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Donnelly, Catherine

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Author ID: donnelly.catherine Recent zbMATH articles by "Donnelly, Catherine"
Published as: Donnelly, Catherine
External Links: ORCID
Documents Indexed: 13 Publications since 2010
Co-Authors: 9 Co-Authors with 9 Joint Publications
231 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 135 times in 94 Documents Cited by Year
The devil is in the tails: actuarial mathematics and the subprime mortgage crisis. Zbl 1230.91181
Donnelly, Catherine; Embrechts, Paul
29
2010
Bringing cost transparency to the life annuity market. Zbl 1304.91101
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
19
2014
Sufficient stochastic maximum principle in a regime-switching diffusion model. Zbl 1245.49037
Donnelly, Catherine
18
2011
Actuarial fairness and solidarity in pooled annuity funds. Zbl 1390.91177
Donnelly, Catherine
17
2015
Exchanging uncertain mortality for a cost. Zbl 1291.91103
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
13
2013
Quadratic risk minimization in a regime-switching model with portfolio constraints. Zbl 1252.93132
Donnelly, Catherine; Heunis, Andrew J.
12
2012
Modern tontine with bequest: innovation in pooled annuity products. Zbl 1411.91265
Bernhardt, Thomas; Donnelly, Catherine
9
2019
Quantifying mortality risk in small defined-benefit pension schemes. Zbl 1401.91132
Donnelly, Catherine
7
2014
Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251
Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch
5
2015
Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178
Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria
4
2018
Good-deal bounds in a regime-switching diffusion market. Zbl 1239.91161
Donnelly, Catherine
2
2011
Modern tontine with bequest: innovation in pooled annuity products. Zbl 1411.91265
Bernhardt, Thomas; Donnelly, Catherine
9
2019
Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178
Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria
4
2018
Actuarial fairness and solidarity in pooled annuity funds. Zbl 1390.91177
Donnelly, Catherine
17
2015
Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251
Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch
5
2015
Bringing cost transparency to the life annuity market. Zbl 1304.91101
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
19
2014
Quantifying mortality risk in small defined-benefit pension schemes. Zbl 1401.91132
Donnelly, Catherine
7
2014
Exchanging uncertain mortality for a cost. Zbl 1291.91103
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
13
2013
Quadratic risk minimization in a regime-switching model with portfolio constraints. Zbl 1252.93132
Donnelly, Catherine; Heunis, Andrew J.
12
2012
Sufficient stochastic maximum principle in a regime-switching diffusion model. Zbl 1245.49037
Donnelly, Catherine
18
2011
Good-deal bounds in a regime-switching diffusion market. Zbl 1239.91161
Donnelly, Catherine
2
2011
The devil is in the tails: actuarial mathematics and the subprime mortgage crisis. Zbl 1230.91181
Donnelly, Catherine; Embrechts, Paul
29
2010
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Cited by 153 Authors

7 Chen, An
5 Donnelly, Catherine
5 Embrechts, Paul
5 Menoukeu Pamen, Olivier
5 Nielsen, Jens Perch
4 Jaworski, Piotr
4 Rach, Manuel
4 Sun, Zhongyang
4 Wu, Zhen
3 Blake, David
3 Denuit, Michel M.
3 Guillen, Montserrat
3 Hieber, Peter
3 Milevsky, Moshe Arye
3 Yang, Jingping
3 Yuan, Zhongyi
2 Bernhardt, Thomas
2 Das, Bikramjit
2 Durante, Fabrizio
2 Forsyth, Peter A.
2 Gerrard, Russell
2 Hiabu, Munir
2 Kemajou-Brown, Isabelle
2 Kyriakou, Ioannis
2 Lv, Siyu
2 MacMinn, Richard D.
2 Pelsser, Antoon A. J.
2 Salisbury, Thomas S.
2 Tang, Qihe
2 Tao, Ran
2 Wang, Ruodu
2 Zhang, Xin
1 Abdikerimova, Samal
1 Alia, Ishak
1 Arbenz, Philipp
1 Aro, Helena
1 Bae, Taehan
1 Baes, Michel
1 Balkema, August A.
1 Balter, Anne G.
1 Becherer, Dirk
1 Beck, M. Bruce
1 Boonen, Tim J.
1 Bravo, Jorge Miguel
1 Bu, Lan
1 Bumann, C.
1 Cairns, Andrew J. G.
1 Chavez-Demoulin, Valérie
1 Chen, Zhijin
1 Chighoub, Farid
1 Côté, Marie-Pier
1 Czado, Claudia
1 Dagpunar, John
1 De Waegenaere, Anja
1 Delong, Łukasz
1 Deshpande, Amogh
1 Devolder, Pierre
1 Dionne, Georges
1 El Karoui, Nicole
1 El Mekkaoui de Freitas, Najat
1 Escobar Anel, Marcos
1 Fahrenwaldt, Matthias Albrecht
1 Fang, Jun
1 Fasen, Vicky
1 Feng, Runhuan
1 Fertis, Apostolos G.
1 Furman, Edward
1 Gatzert, Nadine
1 Genest, Christian
1 Ghosh, Souvik
1 Gründl, Helmut
1 Guo, Junyi
1 Hainaut, Donatien
1 Hashorva, Enkelejd
1 Heunis, Andrew J.
1 Hofert, Marius
1 Hua, Lei
1 Hummel, Christoph
1 Iscoe, Ian
1 Jarner, Søren Fiig
1 Kallestrup-Lamb, Malene
1 Kentia, Klebert
1 Klein, Jakob K.
1 Kschonnek, Michel
1 Kuznetsov, Alexey
1 Li, Lujun
1 Li, Xun
1 Li, Yusong
1 Li, Yuying
1 Lin, Tzuling
1 Liu, Haiyan
1 Loisel, Stéphane
1 Lucas, Nathalie
1 Luthi, Hans-Jakob
1 Mainik, Georg
1 Malekan, Sara
1 Mei, Hongwei
1 Momeya, Romuald Hervé
1 Mousavi, Parastoo
1 Nagler, Thomas
...and 53 more Authors

Citations by Year