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Insurance Risk and Finance Research Centre
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Year 2015
Academic Publications, Research Papers, Articles and Reports
NTU_PageContent
Year 2015
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.
Schanz, Kai-Uwe and Shaun Wang (2015), Insuring Flood Risk in Asia's High-Growth Markets,
Geneva Association Research Report
, July 2015.
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.
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