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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 1,468 times in 707 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.
172
2006
Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371
Renshaw, A. E.; Haberman, S.
107
2003
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
63
2009
Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359
Renshaw, Arthur; Haberman, Steven
62
2003
Actuarial models for disability insurance. Zbl 0935.62118
Haberman, S.; Pitacco, E.
50
1999
Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027
Gerrard, Russell; Haberman, Steven; Vigna, Elena
49
2004
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
40
2001
Dynamic approaches to pension funding. Zbl 0818.62091
Haberman, Steven; Sung, Joo-Ho
40
1994
On the forecasting of mortality reduction factors. Zbl 1025.62041
Renshaw, A. E.; Haberman, S.
37
2003
On age-period-cohort parametric mortality rate projections. Zbl 1231.91195
Haberman, Steven; Renshaw, Arthur
37
2009
Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129
Haberman, Steven; Renshaw, Arthur
32
2012
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.
31
2008
Valuation of guaranteed annuity conversion options. Zbl 1071.91019
Ballotta, Laura; Haberman, Steven
30
2003
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
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
28
2014
Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517
Wong-Fupuy, Carlos; Haberman, Steven
26
2004
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
25
2017
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
24
2011
Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501
Delong, Łukasz; Gerrard, Russell; Haberman, Steven
20
2008
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238
Hatzopoulos, P.; Haberman, S.
20
2013
A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394
Hatzopoulos, P.; Haberman, S.
19
2009
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0808.62097
Haberman, S.
18
1994
Pension fund dynamics and gains/losses due to random rates of investment return. Zbl 1082.62543
Owadally, M. Iqbal; Haberman, Steven
17
1999
Optimal strategies for pricing general insurance. Zbl 1273.91236
Emms, P.; Haberman, S.; Savoulli, I.
17
2007
Pricing general insurance using optimal control theory. Zbl 1155.91401
Emms, Paul; Haberman, Steven
17
2005
Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro
16
2015
Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236
Haberman, Steven; Renshaw, Arthur
16
2013
Contribution and solvency risk in a defined benefit pension scheme. Zbl 0994.91030
Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula
15
2000
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
15
2007
A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082
Hatzopoulos, P.; Haberman, S.
14
2011
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
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
11
2011
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
Delay, feedback and variability of pension contributions and fund levels. Zbl 0793.62063
Zimbidis, Alexandros; Haberman, Steven
9
1993
Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509
Iqbal Owadally, M.; Haberman, Steven
9
2004
Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099
Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K.
9
2013
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
On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104
Renshaw, A. E.; Haberman, S.
8
1995
Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093
Butt, Zoltan; Haberman, Steven
8
2004
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
Pension funding with time delays. A stochastic approach. Zbl 0764.62090
Haberman, Steven
8
1992
Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146
Shang, Han Lin; Haberman, Steven
8
2017
Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092
Khalaf-Allah, M.; Haberman, S.; Verrall, R.
8
2006
Pension funding with time delays and autoregressive rates of investment return. Zbl 0789.62087
Haberman, Steven
7
1993
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
Modern actuarial theory and practice. Zbl 0935.62117
Haberman, S.; Booth, P.; Chadburn, R.; Cooper, D.; James, D.
7
1999
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
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
6
2016
The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182
D’Amato, Valeria; Haberman, Steven; Russolillo, Maria
6
2012
Pension funding. The effect of changing the frequency of valuations. Zbl 0793.62062
Haberman, Steven
5
1993
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
History of actuarial science. 10 volume set. Zbl 1065.01502
5
1995
Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380
Colombo, Luigi; Haberman, Steven
5
2005
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
5
2016
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
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
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
4
2016
Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205
Haberman, Steven; Renshaw, Arthur
4
2008
De-risking strategy: longevity spread buy-in. Zbl 1401.91125
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
4
2018
Dual modelling and select mortality. Zbl 0911.62097
Renshaw, A. E.; Haberman, S.
3
1997
Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140
Debón, A.; Chaves, L.; Haberman, S.; Villa, F.
3
2017
Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092
Berg, Menachem P.; Haberman, Steven
2
1994
Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148
Shang, Han Lin; Haberman, Steven
2
2020
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
Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo
2
2016
Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Zbl 1273.91419
Emms, P.; Haberman, S.
2
2007
Computational framework for longevity risk management. Zbl 1296.91151
D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
2
2014
Generalized life insurance: ruin probability. Zbl 1092.91041
Frostig, E.; Haberman, S.; Levikson, B.
2
2003
Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven
1
2014
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
Modeling trends in cohort survival probabilities. Zbl 1348.62239
Hatzopoulos, P.; Haberman, S.
1
2015
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
The treatment of assets in pension funding. Zbl 1159.91407
Iqbal Owadally, M.; Haberman, Steven
1
2004
The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325
Gerrard, Russell; Haberman, Steven; Vigna, Elena
1
2006
Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179
Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven
1
2020
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
4
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
25
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.
3
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
6
2016
Geometrically designed, variable knot regression splines. Zbl 1347.65020
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J.
5
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
4
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
28
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.
20
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.
9
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
32
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
24
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
11
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
63
2009
On age-period-cohort parametric mortality rate projections. Zbl 1231.91195
Haberman, Steven; Renshaw, Arthur
37
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.
31
2008
Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501
Delong, Łukasz; Gerrard, Russell; Haberman, Steven
20
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.
17
2007
Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518
Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven
15
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.
172
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
8
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.
107
2003
Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359
Renshaw, Arthur; Haberman, Steven
62
2003
On the forecasting of mortality reduction factors. Zbl 1025.62041
Renshaw, A. E.; Haberman, S.
37
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
40
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
15
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.
50
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
5
1995
Dynamic approaches to pension funding. Zbl 0818.62091
Haberman, Steven; Sung, Joo-Ho
40
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.
18
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 881 Authors

76 Haberman, Steven
28 Denuit, Michel M.
18 Renshaw, Arthur E.
17 Blake, David
17 Li, Johnny Siu-Hang
16 Cairns, Andrew J. G.
15 Tsai, Cary Chi-Liang
14 Sherris, Michael
12 Liang, Zongxia
11 Lin, Tzuling
10 Guillen, Montserrat
10 Josa-Fombellida, Ricardo
10 Li, Jackie Ji
10 Pantelous, Athanasios A.
10 Vigna, Elena
9 D’Amato, Valeria
9 Huang, Hong-Chih
9 Levantesi, Susanna
9 Rincón-Zapatero, Juan Pablo
9 Wang, Chou-Wen
8 Christiansen, Marcus Christian
8 De Waegenaere, Anja
8 Emms, Paul
8 Forsyth, Peter A.
8 Gerrard, Russell
8 Milevsky, Moshe Arye
8 Nielsen, Jens Perch
8 Piscopo, Gabriella
8 Russolillo, Maria
7 Chen, An
7 Hunt, Andrew
7 Liu, Yanxin
7 Mamon, Rogemar S.
7 Pitacco, Ermanno
6 Debón, Ana
6 Dowd, Kevin
6 Guan, Guohui
6 Li, Han
6 Liu, Xiaoming
6 Loisel, Stéphane
6 MacMinn, Richard D.
6 Shang, Han Lin
6 Yang, Sharon S.
6 Zimbidis, Alexandros A.
5 Antonio, Katrien
5 Devolder, Pierre
5 Hatzopoulos, Peter
5 He, Lin
5 Huang, Huaxiong
5 Jarner, Søren Fiig
5 Jevtić, Petar
5 Kaishev, Vladimir K.
5 Kleinow, Torsten
5 Lin, Yijia
5 Manca, Raimondo
5 Melenberg, Bertrand
5 Menzietti, Massimiliano
5 Millossovich, Pietro
5 Montes, Francisco
5 Regis, Luca
5 Sibillo, Marilena
5 Verrall, Richard J.
5 Villegas, Andrés M.
5 Wang, Jennifer L.
5 Yao, Haixiang
5 Yue, Jack C.
4 Arnold-Gaille, Séverine
4 Arnold, Séverine
4 Ballotta, Laura
4 Bravo, Jorge Miguel
4 Delong, Łukasz
4 Dhaene, Jan
4 Di Lorenzo, Emilia
4 Dimitrova, Dimitrina S.
4 El Karoui, Nicole
4 Federico, Salvatore
4 Gao, Huan
4 Gao, Jianwei
4 Giacometti, Rosella
4 Hainaut, Donatien
4 Lee, Yung-Tsung
4 Li, Danping
4 Lu, Yi
4 Maurer, Raimond H.
4 Menoncin, Francesco
4 Owadally, M. Iqbal
4 Pelsser, Antoon A. J.
4 Planchet, Frédéric
4 Salhi, Yahia
4 Salisbury, Thomas S.
4 Shi, Yanlin
4 Tan, Ken Seng
4 Tzeng, Larry Yu-Ren
4 Zhou, Kenneth Q.
3 Alai, Daniel H.
3 Albrecher, Hansjörg
3 Balasooriya, Uditha
3 Boonen, Tim J.
3 Boumezoued, Alexandre
3 Brockett, Patrick L.
...and 781 more Authors
all top 5

Cited in 81 Serials

293 Insurance Mathematics & Economics
82 North American Actuarial Journal
68 Scandinavian Actuarial Journal
44 ASTIN Bulletin
31 European Actuarial Journal
16 European Journal of Operational Research
13 Journal of Computational and Applied Mathematics
10 Methodology and Computing in Applied Probability
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 Applied Stochastic Models in Business and Industry
5 Quantitative Finance
4 Finance and Stochastics
4 International Journal of Theoretical and Applied Finance
3 Applied Mathematics and Computation
3 Stochastic Analysis and Applications
3 Communications in Statistics. Simulation and Computation
3 Statistical Modelling
3 AStA. Advances in Statistical Analysis
3 The Annals of Applied Statistics
2 Statistics & Probability Letters
2 Mathematical Methods of Statistics
2 Mathematical Problems in Engineering
2 Soft Computing
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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