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Author ID: gerrard.russell Recent zbMATH articles by "Gerrard, Russell"
Published as: Gerrard, Russell; Gerrard, R.
Documents Indexed: 15 Publications since 1983
Co-Authors: 16 Co-Authors with 14 Joint Publications
470 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 162 times in 135 Documents Cited by Year
Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027
Gerrard, Russell; Haberman, Steven; Vigna, Elena
49
2004
Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040
Delong, Łukasz; Gerrard, Russell
37
2007
Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501
Delong, Łukasz; Gerrard, Russell; Haberman, Steven
20
2008
Stochastic pension fund control in the presence of Poisson jumps. Zbl 1120.60063
Ngwira, Bernard; Gerrard, Russell
19
2007
Choosing the optimal annuitization time post-retirement. Zbl 1279.91094
Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena
16
2012
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
6
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
Tail dependence measure for examining financial extreme co-movements. Zbl 1443.62329
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; Peng, Liang
4
2016
Communication and personal selection of pension saver’s financial risk. Zbl 1431.91329
Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; Nielsen, Jens Perch
2
2019
On the worst and least possible asymptotic dependence. Zbl 1329.60144
Asimit, Alexandru V.; Gerrard, Russell
2
2016
The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325
Gerrard, Russell; Haberman, Steven; Vigna, Elena
1
2006
Communication and personal selection of pension saver’s financial risk. Zbl 1431.91329
Gerrard, Russell; Hiabu, Munir; Kyriakou, Ioannis; Nielsen, Jens Perch
2
2019
Tail dependence measure for examining financial extreme co-movements. Zbl 1443.62329
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; Peng, Liang
4
2016
On the worst and least possible asymptotic dependence. Zbl 1329.60144
Asimit, Alexandru V.; Gerrard, Russell
2
2016
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
6
2015
Choosing the optimal annuitization time post-retirement. Zbl 1279.91094
Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena
16
2012
Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501
Delong, Łukasz; Gerrard, Russell; Haberman, Steven
20
2008
Mean-variance portfolio selection for a non-life insurance company. Zbl 1148.60040
Delong, Łukasz; Gerrard, Russell
37
2007
Stochastic pension fund control in the presence of Poisson jumps. Zbl 1120.60063
Ngwira, Bernard; Gerrard, Russell
19
2007
The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325
Gerrard, Russell; Haberman, Steven; Vigna, Elena
1
2006
Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027
Gerrard, Russell; Haberman, Steven; Vigna, Elena
49
2004
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Zbl 0914.62089
Gerrard, R.; Haberman, S.
6
1996
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Cited by 205 Authors

12 Zeng, Yan
9 Forsyth, Peter A.
9 Li, Zhongfei
8 Shen, Yang
7 Zhao, Hui
6 Liang, Zongxia
5 Gerrard, Russell
5 Haberman, Steven
5 He, Lin
5 Vigna, Elena
5 Yao, Haixiang
4 Chen, Ping
4 Guo, Junyi
4 Josa-Fombellida, Ricardo
4 Rincón-Zapatero, Juan Pablo
4 Wang, Suxin
3 Dang, Duy Minh
3 Delong, Łukasz
3 Federico, Salvatore
3 Gao, Jianwei
3 Lai, Yongzeng
3 Nielsen, Jens Perch
3 Oosterlee, Cornelis Willebrordus
3 Rong, Ximin
3 Wang, Jian
3 Wu, Huiling
2 Alia, Ishak
2 Bi, Junna
2 Chen, Lv
2 Chighoub, Farid
2 Dadashi, Hassan
2 Di Giacinto, Marina
2 Donnelly, Catherine
2 Gozzi, Fausto
2 Hainaut, Donatien
2 Konicz, Agnieszka Karolina
2 Li, Xun
2 Li, Yongwu
2 Li, Yuying
2 Liang, Xiaoqing
2 Lin, Yijia
2 Lu, Yi
2 Maurer, Raimond H.
2 Mitchell, Olivia S.
2 Pisinger, David
2 Regis, Luca
2 Sohail, Ayesha
2 Tian, Ruilin
2 Vetzal, Kenneth R.
2 Viens, Frederi G.
2 Weng, Chengguo
2 Westmacott, Graham
2 Yi, Bo
2 Zeng, Li
2 Zhang, Xiaoyi
1 Ai, Jing
1 Asimit, Alexandru V.
1 Bai, Lihua
1 Baltas, Ioannis D.
1 Bernhardt, Thomas
1 Bouaicha, Nour El Houda
1 Brockett, Patrick L.
1 Butt, Adam
1 Cao, Jing
1 Cao, Jingyi
1 Cao, Yusong
1 Castaneda, Ranu
1 Ceci, Claudia
1 Černý, Aleš
1 Chang, Shih-Chieh
1 Chavez-Bedoya, Luis
1 Chen, Chiang-Chu
1 Chen, Yuefen
1 Chen, Zhiping
1 Colaneri, Katia
1 Colivicchi, Ilaria
1 Cretarola, Alessandra
1 Dagpunar, John
1 De Angelis, Tiziano
1 Deelstra, Griselda
1 Deng, Liubao
1 Derumigny, Alexis
1 Dhaene, Jan
1 Dopierala, L.
1 Dus, Ivica
1 Emms, Paul
1 Escobar Anel, Marcos
1 Fahrenwaldt, Matthias Albrecht
1 Fermanian, Jean-David
1 Freedman, Barry A.
1 Fujii, Masaaki
1 Furman, Edward
1 Gassiat, Paul
1 Gu, Ailing
1 Guan, Guohui
1 Guillen, Montserrat
1 Guo, Xianping
1 Hagenimana, Emmanuel
1 Han, Nan-Wei
1 Hardy, Mary Rosalyn
...and 105 more Authors

Citations by Year