, 44(2), pp. 115-147. doi: 10.1007/s11166-012-9140-x

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

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Loregian, A. & Perez, M. F.view all authors (2019). Estimation of Multivariate Asset Models with Jumps. Journal of Financial and Quantitative Analysis, 54(5), pp. 2053-2083. doi: 10.1017/s0022109018001321

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

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

Barnicot, K. ORCID: 0000-0001-5083-5135, Insua-Summerhayes, B., Plummer, E. , Hart, A., Barker, C. & Priebe, S.view all authors (2017). Staff and patient experiences of decision-making about continuous observation in psychiatric hospitals. Social Psychiatry and Psychiatric Epidemiology, 52(4), pp. 473-483. doi: 10.1007/s00127-017-1338-4

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

Baudot, L., Huang, Z. ORCID: 0000-0003-2280-3149 & Wallace, D. (2021). Stakeholder Perceptions of Risk in Mandatory Corporate Responsibility Disclosure. Journal of Business Ethics, 172(1), pp. 151-174. doi: 10.1007/s10551-020-04476-7

Bednarek, R., Chalkias, K. & Jarzabkowski, P. ORCID: 0000-0001-8674-6628 (2021). Managing risk as a duality of harm and benefit: A study of organizational risk objects in the global insurance industry. British Journal of Management, 32(1), pp. 235-254. doi: 10.1111/1467-8551.12389

Bellavitis, C., Kamuriwo, D. S. & Hommel, U. (2017). Mitigating agency risk between investors and ventures’ managers. Journal of General Management, 43(1), pp. 33-43. doi: 10.1177/0306307017722937

Biais, B., Mariotti, T., Rochet, J.C. & Villeneuve, S.view all authors (2010). Large risks, limited liability, and dynamic moral hazard. Econometrica, 78(1), pp. 73-118. doi: 10.3982/ecta7261

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

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

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

Blake, D. & Boardman, T. (2013). Spend more today safely: Using behavioral economics to improve retirement expenditure decisions with SPEEDOMETER plans. Risk Management and Insurance Review, 17(1), pp. 83-112. doi: 10.1111/rmir.12007

Blake, D., Cairns, A.J.G., Coughlan, G. D. , Dowd, K. & MacMinn, R.view all authors (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x

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

Blake, D., Courbage, C., MacMinn, R. & Sherris, M.view all authors (2011). Longevity Risk and Capital Markets: The 2010-2011 Update. The Geneva Papers On Risk And Insurance: Issues And Practice, 36(4), pp. 489-500. doi: 10.1057/gpp.2011.27

Bouchaud, J-P., Iori, G. & Sornette, D. (1995). Real-world options: smile and residual risk. Risk, 9(3), pp. 61-63.

Bruyland, E., Lasfer, M. ORCID: 0000-0003-2338-672X, De Maeseneire, W. & Song, W.view all authors (2019). The Performance of Acquisitions by High Default Risk Bidders. Journal of Banking and Finance, 101, pp. 37-58. doi: 10.1016/j.jbankfin.2019.01.019

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

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

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

Cabantous, L. ORCID: 0000-0003-3533-1208 & Gond, J-P. ORCID: 0000-0002-9331-6957 (2019). A Performative Reading of The Work of Communication. Management Communication Quarterly, 33(1), pp. 117-123. doi: 10.1177/0893318918809422

Cabantous, L., Hilton, D., Kunreuther, H. & Michel-Kerjan, E.view all authors (2011). Is imprecise knowledge better than conflicting expertise? Evidence from insurers' decisions in the United States. Journal of Risk and Uncertainty, 42(3), pp. 211-232. doi: 10.1007/s11166-011-9117-1

Cao, J. J., Vasquez, A. A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. E.view all authors (2023). Why Does Volatility Uncertainty Predict Equity Option Returns?. The Quarterly Journal of Finance, 13(1), article number 2350005. doi: 10.1142/s2010139223500052

Chalaby, J. ORCID: 0000-0002-8250-0361 (2018). Hedging against disaster: Risk and mitigation in the media and entertainment industries. International Journal of Digital Television, 9(2), pp. 167-184. doi: 10.1386/jdtv.9.2.167_1

Chen, C. & Handley-Schachler, M. (2016). Investigation of variation between risk attitude and investment biases. The International review of financial consumers, 1(1), pp. 57-81.

Chronopoulos, M., Panaousis, E. & Grossklags, J. (2018). An Options Approach to Cybersecurity Investment. IEEE Access, 6, pp. 12175-12186. doi: 10.1109/access.2017.2773366

Cincinelli, P., Pellini, E. & Urga, G. (2021). Leverage and Systemic Risk Pro-Cyclicality in the Chinese Financial System. International Review of Financial Analysis, 78(101895), article number 101895. doi: 10.1016/j.irfa.2021.101895

Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J. , Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (2020). Measuring sequence of returns risk. Journal of Retirement, 8(1), pp. 65-79. doi: 10.3905/jor.2020.1.066

Clare, A., Seaton, J., Smith, P. N. & Thomas, S.view all authors (2017). Reducing sequence risk using trend following and the CAPE ratio. Financial Analysts Journal, 73(4), pp. 91-103. doi: 10.2469/faj.v73.n4.5

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. H.view all authors (2019). Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?. International Journal of Finance and Economics, 26(1), pp. 27-41. doi: 10.1002/ijfe.1774

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

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

Delaney, L. ORCID: 0000-0003-0944-9894 (2021). A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion. European Journal of Operational Research, 293(3), pp. 1155-1167. doi: 10.1016/j.ejor.2020.12.052

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

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

Dowd, K., Blake, D. & Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), article number 21. doi: 10.3390/risks4030021

Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Robles, M-D. (2021). Bank credit risk events and peers' equity value. International Review of Financial Analysis, 75, article number 101668. doi: 10.1016/j.irfa.2021.101668

Galizzi, M. M., Miraldo, M. & Stavropoulou, C. (2016). In Sickness but Not in Wealth: Field Evidence on Patients' Risk Preferences in Financial and Health Domains. Medical Decision Making, 36(4), pp. 503-517. doi: 10.1177/0272989x15626406

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

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

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

Haberman, S. & 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

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

Henriquez, J., Iommi, M., McGuire, T. , Mentzakis, E. ORCID: 0000-0003-1761-209X & Paolucci, F.view all authors (2023). Designing feasible and effective health plan payments in countries with data availability constraints. Journal of Risk and Insurance, 90(1), pp. 33-57. doi: 10.1111/jori.12372

Kroencke, T. A., Schmeling, M. ORCID: 0000-0002-4488-6750 & Schrimpf, A. (2021). The FOMC Risk Shift. Journal of Monetary Economics, 120, pp. 21-39. doi: 10.1016/j.jmoneco.2021.02.003

Lando, D., Medhat, M., Nielsen, M. S. & Nielsen, S. F.view all authors (2013). Additive Intensity Regression Models in Corporate Default Analysis. Journal of Financial Econometrics, 11(3), pp. 443-485. doi: 10.1093/jjfinec/nbs018

Lausberg, C., Lee, S. ORCID: 0000-0003-1606-0625, Müller, M. , Oertel, C. & Schultheiß, T.view all authors (2019). Risk measures for direct real estate investments with non-normal or unknown return distributions. Zeitschrift für Immobilienökonomie, 6(1), pp. 3-27. doi: 10.1365/s41056-019-00028-x

Lavelle, M. ORCID: 0000-0002-3951-0011, Attoe, C., Tritschler, C. & Cross, S.view all authors (2017). Managing medical emergencies in mental health settings using an interprofessional in-situ simulation training programme: A mixed methods evaluation study. Nurse Education Today, 59, pp. 103-109. doi: 10.1016/j.nedt.2017.09.009

Leong, S. H. & Urga, G. ORCID: 0000-0002-6742-7370 (2023). A practical multivariate approach to testing volatility spillover. Journal of Economic Dynamics and Control, 153, article number 104694. doi: 10.1016/j.jedc.2023.104694

Leong, S. H., Bellavite Pellegrini, C. & Urga, G. ORCID: 0000-0002-6742-7370 (2020). The Contribution of Shadow Insurance to Systemic Risk. Journal of Financial Stability, 51, article number 100778. doi: 10.1016/j.jfs.2020.100778

Li, J., Li, J., Zhu, X. , Yao, Y. & Casu, B. ORCID: 0000-0003-3586-328Xview all authors (2020). Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. International Review of Financial Analysis, 71, article number 101544. doi: 10.1016/j.irfa.2020.101544

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

Lucker, F. ORCID: 0000-0003-4930-9773 (2019). Using inventory to mitigate the Ripple effect. IFAC PAPERSONLINE, 52(13), pp. 1272-1276. doi: 10.1016/j.ifacol.2019.11.373

Lucker, F. ORCID: 0000-0003-4930-9773, Seifert, R. W. & Bicer, I. (2018). Roles of inventory and reserve capacity in mitigating supply chain disruption risk. International Journal of Production Research, 57(4), pp. 1238-1249. doi: 10.1080/00207543.2018.1504173

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

Mentzakis, E. ORCID: 0000-0003-1761-209X & Sadeh, J. (2021). Experimental evidence on the effect of incentives and domain in risk aversion and discounting tasks. Journal of Risk and Uncertainty, 62(3), pp. 203-224. doi: 10.1007/s11166-021-09354-9

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

Nomikos, N. ORCID: 0000-0003-1621-2991 & Soldatos, O. A. (2010). Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market. Energy Economics, 32(2), pp. 302-312. doi: 10.1016/j.eneco.2009.10.011

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

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

Pellegrini, C. B., Meoli, M., Pellegrini, L. & Urga, G.view all authors (2018). Systemic risk determinants in the European banking industry during financial crises, 2006-2012. Rivista Internazionale di Scienze Sociali, 2018(2), pp. 109-122. doi: 10.26350/000518-000009

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

Pesenti, S. M., Millossovich, P. ORCID: 0000-0001-8269-7507 & Tsanakas, A. ORCID: 0000-0003-4552-5532 (2018). Euler allocations in the presence of non-linear reinsurance: comment on Major (2018). Insurance: Mathematics and Economics, 83, pp. 29-31. doi: 10.1016/j.insmatheco.2018.09.001

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

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

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

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

Ruiz, R., Taflanidis, A. A., Giaralis, A. ORCID: 0000-0002-2952-1171 & Lopez-Garcia, D.view all authors (2018). Risk-informed optimization of the tuned mass-damper-inerter (TMDI) for the seismic protection of multi-storey building structures. Engineering Structures, 177, pp. 836-850. doi: 10.1016/j.engstruct.2018.08.074

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

Spurgin, A. J. & Stupples, D. (2012). Impact of accidents on organizational aspects of nuclear utilities. International Journal of Economics and Management Engineering, 2(4), pp. 132-144.

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

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

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

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

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

Book

Jarzabkowski, P. ORCID: 0000-0001-8674-6628, Chalkias, K., Cacciatori, E. ORCID: 0000-0001-6229-7266 & Bednarek, R.view all authors (2023). Disaster Insurance Reimagined Protection in a Time of Increasing Risk. Oxford, UK: Oxford University Press.

Book Section

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

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

Conference or Workshop Item

Hatzivasilis, G., Chatziadam, P., Petroulakis, N. , Ioannidis, S., Mangini, M., Kloukinas, C. ORCID: 0000-0003-0424-7425, Yautsiukhin, A., Antoniou, M., Katehakis, D. G. & Panayiotou, M.view all authors (2019). Cyber insurance of information systems: Security and privacy cyber insurance contracts for ICT and helathcare organizations. In: 2019 IEEE 24th International Workshop on Computer Aided Modeling and Design of Communication Links and Networks (CAMAD). doi: 10.1109/CAMAD.2019.8858165

Monograph

Blake, D. (2014). The consequences of not having to buy an annuity (PI-1409). London, UK: Pensions Institute.

Blake, D. & Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (PI-1601). London, UK: Pensions Institute.

Delaney, L. ORCID: 0000-0003-0944-9894 (2020). A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion (20/13). London, UK: Department of Economics, City, University of London.

Iori, G. ORCID: 0000-0001-9443-9353 & Gurgone, A. (2019). A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements (19/05). London, UK: Department of Economics, City, University of London.

Seng Tang, K., Blake, D. & MacMinn, R. (2015). Longevity Risk and Capital Markets: The 2013-14 Update (PI-1502). London, UK: Pensions Institute.

Other

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

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

Report

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

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

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

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

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

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

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

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

Thesis

Apostolopoulos, C. (2015). Risk assessment for change management within project management: a hierarchical model process approach. (Unpublished Doctoral thesis, City University London)

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

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

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

Finney, Angus (2014). Project management and the film industry value chain: the impact of cognitive biases on value creation and learning. (Unpublished Doctoral thesis, City University London)

Laville, M.K. (2007). Cyber security information sharing in the United States : an empirical study including risk management and control implications, 2000-2003. (Unpublished Doctoral thesis, City University London)

Mutenga, S. (2001). Risk management for property casualty insurance companies. (Unpublished Doctoral thesis, City University London)

Ngwira, B.C. (2004). Risk management and decision making in defined benefit pension schemes. (Unpublished Doctoral thesis, City University London)

Nunes, Paulo (2014). Holistic risk management in commercial air transport. A methodology to apply ISO 31000 to the airline industry. (Unpublished Doctoral thesis, City University London)

Quinn, Charles Andrew (2012). Examining the Influence of Safety Management in the Personal Spaceflight Industry. (Unpublished Doctoral thesis, City University London)

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

Working Paper

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

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

Della Corte, P., Sarno, L., Schmeling, M. & Wagner, C.view all authors (2013). Exchange Rates and Sovereign Risk. SSRN.

Germain, S. ORCID: 0000-0003-2697-6039 (2020). Will COVID-19 Mark the End of an Egalitarian National Health Service? (City Law School Research Paper 2020/05). London, UK: City Law School, City, University of London.

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

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

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.