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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

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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

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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

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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

Tseng, H-T. ORCID: 0000-0002-8289-5236, Jia, S. J. ORCID: 0000-0002-4631-2881, Nisar, T. M. ORCID: 0000-0003-2240-5327 , Hajli, N. ORCID: 0000-0002-9818-181X & Shabbir, H. ORCID: 0000-0001-7423-174Xview all authors (2024). The study of social commerce in Generation Z context: the role of social support and privacy risk. Information Technology & People, doi: 10.1108/itp-01-2022-0042

Urwin, S., Anselmi, L., Mentzakis, E. ORCID: 0000-0003-1761-209X , Lau, Y-S. & Sutton, M.view all authors (2024). Adjusting the risk-adjustment: accounting for variation between organisations in the responsiveness of their expenditure to need. Social Science & Medicine, 361, article number 117346. doi: 10.1016/j.socscimed.2024.117346

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, 46(3), pp. 709-736. 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.

Rebelo, P. ORCID: 0000-0002-7465-7529 (2023). Legal Tools for Overcoming Perceived Risks in Green Shipping. In: Basu Bal, A., Rajput, T., Argüello, G. & Langlet, D.view all authors (Eds.), Regulation of Risk Transport, Trade and Environment in Perspective. (pp. 646-684). Leiden, Netherlands: Brill | Nijhoff. doi: 10.1163/9789004518681

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

Bishop, P. G. ORCID: 0000-0003-3307-5159, Povyakalo, A. A. ORCID: 0000-0002-4068-422X & Strigini, L. ORCID: 0000-0002-4246-2866 (2024). How to reason about Risk, given Inevitable Doubt on Arguments for High Dependability. Paper presented at the SAFECOMP 2024, 17-20 Sep 2024, Florence, Italy.

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

Asimit, V. ORCID: 0000-0002-7706-0066, 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.