Items where division is "Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Actuarial Science"

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Number of items at this level: 71.

A

Alai, Daniel H. and Arnold (-Gaille), Séverine and Sherris, Michael (2015) Modelling cause-of-death mortality and the impact of cause-elimination. Annals of Actuarial Science . pp. 1-20. ISSN 1748-4995. (In press) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Chen, Hua and Cho, Daniel and Hanewald, Katja and Sherris, Michael (2014) Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. North American Actuarial Journal, 18 (1). pp. 217-241. ISSN 1092-0277. (In press) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Landsman, Zinoviy and Sherris, Michael (2013) Lifetime Dependence Modelling using a Truncated Multivariate Gamma Distribution. Insurance: Mathematics and Economics, 52 (3). pp. 542-549. ISSN 0167-6687. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Landsman, Zinoviy and Sherris, Michael (2015) Multivariate Tweedie lifetimes: the impact of dependence. Scandinavian Actuarial Journal . pp. 1-21. ISSN 0346-1238. (In press) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Merz, Michael and Wüthrich, Mario V. (2009) Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. Annals of Actuarial Science, 4 (01). pp. 7-31. ISSN 1748-4995. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Merz, Michael and Wüthrich, Mario V. (2011) Prediction Uncertainty in the Bornhuetter-Ferguson Claims Reserving Method: Revisited. Annals of Actuarial Science, 5 (01). pp. 7-17. ISSN 1748-4995. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Sherris, Michael (2014) Rethinking Age-Period-Cohort Mortality Trend Models. Scandinavian Actuarial Journal, 2014 (3). pp. 208-227. ISSN 0346-1238. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alai, Daniel H. and Wüthrich, Mario V. (2009) Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family. ASTIN Bulletin, 39 (2). pp. 453-477. ISSN 0515-0361. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alexandridis, Antonis and Kampouridis, Michael (2013) Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing. In: 13th Engineering Applications of Neural Networks, 13-16 September, 2013, Halkidiki, Greece. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alexandridis, Antonis and Livanis, E. and Zapranis, Achilleas and Tsinaslanidis, Prodromos (2013) Business Failure Prediction using Neural Networks and Wavelet Neural Networks. In: 12th Hellenic Finance and Accounting Association, 13-14 December, 2013, Thessaloniki, Greece. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alexandridis, Antonis and Zapranis, Achilleas (2012) Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. In: 4th International Conference on Accounting and Finance, 30-31 August, 2012, Corfu Island, Greece. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alexandridis, Antonis and Zapranis, Achilleas (2013) Wavelet Neural Networks: A Practical Guide. Neural Networks, 42 . pp. 1-27. ISSN 0893-6080. (Full text available)
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Alexandridis, Antonis and Zapranis, Achilleas (2013) Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer, 300 pp. ISBN 9781461460701. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Alexandridis, Antonis and Zapranis, Achilleas (2013) Wind Derivatives: Modeling and Pricing. Computational Economics, 41 (3). pp. 299-326. ISSN 0927-7099. (Full text available)
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Androvitsaneas, V. P. and Gonos, I. F. and Alexandridis, Antonis and Dounias, G (2014) Wavelet neural networks for ground resistance estimation. In: International Conference on High Voltage Engineering and Application, 8-11 September, 2014, Poznan, Poland. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Davies, John K. and Green, Simon F. and McBride, Neil and Muzzerall, Erica and Tholen, David J. and Whiteley, Robert J. and Foster, Michael J. and Hillier, Jon K. (2000) Visible and infrared photometry of fourteen Kuiper Belt objects. Icarus, 146 (1). pp. 253-262. ISSN 0019-1035. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Macdonald, Angus S. and Pritchard, Delme J. and Tapadar, Pradip (2006) The Impact of Multifactorial Genetic Disorders on Critical Illness Insurance: A Simulation Study Based on UK Biobank. ASTIN Bulletin, 36 (2). pp. 311-346. ISSN 0515-0361 . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Moultrie, Thomas A. and Thomas, R. Guy (1997) The right to underwrite? An actuarial perspective with a difference. Journal of Actuarial Practice, 5 (1). pp. 125-146. ISSN 1064-6647. (Full text available)
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Porteous, Bruce and Tapadar, Pradip (2008) Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance. Annals of Actuarial Science, 3 (1/2). pp. 187-214. ISSN 1748-4995. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Porteous, Bruce and Tapadar, Pradip (2005) Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates. Palgrave Macmillan, 300 pp. ISBN 978-1403936080 . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Porteous, Bruce and Tapadar, Pradip (2008) The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance. ASTIN Bulletin, 38 (1). pp. 341-380. ISSN 0515-0361 . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Porteous, Bruce and McCulloch, L. and Tapadar, Pradip (2003) An Approach to Economic Capital for Financial Services Firms. Risk, 16 (4). pp. 28-31. ISSN 0952-8776. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Porteous, Bruce and Tapadar, Pradip and Yang, Wei (2012) Economic capital for defined benefit pension schemes: An application to the UK Universities Superannuation Scheme. Journal of Pension Economics and Finance, 11 (4). pp. 471-499. ISSN 1474-7472. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Srinivasan, Vaishnavi and Tapadar, Pradip (2008) Economic Capital - A Unifying Approach. Risk Magazine, 21 (1). pp. 96-99. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Sweeting, Paul (2011) Financial Enterprise Risk Management. International Series on Actuarial Science . Cambridge University Press, Cambridge, 562 pp. ISBN 9780521111645. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Sweeting, Paul (2011) Longevity Indices. In: McWilliam, Emma, ed. Longevity Risk. Risk Books. ISBN 9781906348533. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Sweeting, Paul (2010) Longevity Indices and Pension Fund Risk. In: International Congress of Actuaries, 7-12 March 2010, Cape Town, South Africa. (Full text available)
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Sweeting, Paul (2010) Longevity Indices and Pension Fund Risk. Discussion paper. Pensions Institute, Pensions Institute - Cass Business School (Full text available)
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Sweeting, Paul (2010) Making the Most of Experience Data - an Augmented Beta-Binomial Approach. Discussion paper. Pensions Institute, Pensions Institute - Cass Business School (Full text available)
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Sweeting, Paul (2011) Making the Most of Experience Data: An Augmented Beta-Binomial Approach. In: Society of Actuaries 2011 Living to 100 Symposium, 5-7 January 2011, Orlando, Florida. (Full text available)
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Sweeting, Paul (2009) Tax-Efficient Pension Choices in the UK. Annals of Actuarial Science, 4 (II). pp. 177-197. ISSN 1748-4995. (Full text available)
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Sweeting, Paul (2010) A Trend-Change Extension of the Cairns-Blake-Dowd Model. In: International Congress of Actuaries, 7-12 March 2010, Cape Town, South Africa. (Full text available)
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Sweeting, Paul (2011) A Trend-Change Extension of the Cairns-Blake-Dowd Model. Annals of Actuarial Science, 5 (2). pp. 143-162. ISSN 1748-4995. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Sweeting, Paul (2011) The Usefulness of Stochastic Mortality Modelling. Annals of Actuarial Science, 5 (2). pp. 139-141. ISSN 1748-4995. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Sweeting, Paul (2011) What SSAP24 can tell us about accounting quality. British Actuarial Journal, 16 (3). pp. 723-775. ISSN 1357-3217. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Sweeting, Paul and Christie, Alexandre and Gladwyn, Edward (2015) The Missing Link - Economic Exposure and Pension Plan Risk. Annals of Actuarial Science . ISSN 1748-4995. (Submitted) (Full text available)
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Sweeting, Paul and Fotiou, Fotis (2013) Calculating and communicating tail association and the risk of extreme loss. British Actuarial Journal, 18 (1). pp. 13-72. ISSN 1357-3217. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Sweeting, Paul and Zhao, Yiwei (2012) Modelling the cohort effect in CBD models using a piecewise linear approach. Discussion paper. Pensions Institute (Full text available)
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Tapadar, Pradip and Ghosh, Saurabh and Majumder, Partha P. (2000) Haplotyping in Pedigrees via a Genetic Algorithm. Human Heredity, 50 (1). pp. 43-56. ISSN 0001-5652 . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2012) Actuarial Education and Examinations. In: 14th Global Conference of Actuaries, 19-21 February, 2012, Mumbai, India. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2007) An Introduction to Economic Capital for Financial Services Firms. In: Risk Management & Solvency 2 Conference, 5-6 September 2007, University of Kent, Canterbury, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2009) Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance. In: Royal Statistical Society Conference, 7-11 September 2009, Edinburgh, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2010) Economic Capital - A Unifying Approach. In: International Congress of Actuaries, 7-12 March 2010, Cape Town, South Africa. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2011) Economic Capital and Financial Risk Management. In: 13th Global Conference of Actuaries, 20-22 February 2011, Mumbai, India. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2014) An Economic Capital study of the Pension Protection Fund and UK’s Defined Benefit Pension Sector. In: Actuarial Teachers and Researchers Conference, 1 Dec - 2 Dec 2014, University of Edinburgh. (Unpublished) (Full text available)
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Tapadar, Pradip (2011) Financial Risk Management of Pension Schemes - An Economic Capital Approach. In: Queen's University Management School Seminar Series, 9 December, 2011, Belfast, UK. (Unpublished) (Full text available)
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Tapadar, Pradip (2012) Genetic Testing, Insurance Underwriting and Adverse Selection. In: 14th Global Conference of Actuaries, 19-21 February, 2012, Mumbai, India. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2003) Life Insurance Market in India. In: Continuous Professional Development session, 23 May 2003, Standard Life Assurance Company, Edinburgh, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2010) Multifactoral Genetic Disorders and Adverse Selection: Epidemiology Meets Economics. In: Royal Statistical Society Conference, 13-17 September 2010, Brighton, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2008) The Impact of Asset Allocation on Financial Services Firm Economic Capital and Risk Adjusted Performance. In: Actuarial Teachers and Researchers Conference, 3-4 July 2008, University of Kent, Canterbury, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2009) The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance. In: Actuarial Teachers and Researchers Conference, 13-14 August 2009, Queen's University Belfast, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip (2006) The Impact of Multifactorial Genetic Disorders on Critical Illness Insurance: A Simulation Study Based on UK Biobank. In: Young statisticians meeting, 19-20 April 2006, University of Edinburgh, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Macdonald, Angus S. (2010) Multifactorial Genetic Disorders and Adverse Selection: Epidemiology Meets Economics. Journal of Risk and Insurance, 77 (1). pp. 155-182. ISSN 0022-4367. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce (2006) Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates. Actuary India, XVII (4). pp. 6-7. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce (2006) Economic Capital for Financial Services Conglomerates. In: Capital and Liability Solutions for Life Insurers, 20-21 February 2006, ABN Amro, London, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce (2006) Economic Capital for Financial Services Conglomerates. In: Oxford Workshop on Financial Risk, 11 May 2006, Oxford, UK. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce (2000) Financing New Long Term Business Funds. Actuary India, IV (4). pp. 3-5. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce (2007) Identify, Measure and Manage Multiple, Dependent Risks and Diversification Benefits. In: Risk Management Techniques and Capital Allocation Processes for Insurers, 5-6 February 2007, Incisive media, London, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce (2000) New Non-Participating Long Term Business Funds. Actuary India, V (1). pp. 8-9. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Porteous, Bruce and Padmaja, R (2000) How to Price an Annuity? Actuary India, V (2). pp. 17-18. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Srinivasan, Vaishnavi (2007) Economic Capital - A Unifying Approach. In: Action Group for Banking Networking Evening, 24 October 2007, Staple Inn, London, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tapadar, Pradip and Srinivasan, Vaishnavi (2003) The 90:10 Conundrum. Actuary India, X (3). pp. 6-7. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Thomas, R. Guy (2009) Demand elasticity, risk classification and loss coverage: when can community rating work? ASTIN Bulletin, 39 (2). pp. 403-428. ISSN 0515-0361 . (Full text available)
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Thomas, R. Guy (2011) Free Capital: How 12 private investors made millions in the stock market. Harriman House , 279 pp. ISBN 9781906659745. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Thomas, R. Guy (2012) Genetics and insurance in the United Kingdom 1995-2010: the rise and fall of scientific discrimination. New Genetics and Society, 31 (2). pp. 203-222. ISSN 1463-6778. (Full text available)
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Thomas, R. Guy (2012) Hur tolv privata investerare blivit rika på aktier. Lind & Co, Stockholm, 302 pp. ISBN 9789174611090. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Thomas, R. Guy (1996) Indemnities for long-term price risk in the UK housing market. Journal of Property Finance, 7 (3). pp. 38-52. ISSN 0958-868X. (Full text available)
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Thomas, R. Guy (2012) Non-risk price discrimination in insurance: market outcomes and public policy. Geneva Papers on Risk and Insurance - Issues and Practice, 37 (1). pp. 27-46. ISSN 1018-5895. (Full text available)
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Thomas, R. Guy (2008) Taxable and tax-advantaged portfolio management for UK personal investors. British Tax Review, 2008 (1). pp. 34-55. ISSN 0007-1870. (Full text available)
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Whitten, S.P. and Thomas, R. Guy (1999) A non-linear stochastic asset model for actuarial use. British Actuarial Journal, 5 (5). pp. 919-953. ISSN 1357-3217. (Full text available)
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Yang, Wei and Tapadar, Pradip (2015) Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study. Annals of Actuarial Science, 9 (1). pp. 134-166. ISSN 1748-4995. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

This list was generated on Mon Apr 20 21:47:54 2015 BST.