2014

Authors	Publications
Beveridge, C.J., Joshi, M.S.	The efficient computation of prices and Greeks for callable range accruals using the displaced diffusion LMM. International Journal of Theoretical and Applied Finance 17, 1.
Chen, M., Guo, J., Wu, X.	Expected discounted dividends in a discrete semi-Markov risk model. Journal of Computational and Applied Mathematics 266, 1-17.
Gómez-Déniz, E., Sordo, M.A., Calderín, E.	The Log– Lindley distribution as an alternative to the beta regression model with applications in insurance. Insurance: Mathematics and Economics 54, 49–57.
Gómez-Déniz, E., Calderín, E.	A suitable alternative to the Pareto distribution. Hacettepe Journal of Mathematics and Statistics 43, 843–860.
Gómez-Déniz, E., Calderín, E.	Unconditional distributions obtained from conditional specifications models with applications in risk theory. Scandinavian Actuarial Journal 7, 602–619.
Hariyanto, E.A., Dickson, D.C.M., Pitt, D.G.W.	Estimation of disability transition probabilities in Australia I: Preliminary. Annals of Actuarial Science 8, 131-155.
Hariyanto, E.A., Dickson, D.C.M., Pitt, D.G.W.	Estimation of disability transition probabilities in Australia II: Implementation. Annals of Actuarial Science 8, 156-175.
Jin, Z., Yin, G.	Capital injections with negative surplus and delays: models and analysis. Control Theory and Technology 12, 163-172.
Joshi, M.S., Tang, R.	Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies. Journal of Economic Dynamics and Control 40, 25-45.
Li, S, Lu, Y.	Some finite-time ruin probabilities in the classical risk model with barriers. Annals of Actuarial Science 8, 63-78.
Liu, Q., Pitt, D.G.W, Wu, X.	On the prediction of claim duration for income protection insurance policyholders. Annals of Actuarial Science 8, 42-62.
Zong, X., Wu, F., Yin, G., Jin, Z.	Stochastic stabilization of regime-switching jump diffusion systems. SIAM Journal on Control and Optimization 52, 2595-2622.