Browse by Person (creator, editor, contributor, etc.)
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Number of items: 41.
Article
| Oberoi, Jaideep S and Pittea, Aniketh and Tapadar, Pradip (2019) A graphical model approach to simulating economic variables over long horizons. Annals of Actuarial Science, . (In press) (Full text available) |
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| Andrews, Doug and Oberoi, Jaideep S and Wirjanto, Tony and Zhou, Chenggang (2018) Demography and Inflation: An International Study. North American Actuarial Journal, 22 (2). pp. 210-222. ISSN 1092-0277. (doi:https://doi.org/10.1080/10920277.2017.1387572) (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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| Oberoi, Jaideep S (2017) Interest rate risk management and the mix of fixed and floating rate debt. Journal of Banking and Finance, 86 . pp. 70-86. ISSN 0378-4266. E-ISSN 1872-6372. (doi:https://doi.org/10.1016/j.jbankfin.2017.09.001) (Full text available) |
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| Andrews, Doug W. and Oberoi, Jaideep S (2015) Home equity release for long term care financing: an improved market structure and pricing approach. Annals of Actuarial Science, 9 (1). pp. 85-107. ISSN 1748-4995. (doi:https://doi.org/10.1017/S1748499514000268) (Full text available) |
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Monograph
| Griffin, Jim E. and Oberoi, Jaideep S and Oduro, Samuel Dua (2018) Estimating The Probability Of Informed Trading: A Bayesian Approach. Working paper. tbc (Unpublished) (The full text of this publication is not currently available from this repository.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) |
| Nica, Melania and Oberoi, Jaideep S (2018) Stakeholder Incentives, Self Dealing and Optimal Compensation. Working paper. tbc (Submitted) (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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2018) Structuring and Pricing Home Equity Release with Better Sharing of House Price Risks. Working paper. tbc (Submitted) (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) |
| Griffin, Jim E. and Mitrodima, Evangelia and Oberoi, Jaideep S (2018) Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions. Working paper. tbc https://doi.org/10.2139/ssrn.2777214. (Unpublished) (doi:https://doi.org/10.2139/ssrn.2777214) (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) |
| Oberoi, Jaideep S and Mitrodima, Evangelia (2015) Value at Risk models with long memory features and their economic performance. Working paper. Social Science Research Network https://doi.org/10.2139/ssrn.2649348. (doi:https://doi.org/10.2139/ssrn.2649348) (Full text available) |
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| Ahsan, Syed and Oberoi, Jaideep S (2003) Institutions, inequality and well-being in Latin America and Caribbean Countries. Working paper. CESifo, Munich, Germany Working Paper No. 846. (doi:Working Paper No. 846) (Full text available) |
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Conference or workshop item
| Oberoi, Jaideep S (2018) Consumption based asset pricing. In: Financial Management Association 2018 Annual Conference, 10 - 13 Oct 2018, San Diego, USA. (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) |
| Oberoi, Jaideep S (2018) Discussion of: Institutional Investors and Home-Biased REITs by Gianluca Mattarocci and Lucia Gibilaro. In: European Financial Management Association Annual Conference, 27 - 30 June 2018, Milan, Italy. (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) |
| Griffin, Jim E. and Mitrodima, Gelly and Oberoi, Jaideep S (2018) Robustly modelling the scale and shape dynamics of stock return distributions. In: 2018 IAAE International Association for Applied Econometrics Conference, 26 - 29 June 2018, Montreal, Canada. (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) |
| Nica, Melania and Oberoi, Jaideep S (2018) Self Dealing and Optimal Compensation. In: Financial Management Association 2018 Annual Conference, 10 - 13 Oct 2018, San Diego, USA. (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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2018) From traditional reverse mortgages to broader home equity participation. In: European Financial Management Association Annual Conference, 27 - 30 June 2018, Milan, Italy. (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) |
| Nica, Melania and Oberoi, Jaideep S (2018) Self Dealing and Optimal Compensation. In: European Financial Management Association Annual Conference, 27 - 30 June 2018, Milan, Italy. (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) |
| Bonnar, Stephen and Curtis, Lori and Leon-Ledesma, Miguel A. and Oberoi, Jaideep S and Rybczynski, Kathleen and Zhou, Chenggang (2018) Population Structure and Asset Values. In: 4th International Conference on Applied Theory, Macro and Empirical Finance, 02 - 03 April, 2018, Thessaloniki, 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) |
| Nica, Melania and Oberoi, Jaideep S (2018) Self Dealing and Optimal Compensation. In: 4th International Conference on Applied Theory, Macro and Empirical Finance, 02 - 03 April, 2018, Thessaloniki, 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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2017) Home Equity Release for UK Seniors: A Twenty-First Century Product Design. In: 31st International Congress of Actuaries, 4 - 8 June 2018, Berlin, Germany. (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) |
| Bonnar, Stephen and Curtis, Lori and Leon-Ledesma, Miguel A. and Oberoi, Jaideep S and Rybczynski, Kathleen and Zhou, Chenggang (2017) Population Structure and Asset Values. In: 31st International Congress of Actuaries, 4 - 8 June 2018, Berlin, Germany. (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) |
| Oberoi, Jaideep S and Bonnar, Stephen and Maynard, Alex (2017) Predicting Long-Term Asset Returns Using Demographic Data. In: 31st International Congress of Actuaries, 4 - 8 June 2018, Berlin, Germany. (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) |
| Oberoi, Jaideep S (2017) Discussion of: Firms' Capital Structure Choices and Endogenous Dividend Policies by Hursit Celil and Mengyang Chi. In: Financial Management Association Latin America Conference, 16 - 17 Feb 2017, Mexico City. (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) |
| Griffin, Jim E. and Mitrodima, Gelly and Oberoi, Jaideep S (2016) Robustly Modelling the Scale and Shape Dynamics of Stock return Distributions. In: Financial Management Association Latin America Conference, 16 - 17 Feb 2017, Mexico City. (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) |
| Doshi, Hitesh and Oberoi, Jaideep S (2016) The ETF-Index Volatility Spread. In: 10th International Conference on Computational and Financial Econometrics, 9 - 11 Dec 2016, Seville, Spain. (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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2015) Home equity release: An alternative product and its pricing. In: ASTIN, AFIR/ERM and IACA Colloquia, August 2015, Sydney. (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) |
| Griffin, Jim E. and Mitrodima, Gelly and Oberoi, Jaideep S (2015) Decomposing the scale and shape dynamics of stock return distributions: A joint quantile model. In: Quantitative Methods in Finance Conference, 15 - 18 Dec 2015, Sydney, Australia. (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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2015) Home Equity Release Loans for Long Term Care Needs. In: Hot Topics in Health and Care, June 2015, Staple Inn, London. (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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2015) Home Equity Release: An Improved Market Structure and Pricing Approach. In: Actuarial Teachers' and Researchers' Conference, 13-14 July 2015, Dublin. (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) |
| Oberoi, Jaideep S (2014) Discussion of: The effect of asymmetric volatility and jumps on the pricing of VIX derivatives by Yang-Ho Park. In: IFSID Third Conference on Derivatives, 25 - 26 Sep 2014, Montreal, Canada. (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) |
| Oberoi, Jaideep S (2014) Why do firms actively vary the interest rate mix of their debt? In: 39th Spanish Economic Association Conference, 11 -13 December 2014, Palma de Majorca, Spain. (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) |
| Mitrodima, Evangelia and Oberoi, Jaideep S (2013) Component value at risk models with countercyclical adjustments for improved economic performance. In: Computational and Financial Econometrics Conference, Dec 2013, London. (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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2013) Practical Considerations in Evaluating a Long-term Care Securitization. In: Colloquium of the International Actuarial Association, June 24-26, 2013, Lyon. (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) |
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) |
| Andrews, Doug W. and Oberoi, Jaideep S (2016) Waterloo International Workshop on the Implications of Aging on Asset Values. N/A. (Submitted) (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) |
| Andrews, Doug W. and Oberoi, Jaideep S and Rybczynski, Kathleen and Tapadar, Pradip and Wirijanto, Tony (2014) Does Population Age Structure Affect Asset Values? Can it be Deflationary? N/A, https://uwaterloo.ca/statistics-and-actuarial-science/events/university-waterloo-and-university-kent-invite-you-one-day. (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) |
| Oberoi, Jaideep S (2016) Illiquidity Premium: A Survey. 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) |
| Oberoi, Jaideep S and Tapadar, Pradip (2016) International Personal Wealth Flows: A Report on Selected Countries. 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) |
Research report (external)
| Diana, Alex and Griffin, Jim E. and Oberoi, Jaideep S and Yao, Ji (2019) Machine-Learning Methods for Insurance Applications - a survey. Society of Actuaries, 27 pp. (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) |
| Andrews, Doug W. and Oberoi, Jaideep S and Wirijanto, Tony and Zhou, Chenggang (2016) Investigating the Link between Population Aging and Deflation. Society of Actuaries, 49 pp. (Full text available) |
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| Andrews, Doug W. and Oberoi, Jaideep S and Rybczynski, Kathleen and Tapadar, Pradip (2015) Future Equity Patterns and Baby Boomer Retirements. Society of Actuaries, 38 pp. (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) |
