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

• 2024

  A discussion on the robust vector autoregressive models: novel evidence from safe haven assets

  Chang, L. & Shi, Y., Aug 2024, In: Annals of Operations Research. 339, 3, p. 1725-1755 31 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Safe Haven 100%
  • Vector Autoregressive Model 81%
  • Outliers 50%
  • Assets 42%
  • Forecast Error Variance Decomposition 36%
  1 Citation (Scopus)

  10 Downloads (Pure)

• A framework of environmental, personal, and behavioral factors of adult learning in online communities of practice

  Abedini, A., Abedin, B. & Zowghi, D., Jun 2024, In: Information Systems Frontiers. 26, 3, p. 1201-1218 18 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Online Communities 100%
  • Environmental Factors 72%
  • Engagement 49%
  • Learning 46%
  • Framework 29%
  3 Citations (Scopus)

  40 Downloads (Pure)

• A multilevel review of artificial intelligence in organizations: Implications for organizational behavior research and practice

  Bankins, S., Ocampo, A. C. G., Marrone, M., Restubog, S. L. D. & Woo, S. E., Feb 2024, In: Journal of Organizational Behavior. 45, 2, p. 159-182 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Organizational Behaviour 100%
  • Artificial Intelligence 88%
  • organizational behavior 79%
  • artificial intelligence 66%
  • Organizations 55%
  50 Citations (Scopus)

  177 Downloads (Pure)

• Artificial intelligence adoption in a professional service industry: A multiple case study

  Yang, J., Blount, Y. & Amrollahi, A., Apr 2024, In: Technological Forecasting and Social Change. 201, p. 1-18 18 p., 123251.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Service industry 100%
  • Artificial Intelligence 97%
  • Professional Services 82%
  • Multiple Case Study 74%
  • artificial intelligence 73%
  7 Citations (Scopus)

  154 Downloads (Pure)

• A Self-determination perspective of digital inclusion: A case study of bridging the digital divide in rural China

  Yue, L. & Cui, L., 27 Mar 2024, In: Journal of Global Information Management. 32, 1, p. 1-21 21 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Digital Divide 100%
  • Self-determination 81%
  • Rural China 74%
  • Inclusion 50%
  • Digital Gap 16%
  61 Downloads (Pure)

• A semi-parametric claims reserving model with monotone splines

  Chang, L., Gao, G. & Shi, Y., 6 May 2024, (E-pub ahead of print) In: Annals of Operations Research.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Claims Reserving 100%
  • Splines 79%
  • Actuarial Practice 17%
  • Bootstrap 14%
  • Prediction Error 12%

• A tale of two tails: a new unique information share measure based on copulas

  Shi, Y., 2024, In: Journal of Financial Econometrics. 22, 4, p. 1170-1208 39 p.

  Research output: Contribution to journal › Article › peer-review

  • Information Share 100%
  • Copula 95%
  • Identifiability 53%
  • Tail Dependence 46%
  • Crude Oil Futures 25%

• Beyond purchase intention in sports sponsorship: an alternative approach to measuring brand equity using best-worst scaling

  Almaiman, K. H., Ang, L. & Winzar, H., 2024, In: European Journal of Marketing. 58, 13, p. 1-29 29 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Best-worst Scaling 100%
  • Sport Sponsorship 93%
  • Sponsorship 72%
  • Brand Equity 68%
  • Purchase Intention 60%
  62 Downloads (Pure)

• Beyond the breach: Bitcoin's response to exchange-related cyberattacks and closures

  Lee, S. A. & Milunovich, G., Feb 2024, (E-pub ahead of print) In: Applied Economics Letters. 5 p.

  Research output: Contribution to journal › Article › peer-review

  • Bitcoin 100%
  • Breach 93%
  • Closure 84%
  1 Citation (Scopus)

• Bootstrapping long-run covariance of stationary functional time series

  Shang, H. L., Mar 2024, In: Forecasting. 6, 1, p. 138–151 14 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Long-run 100%
  • Bootstrapping 98%
  • Bootstrap Method 90%
  • Time series 74%
  • Sieve Bootstrap 61%
  47 Downloads (Pure)

• Can stablecoins foster cryptocurrencies adoption?

  Au, C. H., Hsu, W. S., Shieh, P. H. & Yue, L., 2024, In: Journal of Computer Information Systems. 64, 3, p. 360-369 10 p.

  Research output: Contribution to journal › Article › peer-review

  • Cryptocurrency 100%
  • Mooring 27%
  • currency 24%
  • learning 7%
  • experience 7%

• Claims reserving with a robust generalized additive model

  Chang, L., Gao, G. & Shi, Y., 30 Jan 2024, (E-pub ahead of print) In: North American Actuarial Journal. 21 p.

  Research output: Contribution to journal › Article › peer-review

  • Claims Reserving 100%
  • Generalized Additive Models 93%
  • Outliers 68%
  • Outlier 49%
  • Bootstrap 28%

• Coherent mortality forecasting with a model averaging approach: evidence from global populations

  Shi, Y., 2024, In: North American Actuarial Journal. 28, 1, p. 218-235 18 p.

  Research output: Contribution to journal › Article › peer-review

  • Model Averaging 100%
  • Mortality Forecasting 87%
  • Forecasting 62%
  • Mortality 61%
  • Evidence 45%
  1 Citation (Scopus)

• Detection and estimation of structural breaks in high-dimensional functional time series

  Li, D., Li, R. & Shang, H. L., Aug 2024, In: Annals of Statistics. 52, 4, p. 1716-1740 25 p.

  Research output: Contribution to journal › Article › peer-review

  • Structural Breaks 100%
  • Time series 55%
  • High-dimensional 51%
  • Cumulative Sum 49%
  • Enhancement 48%

• Development of functional quantile autoregressive model for river flow curve forecasting

  Mutis, M., Beyaztas, U., Simsek, G. G., Shang, H. L. & Yaseen, Z. M., Aug 2024, In: Earth and Space Science. 11, 8, e2024EA003564.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • river flow 100%
  • forecasting 76%
  • time series 49%
  • methodology 24%
  • river 20%
  2 Downloads (Pure)

• Dynamic capabilities for nimbleness and resilience in a continuous digital transformation: action design research in an Australian financial services organisation

  Faro, B., Abedin, B., Cetindamar, D. & Daneshgar, F., 17 Jul 2024, In: Journal of Enterprise Information Management. 37, 4, p. 1206-1226 21 p.

  Research output: Contribution to journal › Article › peer-review

• Emission intensities in the Australian National Electricity Market – An econometric analysis

  Ming, W., Nazifi, F. & Trück, S., Jan 2024, In: Energy Economics. 129, p. 1-18 18 p., 107184.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Power markets 100%
  • Econometric Analysis 96%
  • Electricity Market 93%
  • Coal 78%
  • Carbon 72%
  3 Citations (Scopus)

  47 Downloads (Pure)

• Enhancing learning effectiveness in livestream teaching: Investigating the impact of teaching, social, and cognitive presences through a community of inquiry lens

  Cui, X., Qian, J., Garshasbi, S., Zhang, S., Sun, G., Wang, J., Shen, J., Yue, L. & Lyu, Y., 2024, In: STEM Education. 4, 2, p. 82-105 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Lens 100%
  • Teaching 81%
  • Lenses 80%
  • Community 80%
  • Learning 71%
  1 Citation (Scopus)

  70 Downloads (Pure)

• Epidemic modelling and actuarial applications for pandemic insurance: A case study of Victoria, Australia

  Zhai, C., Chen, P., Jin, Z. & Siu, T. K., Jan 2024, (E-pub ahead of print) In: Annals of Actuarial Science. 28 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Insurance 100%
  • Modeling 61%
  • Insurance Companies 43%
  • Compartment Model 42%
  • Forecast 37%

• Examining consumers' perceptions of relationship value with retailers: a multi-method approach

  Abid, M., Fazel e Hasan, S. M., Ahmadi, H., Amrollahi, A. & Mortimer, G., 20 Sept 2024, (E-pub ahead of print) In: International Journal of Retail and Distribution Management. 18 p.

  Research output: Contribution to journal › Article › peer-review

• Explicating AI literacy of employees at digital workplaces

  Cetindamar, D., Kitto, K., Wu, M., Zhang, Y., Abedin, B. & Knight, S., 2024, In: IEEE Transactions on Engineering Management. 71, p. 810-823 14 p.

  Research output: Contribution to journal › Article › peer-review

  • Literacy 100%
  • Artificial Intelligence 92%
  • Work Place 92%
  • Artificial intelligence 78%
  • Personnel 68%
  38 Citations (Scopus)

• Factor-augmented model for functional data

  Gao, Y., Shang, H. L. & Yang, Y., Jan 2024, In: Statistica Sinica. 34, 1, p. 1-26 26 p.

  Research output: Contribution to journal › Article › peer-review

  • Functional Data 100%
  • Smoothing 89%
  • Factors 28%
  • Model 27%
  • Factor Structure 25%

• Forecasting age- and sex-specific survival functions: application to annuity pricing

  Wang, S., Shang, H. L., Tickle, L. & Li, H., Jul 2024, In: Risks. 12, 7, p. 1-15 15 p., 117.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Annuities 100%
  • Principal Components 96%
  • Interval Forecasts 83%
  • Point Forecasts 76%
  • Logit 64%
  9 Downloads (Pure)

• Forecasting Australian fertility by age, region, and birthplace

  Yang, Y., Shang, H. L. & Raymer, J., Apr 2024, In: International Journal of Forecasting. 40, 2, p. 532-548 17 p.

  Research output: Contribution to journal › Article › peer-review

  • Disaggregation 73%
  • Fertility Rate 60%
  • Interval Forecasts 35%
  • Point Forecasts 32%
  • Time Series Methods 31%
  1 Citation (Scopus)

• Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality

  Jiménez-Varón, C. F., Sun, Y. & Shang, H. L., 20 Feb 2024, (E-pub ahead of print) In: Journal of Computational and Graphical Statistics.

  Research output: Contribution to journal › Article › peer-review

  • Forecasting 100%
  • Mortality 98%
  • Time series 78%
  • High-dimensional 71%
  • Forecast 69%

• Fractionally integrated curve time series with cointegration

  Seo, W-K. & Shang, H. L., 9 Oct 2024, In: Electronic Journal of Statistics. 18, 2, p. 3858 - 3902 45 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Cointegration 100%
  • Variance Ratio Test 79%
  • Monte Carlo Study 68%
  • Long Memory 64%
  • Finite Sample 61%

• Harnessing the potential of artificial intelligence: affordances, constraints, and strategic implications for professional services

  Yang, J., Amrollahi, A. & Marrone, M., Dec 2024, In: Journal of Strategic Information Systems. 33, 4, p. 1-40 40 p., 101864.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
  4 Downloads (Pure)

• How temporal patterns of medication adherence to antidepressants, bisphosphonates and statins are associated with healthcare cost

  Park, K. H., Tickle, L. & Cutler, H., 2024, In: Applied Economics. 56, 11, p. 1283-1308 26 p.

  Research output: Contribution to journal › Article › peer-review

  • Antidepressants 100%
  • Medication 77%
  • Health Care Costs 70%
  • Adherence 65%
  • Trajectory 33%
  1 Citation (Scopus)

• How tourists’ negative and positive emotions motivate their intentions to reduce food waste

  Fazal-e-Hasan, S. M., Mortimer, G., Ahmadi, H., Abid, M., Farooque, O. & Amrollahi, A., 2024, In: Journal of Sustainable Tourism. 32, 10, p. 2039-2059 21 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Positive Emotions 100%
  • Negative Emotions 98%
  • food waste 95%
  • tourist 78%
  • Tourists 77%
  2 Citations (Scopus)

  2 Downloads (Pure)

• Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting

  Wang, Y., Liu, J. & Siu, T. K., Jan 2024, In: Finance and Stochastics. 28, 1, p. 161-214 54 p.

  Research output: Contribution to journal › Article › peer-review

  • Habit Formation 100%
  • Discounting 70%
  • Open-loop Control 48%
  • Precommitment 47%
  • Optimization Problem 47%

• Investment–consumption optimization with transaction cost and learning about return predictability

  Wang, N. & Siu, T. K., 1 Nov 2024, In: European Journal of Operational Research. 318, 3, p. 877-891 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
  4 Downloads (Pure)

• Keeping the gates closed: the effect of conflict management styles, anxiety, and technical skills on security noncompliance intention among smartphone users

  Rahmani, D., Jafarzadeh, H. & Hess, A. C., 12 Aug 2024, (E-pub ahead of print) In: Behaviour and Information Technology.

  Research output: Contribution to journal › Article › peer-review

  Open Access

• Less is more? Communicating SDG orientation and enterprises' economic performance

  Mann, E. C., Safari, N., Oetzel, J., Dillon, S. & Williamson, A. J., Nov 2024, In: Journal of Business Venturing Insights. 22, p. 1-9 9 p., e00470.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Goal Orientation 100%
  • Sustainable Development Goals 91%
  • Sustainable development 68%
  • Economic Performance 66%
  • Economics 49%
  2 Citations (Scopus)

  40 Downloads (Pure)

• Life-cycle model with subsistence consumption constraint and state-dependent utilities

  Wang, H., Siu, T. K., Hu, S. & Wang, N., Jul 2024, In: North American Journal of Economics and Finance. 73, p. 1-22 22 p., 102182.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
  5 Downloads (Pure)

• Locally sparse and robust partial least squares in scalar-on-function regression

  Gurer, S., Shang, H. L., Mandal, A. & Beyaztas, U., Oct 2024, In: Statistics and Computing. 34, 5, p. 1-17 17 p., 150.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Partial Least Squares 100%
  • Regression Function 79%
  • Outliers 62%
  • Scalar 58%
  • Decomposition 51%
  9 Downloads (Pure)

• Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting

  Mok, K. K., Tan, C. I., Zhang, J. & Shi, Y., 25 Apr 2024, In: Demographic Research. 50, p. 797–826 30 p., 28.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • mortality 100%
  • costs 6%
  • lack 5%
  34 Downloads (Pure)

• Mortality models ensemble via Shapley value

  Bimonte, G., Russolillo, M., Shang, H. L. & Yang, Y., 31 May 2024, (E-pub ahead of print) In: Decisions in Economics and Finance.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Shapley Value 100%
  • Mortality 77%
  • Model Averaging 60%
  • Combining Forecasts 24%
  • Forecast Accuracy 18%

• Multi-population mortality modelling: a Bayesian hierarchical approach

  Shi, J., Shi, Y., Wang, P. & Zhu, D., 25 Jan 2024, In: ASTIN Bulletin. 54, 1, p. 46-74 29 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Mortality 100%
  • Modeling 62%
  • Vector Error Correction Model 38%
  • Comovement 36%
  • Markov Chain Monte Carlo Methods 23%
  50 Downloads (Pure)

• Navigating career stages in the age of artificial intelligence: A systematic interdisciplinary review and agenda for future research

  Bankins, S., Jooss, S., Restubog, S. L. D., Marrone, M., Ocampo, A. C. G. & Shoss, M., Sept 2024, In: Journal of Vocational Behavior. 153, p. 1-19 19 p., 104011.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
  3 Citations (Scopus)

  31 Downloads (Pure)

• Navigating Emerging Digital Risks: Investigating Cases on Adaptive Cybersecurity Policies

  Afshari Mofrad, M., Amrollahi, A. & Abedin, B., 2024, (Accepted/In press) In: MIS Quarterly Executive.

  Research output: Contribution to journal › Article › peer-review

• On function-on-function linear quantile regression

  Mutis, M., Beyaztas, U., Karaman, F. & Shang, H. L., 28 Aug 2024, (E-pub ahead of print) In: Journal of Applied Statistics.

  Research output: Contribution to journal › Article › peer-review

• Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension

  Andréasson, J. G. & Shevchenko, P. V., 9 May 2024, (E-pub ahead of print) In: European Actuarial Journal.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Reverse Mortgage 100%
  • Annuitization 97%
  • Public Pensions 82%
  • Pensions 80%
  • Retirement 69%

• Optimal dynamic climate adaptation pathways: a case study of New York City

  Truong, C., Malavasi, M., Li, H., Trück, S. & Shevchenko, P. V., 21 May 2024, (E-pub ahead of print) In: Annals of Operations Research.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Pathway 100%
  • Climate 85%
  • Extreme Value Theory 65%
  • Real Options Analysis 33%
  • Factoring 33%

• Optimal moral-hazard-free reinsurance under extended distortion premium principles

  Jin, Z., Xu, Z. Q. & Zou, B., 2024, In: SIAM Journal on Control and Optimization. 62, 3, p. 1390-1416 27 p.

  Research output: Contribution to journal › Article › peer-review

  • Moral Hazard 100%
  • Reinsurance 76%
  • Incentive Compatibility 48%
  • Hazards 48%
  • Obstacle Problem 15%
  1 Citation (Scopus)

• Optimal payout strategies when Bruno de Finetti meets model uncertainty

  Feng, Y., Siu, T. K. & Zhu, J., May 2024, In: Insurance: Mathematics and Economics. 116, p. 148-164 17 p.

  Research output: Contribution to journal › Article › peer-review

  • Model Uncertainty 100%
  • Payout 89%
  • Optimal Strategy 83%
  • Payout Policy 18%
  • Optimal Policy 15%

• Penalized function-on-function linear quantile regression

  Beyaztas, U., Shang, H. L. & Saricam, S., 17 Apr 2024, (E-pub ahead of print) In: Computational Statistics.

  Research output: Contribution to journal › Article › peer-review

  • Quantile Regression 100%
  • Linear Function 50%
  • Smoothness 29%
  • Roughness Penalty 28%
  • Derivative-free Optimization 28%
  1 Citation (Scopus)

• Price discovery of the Chinese crude oil options and futures markets

  Zou, M., Han, L. & Yang, Z., Feb 2024, In: Finance Research Letters. 60, p. 1-10 10 p., 104809.

  Research output: Contribution to journal › Article › peer-review

  • Price Discovery 100%
  • Futures Markets 88%
  • Crude Oil 88%
  • Derivative Markets 42%
  • Shanghai 40%

• Robust functional logistic regression

  Akturk, B., Beyaztas, U., Shang, H. L. & Mandal, A., 12 Feb 2024, (E-pub ahead of print) In: Advances in Data Analysis and Classification.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Logistic regression 100%
  • Logistic Regression 98%
  • Outlier 88%
  • Predictors 82%
  • Binary Response 82%
  1 Citation (Scopus)

• Robust reinsurance and investment strategies under principal–agent framework

  Wang, N., Siu, T. K. & Fan, K., May 2024, In: Annals of Operations Research. 336, 1-2, p. 981-1011 31 p.

  Research output: Contribution to journal › Article › peer-review

  • Reinsurance 100%
  • Investment Strategy 81%
  • Mean-variance 66%
  • Insurer 60%
  • HJB Equation 32%
  4 Citations (Scopus)

• Robust scalar-on-function partial quantile regression

  Beyaztas, U., Tez, M. & Shang, H. L., 2024, In: Journal of Applied Statistics. 51, 7, p. 1359-1377 19 p.

  Research output: Contribution to journal › Article › peer-review

  • Quantile Regression 100%
  • Leverage Points 50%
  • Outliers 43%
  • Scalar 40%
  • Partial 36%
  1 Citation (Scopus)