Djeundje, Viani B.; Haberman, Steven; Bajekal, Madhavi; Lu, Joseph The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. (English) Zbl 1505.91326 Eur. Actuar. J. 12, No. 2, 839-878 (2022). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{V. B. Djeundje} et al., Eur. Actuar. J. 12, No. 2, 839--878 (2022; Zbl 1505.91326) Full Text: DOI OpenURL
Shang, Han Lin; Haberman, Steven; Xu, Ruofan Multi-population modelling and forecasting life-table death counts. (English) Zbl 1498.91368 Insur. Math. Econ. 106, 239-253 (2022). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{H. L. Shang} et al., Insur. Math. Econ. 106, 239--253 (2022; Zbl 1498.91368) Full Text: DOI OpenURL
D’Amato, V.; Di Lorenzo, E.; Haberman, S.; Sibillo, M.; Tizzano, R. Pension schemes versus real estate. (English) Zbl 1481.91048 Ann. Oper. Res. 299, No. 1-2, 797-809 (2021). Reviewer: Peter Kischka (Jena) MSC: 91B05 62P05 62M10 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Ann. Oper. Res. 299, No. 1--2, 797--809 (2021; Zbl 1481.91048) Full Text: DOI Link OpenURL
Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven Multi-population mortality forecasting using tensor decomposition. (English) Zbl 1454.91179 Scand. Actuar. J. 2020, No. 8, 754-775 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{Y. Dong} et al., Scand. Actuar. J. 2020, No. 8, 754--775 (2020; Zbl 1454.91179) Full Text: DOI Link OpenURL
Shang, Han Lin; Haberman, Steven Forecasting multiple functional time series in a group structure: an application to mortality. (English) Zbl 1447.91148 ASTIN Bull. 50, No. 2, 357-379 (2020). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{H. L. Shang} and \textit{S. Haberman}, ASTIN Bull. 50, No. 2, 357--379 (2020; Zbl 1447.91148) Full Text: DOI arXiv Link OpenURL
Amato, Valeria D.; Haberman, Steven; Piscopo, Gabriella The dependency premium based on a multifactor model for dependent mortality data. (English) Zbl 1508.91464 Commun. Stat., Theory Methods 48, No. 1, 50-61 (2019). MSC: 91G05 62P05 91D20 PDF BibTeX XML Cite \textit{V. D. Amato} et al., Commun. Stat., Theory Methods 48, No. 1, 50--61 (2019; Zbl 1508.91464) Full Text: DOI Link OpenURL
Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria Coherent modeling of mortality patterns for age-specific subgroups. (English) Zbl 1426.91220 Decis. Econ. Finance 42, No. 1, 189-204 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Giordano} et al., Decis. Econ. Finance 42, No. 1, 189--204 (2019; Zbl 1426.91220) Full Text: DOI Link OpenURL
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro A comparative study of two-population models for the assessment of basis risk in longevity hedges. (English) Zbl 1390.91215 ASTIN Bull. 47, No. 3, 631-679 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. M. Villegas} et al., ASTIN Bull. 47, No. 3, 631--679 (2017; Zbl 1390.91215) Full Text: DOI Link OpenURL
Godínez-Olivares, Humberto; Boado-Penas, María del Carmen; Haberman, Steven Optimal strategies for pay-as-you-go pension finance: a sustainability framework. (English) Zbl 1369.91085 Insur. Math. Econ. 69, 117-126 (2016). MSC: 91B30 90C30 91D20 PDF BibTeX XML Cite \textit{H. Godínez-Olivares} et al., Insur. Math. Econ. 69, 117--126 (2016; Zbl 1369.91085) Full Text: DOI Link OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Multiple mortality modeling in Poisson Lee-Carter framework. (English) Zbl 1365.62414 Commun. Stat., Theory Methods 45, No. 6, 1723-1732 (2016). MSC: 62P10 62P25 62F40 62N05 62M20 91D20 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Commun. Stat., Theory Methods 45, No. 6, 1723--1732 (2016; Zbl 1365.62414) Full Text: DOI OpenURL
Hatzopoulos, P.; Haberman, S. Modeling trends in cohort survival probabilities. (English) Zbl 1348.62239 Insur. Math. Econ. 64, 162-179 (2015). MSC: 62P05 91B30 91D20 62J12 PDF BibTeX XML Cite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 64, 162--179 (2015; Zbl 1348.62239) Full Text: DOI Link OpenURL
Li, Jackie; Haberman, Steven On the effectiveness of natural hedging for insurance companies and pension plans. (English) Zbl 1314.91142 Insur. Math. Econ. 61, 286-297 (2015). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{J. Li} and \textit{S. Haberman}, Insur. Math. Econ. 61, 286--297 (2015; Zbl 1314.91142) Full Text: DOI Link OpenURL
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. (English) Zbl 1318.91109 Insur. Math. Econ. 62, 151-161 (2015). MSC: 91B30 91B70 91D20 PDF BibTeX XML Cite \textit{I. L. Danesi} et al., Insur. Math. Econ. 62, 151--161 (2015; Zbl 1318.91109) Full Text: DOI OpenURL
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven Portfolio optimization under solvency constraints: a dynamical approach. (English) Zbl 1414.91328 N. Am. Actuar. J. 18, No. 3, 394-416 (2014). MSC: 91G10 91B30 91G70 PDF BibTeX XML Cite \textit{S. Asanga} et al., N. Am. Actuar. J. 18, No. 3, 394--416 (2014; Zbl 1414.91328) Full Text: DOI Link OpenURL
Villegas, Andrés M.; Haberman, Steven On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. (English) Zbl 1412.91057 N. Am. Actuar. J. 18, No. 1, 168-193 (2014). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{A. M. Villegas} and \textit{S. Haberman}, N. Am. Actuar. J. 18, No. 1, 168--193 (2014; Zbl 1412.91057) Full Text: DOI Link OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo Detecting common longevity trends by a multiple population approach. (English) Zbl 1412.91041 N. Am. Actuar. J. 18, No. 1, 139-149 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., N. Am. Actuar. J. 18, No. 1, 139--149 (2014; Zbl 1412.91041) Full Text: DOI Link OpenURL
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria Computational framework for longevity risk management. (English) Zbl 1296.91151 Comput. Manag. Sci. 11, No. 1-2, 111-137 (2014). MSC: 91B30 91D20 62P05 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Comput. Manag. Sci. 11, No. 1--2, 111--137 (2014; Zbl 1296.91151) Full Text: DOI Link OpenURL
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K. Dependent competing risks: cause elimination and its impact on survival. (English) Zbl 1304.91099 Insur. Math. Econ. 53, No. 2, 464-477 (2013). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Insur. Math. Econ. 53, No. 2, 464--477 (2013; Zbl 1304.91099) Full Text: DOI Link OpenURL
Emms, Paul; Haberman, Steven Optimal management of an insurer’s exposure in a competitive general insurance market. (English) Zbl 1483.91192 N. Am. Actuar. J. 13, No. 1, 77-105 (2009). MSC: 91G05 49N90 PDF BibTeX XML Cite \textit{P. Emms} and \textit{S. Haberman}, N. Am. Actuar. J. 13, No. 1, 77--105 (2009; Zbl 1483.91192) Full Text: DOI Link OpenURL
Haberman, Steven; Renshaw, Arthur On age-period-cohort parametric mortality rate projections. (English) Zbl 1231.91195 Insur. Math. Econ. 45, No. 2, 255-270 (2009). MSC: 91B30 91B82 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{A. Renshaw}, Insur. Math. Econ. 45, No. 2, 255--270 (2009; Zbl 1231.91195) Full Text: DOI Link OpenURL
Hatzopoulos, P.; Haberman, S. A parameterized approach to modeling and forecasting mortality. (English) Zbl 1156.91394 Insur. Math. Econ. 44, No. 1, 103-123 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 44, No. 1, 103--123 (2009; Zbl 1156.91394) Full Text: DOI Link OpenURL
Haberman, Steven; Renshaw, Arthur Mortality, longevity and experiments with the Lee-Carter model. (English) Zbl 1356.62205 Lifetime Data Anal. 14, No. 3, 286-315 (2008). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{A. Renshaw}, Lifetime Data Anal. 14, No. 3, 286--315 (2008; Zbl 1356.62205) Full Text: DOI OpenURL
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven Modelling the joint distribution of competing risks survival times using copula functions. (English) Zbl 1141.91518 Insur. Math. Econ. 41, No. 3, 339-361 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Kaishev} et al., Insur. Math. Econ. 41, No. 3, 339--361 (2007; Zbl 1141.91518) Full Text: DOI Link OpenURL
Emms, P.; Haberman, S. Asymptotic and numerical analysis of the optimal investment strategy for an insurer. (English) Zbl 1273.91419 Insur. Math. Econ. 40, No. 1, 113-134 (2007). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{P. Emms} and \textit{S. Haberman}, Insur. Math. Econ. 40, No. 1, 113--134 (2007; Zbl 1273.91419) Full Text: DOI Link OpenURL
Gerrard, Russell; Haberman, Steven; Vigna, Elena The management of decumulation risks in a defined contribution pension plan. (English) Zbl 1479.91325 N. Am. Actuar. J. 10, No. 1, 84-110 (2006). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{R. Gerrard} et al., N. Am. Actuar. J. 10, No. 1, 84--110 (2006; Zbl 1479.91325) Full Text: DOI Link OpenURL
Khalaf-Allah, M.; Haberman, S.; Verrall, R. Measuring the effect of mortality improvements on the cost of annuities. (English) Zbl 1201.91092 Insur. Math. Econ. 39, No. 2, 231-249 (2006). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Khalaf-Allah} et al., Insur. Math. Econ. 39, No. 2, 231--249 (2006; Zbl 1201.91092) Full Text: DOI OpenURL
Renshaw, A. E.; Haberman, S. A cohort-based extension to the Lee-Carter model for mortality reduction factors. (English) Zbl 1168.91418 Insur. Math. Econ. 38, No. 3, 556-570 (2006). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 38, No. 3, 556--570 (2006; Zbl 1168.91418) Full Text: DOI OpenURL
Colombo, Luigi; Haberman, Steven Optimal contributions in a defined benefit pension scheme with stochastic new entrants. (English) Zbl 1117.91380 Insur. Math. Econ. 37, No. 2, 335-354 (2005). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{L. Colombo} and \textit{S. Haberman}, Insur. Math. Econ. 37, No. 2, 335--354 (2005; Zbl 1117.91380) Full Text: DOI OpenURL
Haberman, Steven; Sung, Joo-Ho Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. (English) Zbl 1111.91023 Insur. Math. Econ. 36, No. 1, 103-116 (2005). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{J.-H. Sung}, Insur. Math. Econ. 36, No. 1, 103--116 (2005; Zbl 1111.91023) Full Text: DOI OpenURL
Haberman, Steven; Butt, Zolan; Rickayzen, Ben Measuring process risk in income protection insurance. (English) Zbl 1090.91551 Astin Bull. 34, No. 1, 199-227 (2004). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Haberman} et al., ASTIN Bull. 34, No. 1, 199--227 (2004; Zbl 1090.91551) Full Text: DOI OpenURL
Gerrard, Russell; Haberman, Steven; Vigna, Elena Optimal investment choices post-retirement in a defined contribution pension scheme. (English) Zbl 1093.91027 Insur. Math. Econ. 35, No. 2, 321-342 (2004). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{R. Gerrard} et al., Insur. Math. Econ. 35, No. 2, 321--342 (2004; Zbl 1093.91027) Full Text: DOI Link OpenURL
Renshaw, Arthur; Haberman, Steven Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. (English) Zbl 1111.62359 J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 1, 119-137 (2003). MSC: 62P10 91D20 PDF BibTeX XML Cite \textit{A. Renshaw} and \textit{S. Haberman}, J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 1, 119--137 (2003; Zbl 1111.62359) Full Text: DOI OpenURL
Renshaw, A. E.; Haberman, S. Lee-Carter mortality forecasting with age-specific enhancement. (English) Zbl 1103.91371 Insur. Math. Econ. 33, No. 2, 255-272 (2003). MSC: 91D20 62M20 62P05 91B84 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 33, No. 2, 255--272 (2003; Zbl 1103.91371) Full Text: DOI OpenURL
Renshaw, A. E.; Haberman, S. On the forecasting of mortality reduction factors. (English) Zbl 1025.62041 Insur. Math. Econ. 32, No. 3, 379-401 (2003). MSC: 62P05 62M20 91D20 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 32, No. 3, 379--401 (2003; Zbl 1025.62041) Full Text: DOI OpenURL
Haberman, S.; Sung, Joo-Ho Dynamic programming approach to pension funding: the case of incomplete state information. (English) Zbl 1062.90064 Astin Bull. 32, No. 1, 129-142 (2002). MSC: 90C39 62P05 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{J.-H. Sung}, ASTIN Bull. 32, No. 1, 129--142 (2002; Zbl 1062.90064) Full Text: DOI OpenURL
Haberman, Steven; Vigna, Elena Optimal investment strategies and risk measures in defined contribution pension schemes. (English) Zbl 1039.91025 Insur. Math. Econ. 31, No. 1, 35-69 (2002). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{S. Haberman} and \textit{E. Vigna}, Insur. Math. Econ. 31, No. 1, 35--69 (2002; Zbl 1039.91025) Full Text: DOI OpenURL
Vigna, Elena; Haberman, Steven Optimal investment strategy for defined contribution pension schemes. (English) Zbl 0976.91039 Insur. Math. Econ. 28, No. 2, 233-262 (2001). MSC: 91G10 91B30 90C90 PDF BibTeX XML Cite \textit{E. Vigna} and \textit{S. Haberman}, Insur. Math. Econ. 28, No. 2, 233--262 (2001; Zbl 0976.91039) Full Text: DOI OpenURL
Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula Contribution and solvency risk in a defined benefit pension scheme. (English) Zbl 0994.91030 Insur. Math. Econ. 27, No. 2, 237-259 (2000). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{S. Haberman} et al., Insur. Math. Econ. 27, No. 2, 237--259 (2000; Zbl 0994.91030) Full Text: DOI OpenURL