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Number of items: 14.
Article
| Alai, Daniel H. (2018) Multivariate lifetime distributions for the exponential dispersion family. Scandinavian Actuarial Journal, . ISSN 0346-1238. (doi:https://doi.org/10.1080/03461238.2018.1556727) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
![[img]](https://kar.kent.ac.uk/style/images/fileicons/application_pdf.png)
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| Alai, Daniel H. and Arnold (-Gaille), Séverine and Bajekal, Madhavi and Villegas, Andrés M. (2018) Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances. North American Actuarial Journal, . pp. 1-21. ISSN 1092-0277. (doi:https://doi.org/10.1080/10920277.2017.1377621) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
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| Alai, Daniel H. and Landsman, Zinoviy and Sherris, Michael (2016) Modelling lifetime dependence for older ages using a multivariate Pareto distribution. Insurance: Mathematics and Economics, 70 . pp. 272-285. ISSN 0167-6687. (doi:https://doi.org/10.1016/j.insmatheco.2016.06.016) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
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| Alai, Daniel H. and Landsman, Zinoviy and Sherris, Michael (2016) Multivariate Tweedie lifetimes: the impact of dependence. Scandinavian Actuarial Journal, 2016 (8). pp. 692-712. ISSN 0346-1238. E-ISSN 1651-2030. (doi:https://doi.org/10.1080/03461238.2015.1007891) (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) A multivariate Tweedie lifetime model: Censoring and truncation. Insurance: Mathematics and Economics, 64 . pp. 203-213. ISSN 0167-6687. (doi:https://doi.org/10.1016/j.insmatheco.2015.05.011) (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 Arnold (-Gaille), Séverine and Sherris, Michael (2015) Modelling cause-of-death mortality and the impact of cause-elimination. Annals of Actuarial Science, 9 (1). pp. 167-186. ISSN 1748-4995. (doi:https://doi.org/10.1017/S174849951400027X) (Full text available) |
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| 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. (doi:https://doi.org/10.1080/10920277.2014.882252) (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. (doi:https://doi.org/10.1080/03461238.2012.676563) (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. (doi:https://doi.org/10.1016/j.insmatheco.2013.03.011) (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. (doi:https://doi.org/10.1017/S1748499510000023) (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. (doi:https://doi.org/10.1017/S1748499500000580) (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. (doi:https://doi.org/10.2143/AST.39.2.2044643) (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) |
Other
| Tapadar, Pradip and Alai, Daniel H. and Sweeting, Paul and Oberoi, Jaideep S and Wood, Nick (2017) Actuarial Teachers and Researchers Conference 2017. N/A. (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) |
Research report (external and confidential)
| Alai, Daniel H. and Oberoi, Jaideep S and Tapadar, Pradip (2016) Review of a Mortality Projection Model. Not for publication (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) |
