Publications

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Academic Publications

      ​The following are list of research papers:

      • ​Shinichi Kamiya and George Zanjani, Egalitarian Equivalent Capital Allocation, The North American Actuarial Journal, Forthcoming, 2017

      • Heinl, Caitriona (2017) “Technology: Access and Denial” in “Security in Cyber Space: Extremism and Terrorism” for The Oxford Handbook of Cyber Security, Oxford University Press (Editor, Paul Cornish, Oxford Martin), forthcoming

      • Fong, Joelle H. (2017). “Old-age Frailty Patterns and Implications for Long-term Care Programs.” The Geneva Papers on Risk and Insurance - Issues and Practice, 42(1): 114–128

      • Shao, Adam W., Michael Sherris, and Joelle H. Fong. (2017) "Product pricing and solvency capital requirements for long-term care insurance." Scandinavian Actuarial Journal 2017.2:175-208.

      • Fong, Joelle H. (2017). “Extending Demographic Windows of Opportunity: Evidence from Asia.” Asia-Pacific Journal of Risk and Insurance, 11(1): 2153-3792

      • Schanz, Kai-Uwe and Shaun Wang (2017) “The need for insurance to address flood risk in Asia”, Think-tank Insight, Asia Insurance Review, June 2017

      • Shinichi Kamiya and Andreas Milidonis, Actuarial Independence and Managerial Discretion, Journal of Risk and Insurance, Forthcoming, 2016

      • Shinichi Kamiya, Credit Crunch and Insurance Consumption:  The Aftermath of the Subprime Mortgage Crisis, Journal of Risk and Insurance, 2016

      • Wang, Shaun S., and Han Chen, "Actuarial Values of Housing Markets," Variance 9:2, 2015, pp. 196-212

      • Michaelides, A., Milidonis, A., Nishiotis, G.P., Papakyriakou, P., (2015) The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. Journal of Financial Economics, Volume 116, Issue 3, June 2015, Pages 526–547

      • Milidonis, A. (2015) An Empirical Investigation of CDS spreads using a Regime Switching Default Risk Model. North American Actuarial Journal, forthcoming

      • Li J. and Haberman S., (2015), On the effectiveness of natural hedging for insurance companies and pension plans, Insurance: Mathematics and Economics, 61: 286-297

      • Tan C. I., Li J., Li J. S. H., and Balasooriya U., (2015), Optimal relativities and transition rules of a bonus-malus system, Insurance: Mathematics and Economics, 61: 255-263

      • Yang B., Li J., and Balasooriya U., (2015), Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk, Insurance: Mathematics and Economics, 62: 16-27


      • Milidonis, Andreas,​ An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model, North American Actuarial Journal, forthcoming

      • Michaelides Alexander, Milidonis Andreas​, Nishiotis George and Papakyriakou Panayiotis, 15 Sep 2014, The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Annoucements, Journal of Financial Economics, Volume 116, Issue 3, June 2015, Pages 526–547


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