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Insurance Risk and Finance Research Centre
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Year 2016
Academic Publications, Research Papers, Articles and Reports
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Year 2016
Yang, B., J. Li and U. Balasooriya. (2016) Cohort extensions of the Poisson common factor model for modelling both genders jointly.
Scandinavian Actuarial Journal
, 2016(2), 93-112.
Tan, C.I., Li, J, Li, J.S.H. and Balasooriya, U. (2016) Stochastic Modelling of the Hybrid Survival Curve.
Journal of Population Research
. DOI: 10.1007/s12546-016-9168-x
Milidonis, A. An Empirical Investigation of CDS spreads using a Regime Switching Default Risk Model.
North American Actuarial Journal
, July 2016, Pages 252-275.
https://doi.org/10.1080/10920277.2016.1180996
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.
Wang, Shaun (2016) Optimal Level of Information Security Investment: Model and Formula, Working paper
Nie, C., Wang, S. and Li, S. (2016) Applying Surplus Process to Model the Effect of Spending on Cyber Security Level, Working Paper, Dec 2016.
Wang, Shaun S. (2016) Ageing gracefully with assurance,
Singapore Business Review
, 29 Feb 2016.
http://sbr.com.sg/economy/commentary/ageing-gracefully-assurance
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