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Author ID: haberman.steven Recent zbMATH articles by "Haberman, Steven"
Published as: Haberman, Steven; Haberman, S.
Homepage: https://www.cass.city.ac.uk/faculties-and-research/experts/steven-haberman
External Links: Wikidata · GND · IdRef

Publications by Year

Citations contained in zbMATH Open

86 Publications have been cited 1,414 times in 677 Documents Cited by Year
A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418
Renshaw, A. E.; Haberman, S.
164
2006
Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371
Renshaw, A. E.; Haberman, S.
104
2003
Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359
Renshaw, Arthur; Haberman, Steven
61
2003
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
59
2009
Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027
Gerrard, Russell; Haberman, Steven; Vigna, Elena
49
2004
Actuarial models for disability insurance. Zbl 0935.62118
Haberman, S.; Pitacco, E.
48
1999
Optimal investment strategies and risk measures in defined contribution pension schemes. Zbl 1039.91025
Haberman, Steven; Vigna, Elena
46
2002
The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045
Ballotta, Laura; Haberman, Steven
41
2006
Optimal investment strategy for defined contribution pension schemes. Zbl 0976.91039
Vigna, Elena; Haberman, Steven
39
2001
Dynamic approaches to pension funding. Zbl 0818.62091
Haberman, Steven; Sung, Joo-Ho
37
1994
On the forecasting of mortality reduction factors. Zbl 1025.62041
Renshaw, A. E.; Haberman, S.
36
2003
On age-period-cohort parametric mortality rate projections. Zbl 1231.91195
Haberman, Steven; Renshaw, Arthur
36
2009
Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129
Haberman, Steven; Renshaw, Arthur
31
2012
Valuation of guaranteed annuity conversion options. Zbl 1071.91019
Ballotta, Laura; Haberman, Steven
30
2003
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598
Renshaw, A. E.; Haberman, S.
30
2008
An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Zbl 1055.62555
Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J.
29
2000
Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517
Wong-Fupuy, Carlos; Haberman, Steven
26
2004
On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. Zbl 1412.91057
Villegas, Andrés M.; Haberman, Steven
26
2014
Modelling dependent data for longevity projections. Zbl 1285.91054
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
25
2012
Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260
Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven
23
2011
A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
20
2017
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238
Hatzopoulos, P.; Haberman, S.
19
2013
Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501
Delong, Łukasz; Gerrard, Russell; Haberman, Steven
19
2008
A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394
Hatzopoulos, P.; Haberman, S.
19
2009
Pension fund dynamics and gains/losses due to random rates of investment return. Zbl 1082.62543
Owadally, M. Iqbal; Haberman, Steven
17
1999
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0808.62097
Haberman, S.
17
1994
Pricing general insurance using optimal control theory. Zbl 1155.91401
Emms, Paul; Haberman, Steven
17
2005
Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236
Haberman, Steven; Renshaw, Arthur
16
2013
Optimal strategies for pricing general insurance. Zbl 1273.91236
Emms, P.; Haberman, S.; Savoulli, I.
16
2007
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro
16
2015
Contribution and solvency risk in a defined benefit pension scheme. Zbl 0994.91030
Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula
14
2000
A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082
Hatzopoulos, P.; Haberman, S.
14
2011
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
13
2007
Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Zbl 1111.91023
Haberman, Steven; Sung, Joo-Ho
13
2005
Stochastic investment returns and contribution rate risk in a defined benefit pension scheme. Zbl 0901.90012
Haberman, Steven
12
1997
Moving weighted average graduation using kernel estimation. Zbl 0778.62096
Gavin, John; Haberman, Steven; Verrall, Richard
11
1993
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Zbl 0971.62065
Renshaw, A. E.; Haberman, S.
10
2000
Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509
Iqbal Owadally, M.; Haberman, Steven
9
2004
Delay, feedback and variability of pension contributions and fund levels. Zbl 0793.62063
Zimbidis, Alexandros; Haberman, Steven
9
1993
On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104
Renshaw, A. E.; Haberman, S.
8
1995
Pension funding with time delays. A stochastic approach. Zbl 0764.62090
Haberman, Steven
8
1992
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
8
2011
Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092
Khalaf-Allah, M.; Haberman, S.; Verrall, R.
8
2006
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162
Denuit, M.; Haberman, S.; Renshaw, A. E.
8
2010
Detecting common longevity trends by a multiple population approach. Zbl 1412.91041
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo
8
2014
Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146
Shang, Han Lin; Haberman, Steven
8
2017
Modern actuarial theory and practice. Zbl 0935.62117
Haberman, S.; Booth, P.; Chadburn, R.; Cooper, D.; James, D.
7
1999
Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093
Butt, Zoltan; Haberman, Steven
7
2004
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
7
2013
The combined effect of delay and feedback on the insurance pricing process: a control theory approach. Zbl 1055.62556
Zimbidis, Alexandros; Haberman, Steven
7
2001
Pension funding with time delays and autoregressive rates of investment return. Zbl 0789.62087
Haberman, Steven
7
1993
On the effectiveness of natural hedging for insurance companies and pension plans. Zbl 1314.91142
Li, Jackie; Haberman, Steven
7
2015
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Zbl 0914.62089
Gerrard, R.; Haberman, S.
6
1996
Entropy, longevity and the cost of annuities. Zbl 1233.91147
Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard
6
2011
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182
D’Amato, Valeria; Haberman, Steven; Russolillo, Maria
6
2012
Modern actuarial theory and practice. 2nd ed. Zbl 1076.62107
Booth, Philip; Chadburn, Robert; Haberman, Steven; James, Dewi; Khorasanee, Zaki; Plumb, Robert H.; Rickayzen, Ben
5
2005
Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380
Colombo, Luigi; Haberman, Steven
5
2005
Pension funding. The effect of changing the frequency of valuations. Zbl 0793.62062
Haberman, Steven
5
1993
The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements. Zbl 1151.91561
Ballotta, Laura; Esposito, Giorgia; Haberman, Steven
5
2006
Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok
5
2016
Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0906.62111
Haberman, Steven; Wong, Patrick Lam Yuk
4
1997
History of actuarial science. 10 volume set. Zbl 1065.01502
4
1995
Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205
Haberman, Steven; Renshaw, Arthur
4
2008
Dual modelling and select mortality. Zbl 0911.62097
Renshaw, A. E.; Haberman, S.
3
1997
De-risking strategy: longevity spread buy-in. Zbl 1401.91125
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
3
2018
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
3
2016
Optimal strategies for pay-as-you-go pension finance: a sustainability framework. Zbl 1369.91085
Godínez-Olivares, Humberto; Boado-Penas, María del Carmen; Haberman, Steven
3
2016
Dynamic programming approach to pension funding: the case of incomplete state information. Zbl 1062.90064
Haberman, S.; Sung, Joo-Ho
2
2002
An investigation of the pay-as-you-go financing method using a contingency fund and optimal control techniques. Zbl 1084.91522
Haberman, Steven; Zimbidis, Alexandros
2
2002
Computational framework for longevity risk management. Zbl 1296.91151
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
2
2014
Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092
Berg, Menachem P.; Haberman, Steven
2
1994
Generalized life insurance: ruin probability. Zbl 1092.91041
Frostig, E.; Haberman, S.; Levikson, B.
2
2003
Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Zbl 1273.91419
Emms, P.; Haberman, S.
2
2007
Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140
Debón, A.; Chaves, L.; Haberman, S.; Villa, F.
2
2017
Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo
2
2016
Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148
Shang, Han Lin; Haberman, Steven
2
2020
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029
Denuit, Michel; Haberman, Steven; Renshaw, Arthur E.
1
2013
Modeling trends in cohort survival probabilities. Zbl 1348.62239
Hatzopoulos, P.; Haberman, S.
1
2015
A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022
Haberman, S.; Renshaw, A. E.
1
1999
Risk measurement and management of defined benefit pension schemes: a stochastic approach. Zbl 1106.91338
Haberman, S.; Khorasanee, M. Z.; Ngwira, B.; Wright, I. D.
1
2003
Exponential smoothing methods in pension funding. Zbl 1073.91039
Owadally, M. Iqbal; Haberman, Steven
1
2003
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384
Haberman, S.; Renshaw, A. E.
1
2009
The treatment of assets in pension funding. Zbl 1159.91407
Iqbal Owadally, M.; Haberman, Steven
1
2004
Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven
1
2014
Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179
Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven
1
2020
The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325
Gerrard, Russell; Haberman, Steven; Vigna, Elena
1
2006
Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148
Shang, Han Lin; Haberman, Steven
2
2020
Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179
Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven
1
2020
De-risking strategy: longevity spread buy-in. Zbl 1401.91125
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
3
2018
A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro
20
2017
Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146
Shang, Han Lin; Haberman, Steven
8
2017
Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140
Debón, A.; Chaves, L.; Haberman, S.; Villa, F.
2
2017
Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok
5
2016
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
3
2016
Optimal strategies for pay-as-you-go pension finance: a sustainability framework. Zbl 1369.91085
Godínez-Olivares, Humberto; Boado-Penas, María del Carmen; Haberman, Steven
3
2016
Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo
2
2016
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro
16
2015
On the effectiveness of natural hedging for insurance companies and pension plans. Zbl 1314.91142
Li, Jackie; Haberman, Steven
7
2015
Modeling trends in cohort survival probabilities. Zbl 1348.62239
Hatzopoulos, P.; Haberman, S.
1
2015
On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. Zbl 1412.91057
Villegas, Andrés M.; Haberman, Steven
26
2014
Detecting common longevity trends by a multiple population approach. Zbl 1412.91041
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo
8
2014
Computational framework for longevity risk management. Zbl 1296.91151
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
2
2014
Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven
1
2014
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238
Hatzopoulos, P.; Haberman, S.
19
2013
Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236
Haberman, Steven; Renshaw, Arthur
16
2013
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
7
2013
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029
Denuit, Michel; Haberman, Steven; Renshaw, Arthur E.
1
2013
Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129
Haberman, Steven; Renshaw, Arthur
31
2012
Modelling dependent data for longevity projections. Zbl 1285.91054
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
25
2012
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182
D’Amato, Valeria; Haberman, Steven; Russolillo, Maria
6
2012
Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260
Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven
23
2011
A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082
Hatzopoulos, P.; Haberman, S.
14
2011
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
8
2011
Entropy, longevity and the cost of annuities. Zbl 1233.91147
Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard
6
2011
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162
Denuit, M.; Haberman, S.; Renshaw, A. E.
8
2010
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
59
2009
On age-period-cohort parametric mortality rate projections. Zbl 1231.91195
Haberman, Steven; Renshaw, Arthur
36
2009
A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394
Hatzopoulos, P.; Haberman, S.
19
2009
Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384
Haberman, S.; Renshaw, A. E.
1
2009
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598
Renshaw, A. E.; Haberman, S.
30
2008
Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501
Delong, Łukasz; Gerrard, Russell; Haberman, Steven
19
2008
Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205
Haberman, Steven; Renshaw, Arthur
4
2008
Optimal strategies for pricing general insurance. Zbl 1273.91236
Emms, P.; Haberman, S.; Savoulli, I.
16
2007
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
13
2007
Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Zbl 1273.91419
Emms, P.; Haberman, S.
2
2007
A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418
Renshaw, A. E.; Haberman, S.
164
2006
The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045
Ballotta, Laura; Haberman, Steven
41
2006
Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092
Khalaf-Allah, M.; Haberman, S.; Verrall, R.
8
2006
The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements. Zbl 1151.91561
Ballotta, Laura; Esposito, Giorgia; Haberman, Steven
5
2006
The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325
Gerrard, Russell; Haberman, Steven; Vigna, Elena
1
2006
Pricing general insurance using optimal control theory. Zbl 1155.91401
Emms, Paul; Haberman, Steven
17
2005
Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Zbl 1111.91023
Haberman, Steven; Sung, Joo-Ho
13
2005
Modern actuarial theory and practice. 2nd ed. Zbl 1076.62107
Booth, Philip; Chadburn, Robert; Haberman, Steven; James, Dewi; Khorasanee, Zaki; Plumb, Robert H.; Rickayzen, Ben
5
2005
Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380
Colombo, Luigi; Haberman, Steven
5
2005
Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027
Gerrard, Russell; Haberman, Steven; Vigna, Elena
49
2004
Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517
Wong-Fupuy, Carlos; Haberman, Steven
26
2004
Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509
Iqbal Owadally, M.; Haberman, Steven
9
2004
Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093
Butt, Zoltan; Haberman, Steven
7
2004
The treatment of assets in pension funding. Zbl 1159.91407
Iqbal Owadally, M.; Haberman, Steven
1
2004
Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371
Renshaw, A. E.; Haberman, S.
104
2003
Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359
Renshaw, Arthur; Haberman, Steven
61
2003
On the forecasting of mortality reduction factors. Zbl 1025.62041
Renshaw, A. E.; Haberman, S.
36
2003
Valuation of guaranteed annuity conversion options. Zbl 1071.91019
Ballotta, Laura; Haberman, Steven
30
2003
Generalized life insurance: ruin probability. Zbl 1092.91041
Frostig, E.; Haberman, S.; Levikson, B.
2
2003
Risk measurement and management of defined benefit pension schemes: a stochastic approach. Zbl 1106.91338
Haberman, S.; Khorasanee, M. Z.; Ngwira, B.; Wright, I. D.
1
2003
Exponential smoothing methods in pension funding. Zbl 1073.91039
Owadally, M. Iqbal; Haberman, Steven
1
2003
Optimal investment strategies and risk measures in defined contribution pension schemes. Zbl 1039.91025
Haberman, Steven; Vigna, Elena
46
2002
Dynamic programming approach to pension funding: the case of incomplete state information. Zbl 1062.90064
Haberman, S.; Sung, Joo-Ho
2
2002
An investigation of the pay-as-you-go financing method using a contingency fund and optimal control techniques. Zbl 1084.91522
Haberman, Steven; Zimbidis, Alexandros
2
2002
Optimal investment strategy for defined contribution pension schemes. Zbl 0976.91039
Vigna, Elena; Haberman, Steven
39
2001
The combined effect of delay and feedback on the insurance pricing process: a control theory approach. Zbl 1055.62556
Zimbidis, Alexandros; Haberman, Steven
7
2001
An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Zbl 1055.62555
Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J.
29
2000
Contribution and solvency risk in a defined benefit pension scheme. Zbl 0994.91030
Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula
14
2000
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Zbl 0971.62065
Renshaw, A. E.; Haberman, S.
10
2000
Actuarial models for disability insurance. Zbl 0935.62118
Haberman, S.; Pitacco, E.
48
1999
Pension fund dynamics and gains/losses due to random rates of investment return. Zbl 1082.62543
Owadally, M. Iqbal; Haberman, Steven
17
1999
Modern actuarial theory and practice. Zbl 0935.62117
Haberman, S.; Booth, P.; Chadburn, R.; Cooper, D.; James, D.
7
1999
A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022
Haberman, S.; Renshaw, A. E.
1
1999
Stochastic investment returns and contribution rate risk in a defined benefit pension scheme. Zbl 0901.90012
Haberman, Steven
12
1997
Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0906.62111
Haberman, Steven; Wong, Patrick Lam Yuk
4
1997
Dual modelling and select mortality. Zbl 0911.62097
Renshaw, A. E.; Haberman, S.
3
1997
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Zbl 0914.62089
Gerrard, R.; Haberman, S.
6
1996
On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104
Renshaw, A. E.; Haberman, S.
8
1995
History of actuarial science. 10 volume set. Zbl 1065.01502
4
1995
Dynamic approaches to pension funding. Zbl 0818.62091
Haberman, Steven; Sung, Joo-Ho
37
1994
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0808.62097
Haberman, S.
17
1994
Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092
Berg, Menachem P.; Haberman, Steven
2
1994
Moving weighted average graduation using kernel estimation. Zbl 0778.62096
Gavin, John; Haberman, Steven; Verrall, Richard
11
1993
Delay, feedback and variability of pension contributions and fund levels. Zbl 0793.62063
Zimbidis, Alexandros; Haberman, Steven
9
1993
Pension funding with time delays and autoregressive rates of investment return. Zbl 0789.62087
Haberman, Steven
7
1993
Pension funding. The effect of changing the frequency of valuations. Zbl 0793.62062
Haberman, Steven
5
1993
Pension funding with time delays. A stochastic approach. Zbl 0764.62090
Haberman, Steven
8
1992
all top 5

Cited by 854 Authors

74 Haberman, Steven
28 Denuit, Michel M.
18 Renshaw, Arthur E.
17 Blake, David
16 Cairns, Andrew J. G.
16 Li, Johnny Siu-Hang
14 Sherris, Michael
13 Tsai, Cary Chi-Liang
10 Guillen, Montserrat
10 Josa-Fombellida, Ricardo
10 Liang, Zongxia
10 Lin, Tzuling
10 Pantelous, Athanasios A.
10 Vigna, Elena
9 Li, Jackie Ji
9 Rincón-Zapatero, Juan Pablo
9 Wang, Chou-Wen
8 Christiansen, Marcus Christian
8 D’Amato, Valeria
8 De Waegenaere, Anja
8 Emms, Paul
8 Gerrard, Russell
8 Huang, Hong-Chih
8 Levantesi, Susanna
8 Nielsen, Jens Perch
8 Piscopo, Gabriella
8 Russolillo, Maria
7 Forsyth, Peter A.
7 Hunt, Andrew
7 Liu, Yanxin
7 Mamon, Rogemar S.
7 Milevsky, Moshe Arye
7 Pitacco, Ermanno
6 Debón, Ana
6 Dowd, Kevin
6 Liu, Xiaoming
6 MacMinn, Richard D.
6 Zimbidis, Alexandros A.
5 Antonio, Katrien
5 Chen, An
5 Devolder, Pierre
5 Guan, Guohui
5 Hatzopoulos, Peter
5 Huang, Huaxiong
5 Kleinow, Torsten
5 Li, Han
5 Lin, Yijia
5 Loisel, Stéphane
5 Manca, Raimondo
5 Melenberg, Bertrand
5 Millossovich, Pietro
5 Montes, Francisco
5 Regis, Luca
5 Shang, Han Lin
5 Sibillo, Marilena
5 Villegas, Andrés M.
5 Wang, Jennifer L.
5 Yang, Sharon S.
5 Yao, Haixiang
5 Yue, Jack C.
4 Arnold-Gaille, Séverine
4 Ballotta, Laura
4 Delong, Łukasz
4 Dhaene, Jan
4 Di Lorenzo, Emilia
4 El Karoui, Nicole
4 Federico, Salvatore
4 Gao, Huan
4 Gao, Jianwei
4 Giacometti, Rosella
4 Hainaut, Donatien
4 He, Lin
4 Jarner, Søren Fiig
4 Jevtić, Petar
4 Kaishev, Vladimir K.
4 Lee, Yung-Tsung
4 Lu, Yi
4 Maurer, Raimond H.
4 Menoncin, Francesco
4 Menzietti, Massimiliano
4 Owadally, M. Iqbal
4 Pelsser, Antoon A. J.
4 Planchet, Frédéric
4 Shi, Yanlin
4 Tan, Ken Seng
4 Tzeng, Larry Yu-Ren
4 Verrall, Richard J.
3 Alai, Daniel H.
3 Arnold, Séverine
3 Balasooriya, Uditha
3 Boonen, Tim J.
3 Boumezoued, Alexandre
3 Bravo, Jorge Miguel
3 Brockett, Patrick L.
3 Chan, Wai-Sum
3 Chen, Ping
3 Coughlan, Guy D.
3 Cox, Samuel H. jun.
3 Czado, Claudia
3 D’Amico, Guglielmo
...and 754 more Authors
all top 5

Cited in 80 Serials

283 Insurance Mathematics & Economics
80 North American Actuarial Journal
65 Scandinavian Actuarial Journal
42 ASTIN Bulletin
27 European Actuarial Journal
16 European Journal of Operational Research
13 Journal of Computational and Applied Mathematics
9 Communications in Statistics. Theory and Methods
8 Decisions in Economics and Finance
7 Journal of Economic Dynamics & Control
6 Lifetime Data Analysis
6 Journal of Industrial and Management Optimization
5 Annals of Operations Research
5 Computational Statistics and Data Analysis
5 Methodology and Computing in Applied Probability
5 Applied Stochastic Models in Business and Industry
5 Quantitative Finance
4 Finance and Stochastics
4 International Journal of Theoretical and Applied Finance
3 Stochastic Analysis and Applications
3 Statistical Modelling
3 AStA. Advances in Statistical Analysis
3 The Annals of Applied Statistics
2 Applied Mathematics and Computation
2 Statistics & Probability Letters
2 Communications in Statistics. Simulation and Computation
2 Mathematical Methods of Statistics
2 Mathematical Problems in Engineering
2 Mathematical Methods of Operations Research
2 Journal of Applied Statistics
2 CEJOR. Central European Journal of Operations Research
2 Computational Management Science
1 Applied Mathematics and Optimization
1 Biometrical Journal
1 Biometrics
1 Journal of the American Statistical Association
1 Journal of Applied Probability
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Metron
1 Ricerche di Matematica
1 Computer Aided Geometric Design
1 Parallel Computing
1 Statistics
1 Statistical Science
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Numerical Methods for Partial Differential Equations
1 Mathematical and Computer Modelling
1 Applications of Mathematics
1 Journal of Statistical Computation and Simulation
1 Computational and Applied Mathematics
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Journal of Interdisciplinary Mathematics
1 Brazilian Journal of Probability and Statistics
1 The ANZIAM Journal
1 Journal of Systems Science and Complexity
1 OR Spectrum
1 Missouri Journal of Mathematical Sciences
1 SORT. Statistics and Operations Research Transactions
1 Statistical Methods and Applications
1 Stochastics
1 Journal of Forecasting
1 Statistical Methodology
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Electronic Journal of Statistics
1 East Asian Mathematical Journal
1 Afrika Statistika
1 Croatian Operational Research Review (CRORR)
1 Journal of the Operations Research Society of China
1 East Asian Journal on Applied Mathematics
1 Dependence Modeling
1 The Scientific World Journal. Probability and Statistics
1 Modern Stochastics. Theory and Applications
1 Journal of the Japan Statistical Society. Japanese Issue
1 Cogent Mathematics

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