2024
| Authors | Publication |
|---|---|
| Allard, A-F., Hanbali, H., Smedts, K. | COAALA: A Novel Approach to Understanding Extreme Stock-Bond Comovement Journal of Financial Econometrics, Vol. 22, Issue 5, pp. 1532-1557 https://dx.doi.org/10.1093/jjfinec/nbae006 |
| Avanzi, B., Lau, H., Steffensen, M. | Optimal reinsurance design under solvency constraints Scandinavian Actuarial Journal, Vol. 2024, Issue 4, pp. 383-416 https://dx.doi.org/10.1080/03461238.2023.2257405 |
| Avanzi, B., Lavender, M., Taylor, G., Wong, B. | On the impact of outliers in loss reserving European Actuarial Journal, Vol. 14, Issue 1, pp. 257-296 https://dx.doi.org/10.1007/s13385-023-00356-2 |
| Avanzi, B., Lavender, M., Taylor, G., Wong, B. | Detection and treatment of outliers for multivariate robust loss reserving Annals of Actuarial Science, Vol. 18, Issue 1, pp. 102-125 https://dx.doi.org/10.1017/S1748499523000155 |
| Avanzi, B., Taylor, G., Wang, M., Wong, B. | Machine Learning with High-Cardinality Categorical Features in Actuarial Applications Astin Bulletin: The Journal of the IAA, Vol. 54, pp. 54-2 https://dx.doi.org/10.1017/asb.2024.7 |
| Feng, Y., Li, S. | Advancing the Use of Deep Learning in Loss Reserving: A Generalised DeepTriangle Approach Risks, Vol. 12, Issue 1 https://dx.doi.org/10.3390/risks12010004 |
| Gomez-Deniz, E., Calderin-Ojeda, E. | On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science RISKS, Vol. 12, Issue 1 https://dx.doi.org/10.3390/risks12010006 |
| Li, H., Adair, T. | Analysing premature cardiovascular disease mortality in the United States by obesity status and educational attainment BMC Medicine, Vol. 22, Issue 1 https://dx.doi.org/10.1186/s12916-024-03752-x |
| Liu, G., Jin, Z., Li, S. | Optimal dividend policy with self-exciting claims in the Gamma-Omega model Finance Research Letters, Vol. 69 https://dx.doi.org/10.1016/j.frl.2024.106162 |
| Liu, Z., Chen, P. | On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy Acta Mathematica Scientia, Vol. 44, Issue 6, pp. 2139-2164 https://dx.doi.org/10.1007/s10473-024-0606-0 |
| Mok, KK., Tan, CI., Zhang, J., Shi, Y. | Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting Demographic Research, Vol. 50 https://dx.doi.org/10.4054/DemRes.2024.50.28 |
| Wang, S., Shang, HL., Tickle, L., Li, H. | Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity PricingRisks, Vol. 12, Issue 7 https://dx.doi.org/10.3390/risks12070117 |
| Yan, K., Li, S., Zhang, A. | Valuing equity-linked annuities under high-water mark fee structure Scandinavian Actuarial Journal, Vol. 2024, Issue 5, pp. 506-531 https://dx.doi.org/10.1080/03461238.2023.2275276 |
| Zhai, C., Chen, P., Jin, Z., Siu, TK. | Epidemic modelling and actuarial applications for pandemic insurance: a case study of Victoria, Australia Annals of Actuarial Science, Vol. 18, Issue 2, pp. 242-269 https://dx.doi.org/10.1017/S1748499523000246 |
| Zhang, P., Chen, Z., Tzougas, G., Calderín–Ojeda, E., Dassios, A., Wu, X. | Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance North American Actuarial Journal, Vol. 0 https://dx.doi.org/10.1080/10920277.2024.2381726 |