Edit Profile (opens in new tab) Haberman, Steven Compute Distance To: Compute Author ID: 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 Documents Indexed: 102 Publications since 1992, including 4 Books 1 Contribution as Editor Co-Authors: 72 Co-Authors with 97 Joint Publications 617 Co-Co-Authors all top 5 Co-Authors 6 single-authored 19 Renshaw, Arthur E. 8 Russolillo, Maria 7 D’Amato, Valeria 6 Gerrard, Russell 5 Hatzopoulos, Peter 5 Piscopo, Gabriella 5 Verrall, Richard J. 5 Zimbidis, Alexandros A. 4 Denuit, Michel M. 4 Emms, Paul 4 Kaishev, Vladimir K. 4 Owadally, M. Iqbal 4 Vigna, Elena 3 Ballotta, Laura 3 Dimitrova, Dimitrina S. 3 Giordano, Giuseppe 3 Shang, Han Lin 3 Sung, Joo-Ho 2 Asimit, Alexandru V. 2 Badescu, Alexandru M. 2 Booth, Philip 2 Butt, Zoltan 2 Chadburn, Robert G. 2 Di Lorenzo, Emilia 2 James, Dewi Brennig 2 Khalaf-Allah, Marwa 2 Millossovich, Pietro 2 Pitacco, Ermanno 2 Rickayzen, Ben D. 2 Sibillo, Marilena 2 Trapani, Lorenzo 2 Villegas, Andrés M. 1 Amato, Valeria D. 1 Asanga, Sujith 1 Bajekal, Madhavi 1 Berg, Menachem P. 1 Boado-Penas, María del Carmen 1 Butt, Zolan 1 Colombo, Luigi 1 Danesi, Ivan Luciano 1 Debón, Ana 1 Delong, Łukasz 1 Djeundje, Viani Biatat 1 Dong, Yumo 1 England, Peter D. 1 Esposito, Giorgia 1 Frostig, Esther 1 Gavin, John 1 Godínez-Olivares, Humberto 1 Huang, Fei 1 Khorasanee, M. Zaki 1 Khorasanee, Zaki M. 1 Kim, Eunseok 1 Levikson, Benny 1 Li, Jackie 1 Lu, Joseph 1 Megaloudi, Chryssoula 1 Ngwira, Bernard 1 Olivieri, Annamaria 1 Plumb, Robert H. 1 Sagoo, Pretty 1 Savoulli, I. 1 Sibbett, Trevor A. 1 Sithole, Terry Z. 1 Tizzano, Roberto 1 Velmachos, Dimitrios 1 Wang, Nan 1 Wong-Fupuy, Carlos 1 Wong, Patrick Lam Yuk 1 Wright, I. D. 1 Xu, Ruofan 1 Yu, Honglin all top 5 Serials 54 Insurance Mathematics & Economics 11 North American Actuarial Journal 8 ASTIN Bulletin 5 Journal of Actuarial Practice 3 Scandinavian Actuarial Journal 3 European Actuarial Journal 2 Communications in Statistics. Theory and Methods 2 Methodology and Computing in Applied Probability 2 IMA Journal of Management Mathematics 1 Annals of Operations Research 1 Computational Statistics 1 Lifetime Data Analysis 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Applied Stochastic Models in Business and Industry 1 Decisions in Economics and Finance 1 Computational Management Science all top 5 Fields 84 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 65 Statistics (62-XX) 6 Systems theory; control (93-XX) 5 Operations research, mathematical programming (90-XX) 4 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 87 Publications have been cited 1,510 times in 728 Documents Cited by ▼ Year ▼ A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418Renshaw, A. E.; Haberman, S. 181 2006 Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371Renshaw, A. E.; Haberman, S. 110 2003 Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359Renshaw, Arthur; Haberman, Steven 65 2003 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 65 2009 Actuarial models for disability insurance. Zbl 0935.62118Haberman, S.; Pitacco, E. 51 1999 Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027Gerrard, Russell; Haberman, Steven; Vigna, Elena 49 2004 Optimal investment strategies and risk measures in defined contribution pension schemes. Zbl 1039.91025Haberman, Steven; Vigna, Elena 48 2002 The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045Ballotta, Laura; Haberman, Steven 42 2006 Optimal investment strategy for defined contribution pension schemes. Zbl 0976.91039Vigna, Elena; Haberman, Steven 41 2001 Dynamic approaches to pension funding. Zbl 0818.62091Haberman, Steven; Sung, Joo-Ho 41 1994 On age-period-cohort parametric mortality rate projections. Zbl 1231.91195Haberman, Steven; Renshaw, Arthur 38 2009 On the forecasting of mortality reduction factors. Zbl 1025.62041Renshaw, A. E.; Haberman, S. 38 2003 Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129Haberman, Steven; Renshaw, Arthur 33 2012 Valuation of guaranteed annuity conversion options. Zbl 1071.91019Ballotta, Laura; Haberman, Steven 32 2003 On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598Renshaw, A. E.; Haberman, S. 32 2008 An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Zbl 1055.62555Sithole, 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 1412.91057Villegas, Andrés M.; Haberman, Steven 29 2014 A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro 26 2017 Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517Wong-Fupuy, Carlos; Haberman, Steven 26 2004 Modelling dependent data for longevity projections. Zbl 1285.91054D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 25 2012 Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven 24 2011 Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501Delong, Łukasz; Gerrard, Russell; Haberman, Steven 20 2008 Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238Hatzopoulos, P.; Haberman, S. 20 2013 A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394Hatzopoulos, 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 0808.62097Haberman, S. 18 1994 Pricing general insurance using optimal control theory. Zbl 1155.91401Emms, Paul; Haberman, Steven 17 2005 Optimal strategies for pricing general insurance. Zbl 1273.91236Emms, P.; Haberman, S.; Savoulli, I. 17 2007 Pension fund dynamics and gains/losses due to random rates of investment return. Zbl 1082.62543Owadally, M. Iqbal; Haberman, Steven 17 1999 Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236Haberman, Steven; Renshaw, Arthur 16 2013 Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro 16 2015 Contribution and solvency risk in a defined benefit pension scheme. Zbl 0994.91030Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula 15 2000 Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven 15 2007 A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082Hatzopoulos, P.; Haberman, S. 15 2011 Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Zbl 1111.91023Haberman, Steven; Sung, Joo-Ho 13 2005 Stochastic investment returns and contribution rate risk in a defined benefit pension scheme. Zbl 0901.90012Haberman, Steven 12 1997 Moving weighted average graduation using kernel estimation. Zbl 0778.62096Gavin, John; Haberman, Steven; Verrall, Richard 11 1993 Longevity-indexed life annuities. Zbl 1213.91088Denuit, 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 0971.62065Renshaw, A. E.; Haberman, S. 10 2000 Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K. 10 2013 Delay, feedback and variability of pension contributions and fund levels. Zbl 0793.62063Zimbidis, Alexandros; Haberman, Steven 9 1993 Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509Iqbal Owadally, M.; Haberman, Steven 9 2004 Detecting common longevity trends by a multiple population approach. Zbl 1412.91041D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 8 2014 Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092Khalaf-Allah, M.; Haberman, S.; Verrall, R. 8 2006 Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093Butt, Zoltan; Haberman, Steven 8 2004 Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146Shang, Han Lin; Haberman, Steven 8 2017 Pension funding with time delays. A stochastic approach. Zbl 0764.62090Haberman, Steven 8 1992 On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104Renshaw, A. E.; Haberman, S. 8 1995 Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162Denuit, M.; Haberman, S.; Renshaw, A. E. 8 2010 The combined effect of delay and feedback on the insurance pricing process: a control theory approach. Zbl 1055.62556Zimbidis, Alexandros; Haberman, Steven 7 2001 Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Zbl 0914.62089Gerrard, R.; Haberman, S. 7 1996 Geometrically designed, variable knot regression splines. Zbl 1347.65020Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J. 7 2016 Pension funding with time delays and autoregressive rates of investment return. Zbl 0789.62087Haberman, Steven 7 1993 On the effectiveness of natural hedging for insurance companies and pension plans. Zbl 1314.91142Li, Jackie; Haberman, Steven 7 2015 Modern actuarial theory and practice. Zbl 0935.62117Haberman, S.; Booth, P.; Chadburn, R.; Cooper, D.; James, D. 7 1999 Entropy, longevity and the cost of annuities. Zbl 1233.91147Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard 7 2011 The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182D’Amato, Valeria; Haberman, Steven; Russolillo, Maria 6 2012 Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok 6 2016 Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205Haberman, Steven; Renshaw, Arthur 6 2008 Pension funding. The effect of changing the frequency of valuations. Zbl 0793.62062Haberman, Steven 5 1993 The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements. Zbl 1151.91561Ballotta, Laura; Esposito, Giorgia; Haberman, Steven 5 2006 Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380Colombo, Luigi; Haberman, Steven 5 2005 Modern actuarial theory and practice. 2nd ed. Zbl 1076.62107Booth, 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 De-risking strategy: longevity spread buy-in. Zbl 1401.91125D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena 4 2018 Optimal strategies for pay-as-you-go pension finance: a sustainability framework. Zbl 1369.91085Godínez-Olivares, Humberto; Boado-Penas, María del Carmen; Haberman, Steven 4 2016 Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 4 2016 Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0906.62111Haberman, Steven; Wong, Patrick Lam Yuk 4 1997 Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140Debón, A.; Chaves, L.; Haberman, S.; Villa, F. 3 2017 Dual modelling and select mortality. Zbl 0911.62097Renshaw, A. E.; Haberman, S. 3 1997 Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148Shang, Han Lin; Haberman, Steven 2 2020 Generalized life insurance: ruin probability. Zbl 1092.91041Frostig, E.; Haberman, S.; Levikson, B. 2 2003 Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092Berg, Menachem P.; Haberman, Steven 2 1994 Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Zbl 1273.91419Emms, P.; Haberman, S. 2 2007 Dynamic programming approach to pension funding: the case of incomplete state information. Zbl 1062.90064Haberman, S.; Sung, Joo-Ho 2 2002 Computational framework for longevity risk management. Zbl 1296.91151D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 2 2014 An investigation of the pay-as-you-go financing method using a contingency fund and optimal control techniques. Zbl 1084.91522Haberman, Steven; Zimbidis, Alexandros 2 2002 The treatment of assets in pension funding. Zbl 1159.91407Iqbal Owadally, M.; Haberman, Steven 1 2004 Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven 1 2014 Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven 1 2020 The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325Gerrard, Russell; Haberman, Steven; Vigna, Elena 1 2006 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186Renshaw, Arthur; Haberman, Steven 1 2021 Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384Haberman, S.; Renshaw, A. E. 1 2009 Risk measurement and management of defined benefit pension schemes: a stochastic approach. Zbl 1106.91338Haberman, S.; Khorasanee, M. Z.; Ngwira, B.; Wright, I. D. 1 2003 Exponential smoothing methods in pension funding. Zbl 1073.91039Owadally, M. Iqbal; Haberman, Steven 1 2003 Modeling trends in cohort survival probabilities. Zbl 1348.62239Hatzopoulos, P.; Haberman, S. 1 2015 A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022Haberman, S.; Renshaw, A. E. 1 1999 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186Renshaw, Arthur; Haberman, Steven 1 2021 Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148Shang, Han Lin; Haberman, Steven 2 2020 Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven 1 2020 De-risking strategy: longevity spread buy-in. Zbl 1401.91125D’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 1390.91215Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro 26 2017 Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146Shang, Han Lin; Haberman, Steven 8 2017 Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140Debón, A.; Chaves, L.; Haberman, S.; Villa, F. 3 2017 Geometrically designed, variable knot regression splines. Zbl 1347.65020Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J. 7 2016 Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok 6 2016 Optimal strategies for pay-as-you-go pension finance: a sustainability framework. Zbl 1369.91085Godínez-Olivares, Humberto; Boado-Penas, María del Carmen; Haberman, Steven 4 2016 Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 4 2016 Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro 16 2015 On the effectiveness of natural hedging for insurance companies and pension plans. Zbl 1314.91142Li, Jackie; Haberman, Steven 7 2015 Modeling trends in cohort survival probabilities. Zbl 1348.62239Hatzopoulos, P.; Haberman, S. 1 2015 On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. Zbl 1412.91057Villegas, Andrés M.; Haberman, Steven 29 2014 Detecting common longevity trends by a multiple population approach. Zbl 1412.91041D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 8 2014 Computational framework for longevity risk management. Zbl 1296.91151D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 2 2014 Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven 1 2014 Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238Hatzopoulos, P.; Haberman, S. 20 2013 Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236Haberman, Steven; Renshaw, Arthur 16 2013 Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K. 10 2013 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129Haberman, Steven; Renshaw, Arthur 33 2012 Modelling dependent data for longevity projections. Zbl 1285.91054D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 25 2012 The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182D’Amato, Valeria; Haberman, Steven; Russolillo, Maria 6 2012 Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven 24 2011 A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082Hatzopoulos, P.; Haberman, S. 15 2011 Longevity-indexed life annuities. Zbl 1213.91088Denuit, Michel; Haberman, Steven; Renshaw, Arthur 11 2011 Entropy, longevity and the cost of annuities. Zbl 1233.91147Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard 7 2011 Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162Denuit, M.; Haberman, S.; Renshaw, A. E. 8 2010 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 65 2009 On age-period-cohort parametric mortality rate projections. Zbl 1231.91195Haberman, Steven; Renshaw, Arthur 38 2009 A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394Hatzopoulos, P.; Haberman, S. 19 2009 Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. Zbl 1168.62384Haberman, S.; Renshaw, A. E. 1 2009 On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. Zbl 1152.91598Renshaw, A. E.; Haberman, S. 32 2008 Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501Delong, Łukasz; Gerrard, Russell; Haberman, Steven 20 2008 Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205Haberman, Steven; Renshaw, Arthur 6 2008 Optimal strategies for pricing general insurance. Zbl 1273.91236Emms, P.; Haberman, S.; Savoulli, I. 17 2007 Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven 15 2007 Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Zbl 1273.91419Emms, P.; Haberman, S. 2 2007 A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418Renshaw, A. E.; Haberman, S. 181 2006 The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045Ballotta, Laura; Haberman, Steven 42 2006 Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092Khalaf-Allah, M.; Haberman, S.; Verrall, R. 8 2006 The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements. Zbl 1151.91561Ballotta, Laura; Esposito, Giorgia; Haberman, Steven 5 2006 The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325Gerrard, Russell; Haberman, Steven; Vigna, Elena 1 2006 Pricing general insurance using optimal control theory. Zbl 1155.91401Emms, Paul; Haberman, Steven 17 2005 Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Zbl 1111.91023Haberman, Steven; Sung, Joo-Ho 13 2005 Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380Colombo, Luigi; Haberman, Steven 5 2005 Modern actuarial theory and practice. 2nd ed. Zbl 1076.62107Booth, Philip; Chadburn, Robert; Haberman, Steven; James, Dewi; Khorasanee, Zaki; Plumb, Robert H.; Rickayzen, Ben 5 2005 Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027Gerrard, Russell; Haberman, Steven; Vigna, Elena 49 2004 Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517Wong-Fupuy, Carlos; Haberman, Steven 26 2004 Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509Iqbal Owadally, M.; Haberman, Steven 9 2004 Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093Butt, Zoltan; Haberman, Steven 8 2004 The treatment of assets in pension funding. Zbl 1159.91407Iqbal Owadally, M.; Haberman, Steven 1 2004 Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371Renshaw, A. E.; Haberman, S. 110 2003 Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359Renshaw, Arthur; Haberman, Steven 65 2003 On the forecasting of mortality reduction factors. Zbl 1025.62041Renshaw, A. E.; Haberman, S. 38 2003 Valuation of guaranteed annuity conversion options. Zbl 1071.91019Ballotta, Laura; Haberman, Steven 32 2003 Generalized life insurance: ruin probability. Zbl 1092.91041Frostig, E.; Haberman, S.; Levikson, B. 2 2003 Risk measurement and management of defined benefit pension schemes: a stochastic approach. Zbl 1106.91338Haberman, S.; Khorasanee, M. Z.; Ngwira, B.; Wright, I. D. 1 2003 Exponential smoothing methods in pension funding. Zbl 1073.91039Owadally, M. Iqbal; Haberman, Steven 1 2003 Optimal investment strategies and risk measures in defined contribution pension schemes. Zbl 1039.91025Haberman, Steven; Vigna, Elena 48 2002 Dynamic programming approach to pension funding: the case of incomplete state information. Zbl 1062.90064Haberman, 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 1084.91522Haberman, Steven; Zimbidis, Alexandros 2 2002 Optimal investment strategy for defined contribution pension schemes. Zbl 0976.91039Vigna, Elena; Haberman, Steven 41 2001 The combined effect of delay and feedback on the insurance pricing process: a control theory approach. Zbl 1055.62556Zimbidis, Alexandros; Haberman, Steven 7 2001 An investigation into parametric model for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Zbl 1055.62555Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J. 29 2000 Contribution and solvency risk in a defined benefit pension scheme. Zbl 0994.91030Haberman, 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 0971.62065Renshaw, A. E.; Haberman, S. 10 2000 Actuarial models for disability insurance. Zbl 0935.62118Haberman, S.; Pitacco, E. 51 1999 Pension fund dynamics and gains/losses due to random rates of investment return. Zbl 1082.62543Owadally, M. Iqbal; Haberman, Steven 17 1999 Modern actuarial theory and practice. Zbl 0935.62117Haberman, S.; Booth, P.; Chadburn, R.; Cooper, D.; James, D. 7 1999 A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022Haberman, S.; Renshaw, A. E. 1 1999 Stochastic investment returns and contribution rate risk in a defined benefit pension scheme. Zbl 0901.90012Haberman, Steven 12 1997 Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0906.62111Haberman, Steven; Wong, Patrick Lam Yuk 4 1997 Dual modelling and select mortality. Zbl 0911.62097Renshaw, A. E.; Haberman, S. 3 1997 Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Zbl 0914.62089Gerrard, R.; Haberman, S. 7 1996 On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104Renshaw, A. E.; Haberman, S. 8 1995 History of actuarial science. 10 volume set. Zbl 1065.01502 5 1995 Dynamic approaches to pension funding. Zbl 0818.62091Haberman, Steven; Sung, Joo-Ho 41 1994 Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0808.62097Haberman, S. 18 1994 Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092Berg, Menachem P.; Haberman, Steven 2 1994 Moving weighted average graduation using kernel estimation. Zbl 0778.62096Gavin, John; Haberman, Steven; Verrall, Richard 11 1993 Delay, feedback and variability of pension contributions and fund levels. Zbl 0793.62063Zimbidis, Alexandros; Haberman, Steven 9 1993 Pension funding with time delays and autoregressive rates of investment return. Zbl 0789.62087Haberman, Steven 7 1993 Pension funding. The effect of changing the frequency of valuations. Zbl 0793.62062Haberman, Steven 5 1993 Pension funding with time delays. A stochastic approach. Zbl 0764.62090Haberman, Steven 8 1992 all cited Publications top 5 cited Publications all top 5 Cited by 910 Authors 77 Haberman, Steven 28 Denuit, Michel M. 18 Renshaw, Arthur E. 17 Blake, David 17 Li, Johnny Siu-Hang 16 Cairns, Andrew J. G. 15 Sherris, Michael 15 Tsai, Cary Chi-Liang 12 Liang, Zongxia 11 Lin, Tzuling 10 Guillen, Montserrat 10 Josa-Fombellida, Ricardo 10 Levantesi, Susanna 10 Li, Jackie 10 Pantelous, Athanasios A. 10 Vigna, Elena 9 D’Amato, Valeria 9 Huang, Hong-Chih 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 Li, Hong 7 Liu, Yanxin 7 Mamon, Rogemar S. 7 Pitacco, Ermanno 7 Shang, Han Lin 6 Debón, Ana 6 Dowd, Kevin 6 Guan, Guohui 6 Jevtić, Petar 6 Li, Han 6 Liu, Xiaoming 6 Loisel, Stéphane 6 MacMinn, Richard D. 6 Regis, Luca 6 Villegas, Andrés M. 6 Yang, Sharon S. 6 Zimbidis, Alexandros A. 5 Antonio, Katrien 5 Arnold, Séverine 5 Devolder, Pierre 5 Dhaene, Jan 5 Hatzopoulos, Peter 5 He, Lin 5 Huang, Huaxiong 5 Jarner, Søren Fiig 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 Shi, Yanlin 5 Sibillo, Marilena 5 Verrall, Richard J. 5 Wang, Jennifer L. 5 Yao, Haixiang 5 Yue, Jack C. 4 Albrecher, Hansjörg 4 Arnold-Gaille, Séverine 4 Ballotta, Laura 4 Bravo, Jorge Miguel 4 Delong, Łukasz 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 Huang, Fei 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 Tan, Ken Seng 4 Tzeng, Larry Yu-Ren 4 Zhou, Kenneth Q. 3 Alai, Daniel H. 3 Alonso-García, Jennifer 3 Balasooriya, Uditha ...and 810 more Authors all top 5 Cited in 83 Serials 295 Insurance Mathematics & Economics 84 North American Actuarial Journal 71 Scandinavian Actuarial Journal 47 ASTIN Bulletin 33 European Actuarial Journal 17 European Journal of Operational Research 13 Journal of Computational and Applied Mathematics 10 Methodology and Computing in Applied Probability 9 Communications in Statistics. 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Japanese Issue 1 Cogent Mathematics 1 Statistical Theory and Related Fields all top 5 Cited in 19 Fields 648 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 327 Statistics (62-XX) 74 Systems theory; control (93-XX) 71 Probability theory and stochastic processes (60-XX) 38 Operations research, mathematical programming (90-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 19 Numerical analysis (65-XX) 9 Computer science (68-XX) 9 Biology and other natural sciences (92-XX) 6 Partial differential equations (35-XX) 5 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Approximations and expansions (41-XX) 2 Geophysics (86-XX) 1 Mathematical logic and foundations (03-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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