Department of Actuarial Studies and Business Analytics

Research output

Research output per year 1990 2020 2021 2022 2023 2024 2024

• 493 Article
• 49 Conference proceeding contribution
• 27 Chapter
• 8 Commissioned report
• 75 More
  • 8 Abstract
  • 8 Letter
  • 8 Review article
  • 6 Book
  • 6 Textbook
  • 6 Entry for encyclopedia/dictionary/reference book
  • 6 Editorial
  • 4 Book/Film/Article/Exhibition review
  • 3 Other report
  • 3 Conference abstract
  • 3 Paper
  • 3 Website contribution
  • 2 Meeting abstract
  • 2 Comment/opinion
  • 2 Other contribution
  • 1 Edited Book/Anthology
  • 1 Other chapter contribution
  • 1 Web publication/site
  • 1 Doctoral Thesis
  • 1 Master (Research) Thesis

Research output per year

Research output per year

Search results

• 2018

  Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group: Abstract of the London Discussion

  Li, J. & Tan, C. I., 2018, In: British Actuarial Journal. 23, 20 p., e25.

  Research output: Contribution to journal › Meeting abstract

  Open Access

  File

  • Basis Risk 100%
  • Swap 94%
  • Transactions 90%
  • Swaps 81%
  55 Downloads (Pure)
• 2006

  Adverse selection spirals

  de Jong, P. & Ferris, S., 1 Dec 2006, In: Insurance: Mathematics and Economics. 39, 3, p. 424-425 2 p.

  Research output: Contribution to journal › Meeting abstract