City Research Online

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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, doi: 10.1016/j.iref.2019.02.014

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 (Unpublished Doctoral thesis, City University London)

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

Asanga, S., Asimit, A.V., Badescu, A. & Haberman, S.view all authors (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 & Ring, P. (2018). Risk and the Strategic Role of Leadership. London, UK: ACCA.

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, 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), 266. doi: 10.3390/jrfm16050266

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

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

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, 102274. doi: 10.1016/j.joep.2020.102274

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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, doi: 10.1007/s13385-018-0175-5

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.

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, 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, 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: doi.org/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

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

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

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

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

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), doi: 10.1057/gpp.2011.27

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

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, 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, 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

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

Chen, C. & Handley-Schachler, M. (2016). Investigation of variation between risk attitude and investment biases. The International review of financial consumers, 1(1), pp. 57-80.

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. 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, 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, doi: 10.1002/ijfe.1738

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

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.

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

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

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), 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), 21. doi: 10.3390/risks4030021

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

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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)

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, 101668. doi: 10.1016/j.irfa.2021.101668

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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

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.

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), 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

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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

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. 2019 IEEE 24th International Workshop on Computer Aided Modeling and Design of Communication Links and Networks (CAMAD), ISSN 2378-4873 doi: 10.1109/CAMAD.2019.8858165

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

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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.

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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.

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

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

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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, 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, doi: 10.1016/j.nedt.2017.09.009

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)

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, 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, 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, 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), 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, doi: 10.1080/00207543.2018.1504173

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

Mayhew, L. & Smith, D. (2014). 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. & O’Leary, D. (2017). Paying for Care Costs in Later Life Using the Value in People’s Homes. The Geneva Papers on Risk and Insurance - Issues and Practice, 42(1), pp. 129-151. doi: 10.1057/gpp.2015.34

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

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

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

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

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

Nomikos, N. & 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

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)

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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

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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

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