2025
| Authors | Publication |
|---|---|
| Avanzi, B., Tan, X., Taylor, G., Wong, B. | On the Evolution of Data Breach Reporting Patterns and Frequency in the United States: A Cross-State AnalysisNorth American Actuarial Journal, Vol. 29, Issue 4, pp. 833-864 https://dx.doi.org/10.1080/10920277.2025.2457491 |
| Bhati, D., Calderin, E., Aradhye, G. | On a new family of composite regression models with covariate dependent threshold via tail index parameterJournal of the Korean Statistical Society, Vol. 54, Issue 3, pp. 760-781 https://dx.doi.org/10.1007/s42952-025-00318-2 |
| Boonen, TJ., Chen, Y., Han, X., Wang, Q. | Optimal insurance design with Lambda-Value-at-RiskEuropean Journal of Operational Research, Vol. 327, Issue 1, pp. 232-246 https://dx.doi.org/10.1016/j.ejor.2025.04.038 |
| Bégin, JF., Gómez, F., Ignatieva, K., Li, H. | The stochastic behaviour of electricity prices under scrutiny: Evidence from spot and futures marketsEnergy Economics, Vol. 144 https://dx.doi.org/10.1016/j.eneco.2025.108296 |
| Chen, Y., Embrechts, P., Wang, R. | Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and DiversificationOperations Research, Vol. 73, Issue 3, pp. 1336-1344 https://dx.doi.org/10.1287/opre.2022.0505 |
| Chen, Y., Embrechts, P., Wang, R. | Risk exchange under infinite-mean Pareto models Insurance: Mathematics and Economics, Vol. 124 https://dx.doi.org/10.1016/j.insmatheco.2025.103131 |
| Chen, Y., Hu, T., Wang, R., Zou, Z. | Diversification for infinite-mean Pareto models without risk aversionEuropean Journal of Operational Research, Vol. 323, Issue 1, pp. 341-350 https://dx.doi.org/10.1016/j.ejor.2025.01.039 |
| Chen, Y., Wang, R. | Infinite-mean models in risk management: Discussions and recent advances Risk Sciences, Vol. 1, pp. 100003-100003 https://dx.doi.org/10.1016/j.risk.2024.100003 |
| Feng, Y., Jang, J., Li, S., Liu, G. | Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principal–agent frameworkInternational |
| Gao, Y., Yu, W., Guan, G., Wu, Xiaoqiang., Li, S. | Research on the Impact of the Optimal State-owned Capital Allocation, Tax Deferral and Delayed Retirement on the Replacement Rate of Pension and Policy OptimizationSage Open, Vol.15, Issue 1 https://dx.doi.org/10.1177/21582440251323783 |
| Gómez-Déniz, E., Calderin, E., Sarabia, JM. | Bimodal and Multimodal Extensions of the Normal and Skew Normal DistributionsRevstat Statistical Journal, Vol. 23, Issue 2, pp. 253-271 https://dx.doi.org/10.57805/revstat.v23i2.563 |
| Hanbali, H. | Mean-variance longevity risk-sharing for annuity contracts Insurance Mathematics and Economics, Vol. 120, pp. 207-235 https://dx.doi.org/10.1016/j.insmatheco.2024.12.001 |
| Hanbali, H. | Insurance cycles detection using neural networksAnnals of Actuarial Science, Vol. 19, Issue 2, pp. 350-371 https://dx.doi.org/10.1017/S1748499525000053 |
| Hanbali, H., Warnakulasooriya, H., Leung, JWY. | Time-varying pareto optimal risk sharing for annuities Astin Bulletin, Vol. 55, Issue 3, pp. 695-720 https://dx.doi.org/10.1017/asb.2025.10058 |
| Li, L., Li, H., Panagiotelis, A. | Boosting domain-specific models with shrinkage: An application in mortality forecastingInternational Journal of Forecasting, Vol. 41, Issue 1, pp. 191-207 https://dx.doi.org/10.1016/j.ijforecast.2024.05.001 |
| Raveendran, N., Zhu, H., Li, H., Sofronov, G. | Wildfire Loss Modeling: A Flexible Semiparametric Approach North American Actuarial Journal, Vol. 29, Issue 2, pp. 329-344 https://dx.doi.org/10.1080/10920277.2024.2359398 |
| Schneider, A., Khemka, G., Pitt, D., Zhang, J. | Quantifying and hedging economic risk in disability income insurance portfolios Annals of Actuarial Science, Vol. 19, Issue 2, pp. 285-303 https://dx.doi.org/10.1017/S1748499524000307 |
| Truong, C., Trueck, S., Pitt, D., Best, R. | Seasonality and valuation of renewable energy projects in a two factor model Applied Energy, Vol. 389 https://dx.doi.org/10.1016/j.apenergy.2025.125669 |
| Zhang, B., Panagiotelis, A., Li, H. | Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?International Journal of Forecasting, Vol. 41, Issue 3, pp. 1022-1036 https://dx.doi.org/10.1016/j.ijforecast.2024.10.002 |
| Zhang, F., Chen, P., Wu, X. | Optimal Benefit Distribution of a Tontine-like Annuity Fund with Age-Structured Models Risks, Vol. 13, Issue 1 https://dx.doi.org/10.3390/risks13010004 |
| Zhang, J., Chen, P., Jin, Z., Li, S. | Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated Applied Mathematics and Computation, Vol. 490 https://dx.doi.org/10.1016/j.amc.2024.129210 |
| Zhang, P., Chen, Z., Tzougas, G.,Calderin, E., Dassios, A., Wu, X. | Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance North American Actuarial Journal, Vol. 29 https://dx.doi.org/10.1080/10920277.2024.2381726 |
| Zhang, P., Pitt, D., Wu, X. | A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance Communications in Statistics Theory and Methods, Vol. 54, Issue 7, pp. 2130-2157 https://dx.doi.org/10.1080/03610926.2024.2360079 |
| Zhou, R., Li, JSH., Q., Zhou. | The Impact of Longevity Annuity Provision on Retirement Income Planning for Canadians—A Modified General Endogenous Grid Method North American Actuarial Journal, Vol. 29, Issue 3, pp. 607-644 https://dx.doi.org/10.1080/10920277.2024.2417722 |