Publications

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Academic Publications, Research Papers, Articles and Reports

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.​