Edit Profile (opens in new tab) Haberman, Steven Co-Author Distance 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: 104 Publications since 1992, including 4 Books 1 Contribution as Editor Software Indexed: 1 Package Co-Authors: 75 Co-Authors with 99 Joint Publications 739 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 3 Villegas, Andrés M. 2 Asimit, Alexandru V. 2 Badescu, Alexandru M. 2 Bajekal, Madhavi 2 Booth, Philip 2 Butt, Zoltan 2 Chadburn, Robert G. 2 Di Lorenzo, Emilia 2 Huang, Fei 2 James, Dewi Brennig 2 Khalaf-Allah, Marwa 2 Millossovich, Pietro 2 Pitacco, Ermanno 2 Rickayzen, Ben D. 2 Sibillo, Marilena 2 Trapani, Lorenzo 1 Amato, Valeria D. 1 Asanga, Sujith 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 Hui, Francis K. C. 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, Isaac D. 1 Xu, Ruofan 1 Yu, Honglin 1 Zhang, Xuanming 1 Zhou, Luke all top 5 Serials 55 Insurance Mathematics & Economics 12 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 87 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 66 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 91 Publications have been cited 1,738 times in 825 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. 210 2006 Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371 Renshaw, A. E.; Haberman, S. 122 2003 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005 Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 73 2009 Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359 Renshaw, Arthur; Haberman, Steven 71 2003 Actuarial models for disability insurance. Zbl 0935.62118 Haberman, S.; Pitacco, E. 57 1999 Optimal investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027 Gerrard, Russell; Haberman, Steven; Vigna, Elena 54 2004 Optimal investment strategies and risk measures in defined contribution pension schemes. Zbl 1039.91025 Haberman, Steven; Vigna, Elena 50 2002 Optimal investment strategy for defined contribution pension schemes. Zbl 0976.91039 Vigna, Elena; Haberman, Steven 46 2001 Dynamic approaches to pension funding. Zbl 0818.62091 Haberman, Steven; Sung, Joo-Ho 45 1994 The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045 Ballotta, Laura; Haberman, Steven 45 2006 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 43 2014 On age-period-cohort parametric mortality rate projections. Zbl 1231.91195 Haberman, Steven; Renshaw, Arthur 41 2009 On the forecasting of mortality reduction factors. Zbl 1025.62041 Renshaw, A. E.; Haberman, S. 40 2003 Parametric mortality improvement rate modelling and projecting. Zbl 1237.91129 Haberman, Steven; Renshaw, Arthur 40 2012 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. 33 2000 Valuation of guaranteed annuity conversion options. Zbl 1071.91019 Ballotta, Laura; Haberman, Steven 33 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. 32 2008 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 31 2017 Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260 Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven 31 2011 Modelling dependent data for longevity projections. Zbl 1285.91054 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 28 2012 Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517 Wong-Fupuy, Carlos; Haberman, Steven 26 2004 Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238 Hatzopoulos, P.; Haberman, S. 24 2013 Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501 Delong, Łukasz; Gerrard, Russell; Haberman, Steven 22 2008 Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Zbl 0808.62097 Haberman, S. 20 1994 Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236 Haberman, Steven; Renshaw, Arthur 20 2013 A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394 Hatzopoulos, P.; Haberman, S. 19 2009 Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109 Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro 19 2015 The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325 Gerrard, Russell; Haberman, Steven; Vigna, Elena 19 2006 Optimal strategies for pricing general insurance. Zbl 1273.91236 Emms, P.; Haberman, S.; Savoulli, I. 18 2007 Pricing general insurance using optimal control theory. Zbl 1155.91401 Emms, Paul; Haberman, Steven 18 2005 Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518 Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven 17 2007 Pension fund dynamics and gains/losses due to random rates of investment return. Zbl 1082.62543 Owadally, M. Iqbal; Haberman, Steven 17 1999 Contribution and solvency risk in a defined benefit pension scheme. Zbl 0994.91030 Haberman, Steven; Butt, Zoltan; Megaloudi, Chryssoula 15 2000 Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Zbl 1111.91023 Haberman, Steven; Sung, Joo-Ho 15 2005 A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082 Hatzopoulos, P.; Haberman, S. 15 2011 Stochastic investment returns and contribution rate risk in a defined benefit pension scheme. Zbl 0901.90012 Haberman, Steven 14 1997 Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099 Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K. 14 2013 Detecting common longevity trends by a multiple population approach. Zbl 1412.91041 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 14 2014 Moving weighted average graduation using kernel estimation. Zbl 0778.62096 Gavin, John; Haberman, Steven; Verrall, Richard 12 1993 Longevity-indexed life annuities. Zbl 1213.91088 Denuit, Michel; Haberman, Steven; Renshaw, Arthur 12 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 Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093 Butt, Zoltan; Haberman, Steven 10 2004 Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509 Iqbal Owadally, M.; Haberman, Steven 10 2004 Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146 Shang, Han Lin; Haberman, Steven 10 2017 The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182 D’Amato, Valeria; Haberman, Steven; Russolillo, Maria 10 2012 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. 9 1995 Pension funding with time delays. A stochastic approach. Zbl 0764.62090 Haberman, Steven 9 1992 Pension funding with time delays and autoregressive rates of investment return. Zbl 0789.62087 Haberman, Steven 8 1993 Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380 Colombo, Luigi; Haberman, Steven 8 2005 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 Measuring the effect of mortality improvements on the cost of annuities. Zbl 1201.91092 Khalaf-Allah, M.; Haberman, S.; Verrall, R. 8 2006 Entropy, longevity and the cost of annuities. Zbl 1233.91147 Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard 8 2011 Modern actuarial theory and practice. Zbl 0935.62117 Haberman, S.; Booth, P.; Chadburn, R.; Cooper, D.; James, D. 7 1999 Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Zbl 0914.62089 Gerrard, R.; Haberman, S. 7 1996 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 Geometrically designed, variable knot regression splines. Zbl 1347.65020 Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J. 7 2016 Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205 Haberman, Steven; Renshaw, Arthur 7 2008 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 7 2016 On the effectiveness of natural hedging for insurance companies and pension plans. Zbl 1314.91142 Li, Jackie; Haberman, Steven 7 2015 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 Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179 Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven 6 2020 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 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 5 2002 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 History of actuarial science. 10 volume set. Zbl 1065.01502 5 1995 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 Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140 Debón, A.; Chaves, L.; Haberman, S.; Villa, F. 4 2017 Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 4 2016 Optimal management of an insurer’s exposure in a competitive general insurance market. Zbl 1483.91192 Emms, Paul; Haberman, Steven 4 2009 De-risking strategy: longevity spread buy-in. Zbl 1401.91125 D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena 4 2018 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186 Renshaw, Arthur; Haberman, Steven 4 2021 Dual modelling and select mortality. Zbl 0911.62097 Renshaw, A. E.; Haberman, S. 3 1997 Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092 Berg, Menachem P.; Haberman, Steven 3 1994 Dynamic programming approach to pension funding: the case of incomplete state information. Zbl 1062.90064 Haberman, S.; Sung, Joo-Ho 3 2002 Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148 Shang, Han Lin; Haberman, Steven 3 2020 Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328 Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven 3 2014 Pension schemes versus real estate. Zbl 1481.91048 D’Amato, V.; Di Lorenzo, E.; Haberman, S.; Sibillo, M.; Tizzano, R. 3 2021 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. 2 2003 Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Zbl 1273.91419 Emms, P.; Haberman, S. 2 2007 Generalized life insurance: ruin probability. Zbl 1092.91041 Frostig, E.; Haberman, S.; Levikson, B. 2 2003 Computational framework for longevity risk management. Zbl 1296.91151 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 2 2014 Coherent modeling of mortality patterns for age-specific subgroups. Zbl 1426.91220 Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria 2 2019 The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. Zbl 1505.91326 Djeundje, Viani B.; Haberman, Steven; Bajekal, Madhavi; Lu, Joseph 2 2022 Exponential smoothing methods in pension funding. Zbl 1073.91039 Owadally, M. Iqbal; Haberman, Steven 1 2003 A simple graphical method for the comparison of two mortality experiences. Zbl 0961.91022 Haberman, S.; Renshaw, A. E. 1 1999 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 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 The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. Zbl 1505.91326 Djeundje, Viani B.; Haberman, Steven; Bajekal, Madhavi; Lu, Joseph 2 2022 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186 Renshaw, Arthur; Haberman, Steven 4 2021 Pension schemes versus real estate. Zbl 1481.91048 D’Amato, V.; Di Lorenzo, E.; Haberman, S.; Sibillo, M.; Tizzano, R. 3 2021 Multi-population mortality forecasting using tensor decomposition. Zbl 1454.91179 Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven 6 2020 Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148 Shang, Han Lin; Haberman, Steven 3 2020 Coherent modeling of mortality patterns for age-specific subgroups. Zbl 1426.91220 Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria 2 2019 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 31 2017 Grouped multivariate and functional time series forecasting: an application to annuity pricing. Zbl 1394.62146 Shang, Han Lin; Haberman, Steven 10 2017 Characterization of between-group inequality of longevity in European union countries. Zbl 1394.62140 Debón, A.; Chaves, L.; Haberman, S.; Villa, F. 4 2017 Geometrically designed, variable knot regression splines. Zbl 1347.65020 Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven; Verrall, Richard J. 7 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 7 2016 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 Multiple mortality modeling in Poisson Lee-Carter framework. Zbl 1365.62414 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 4 2016 Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. Zbl 1318.91109 Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro 19 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 43 2014 Detecting common longevity trends by a multiple population approach. Zbl 1412.91041 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria; Trapani, Lorenzo 14 2014 Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328 Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven 3 2014 Computational framework for longevity risk management. Zbl 1296.91151 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 2 2014 Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. Zbl 1284.91238 Hatzopoulos, P.; Haberman, S. 24 2013 Modelling and projecting mortality improvement rates using a cohort perspective. Zbl 1284.91236 Haberman, Steven; Renshaw, Arthur 20 2013 Dependent competing risks: cause elimination and its impact on survival. Zbl 1304.91099 Dimitrova, Dimitrina S.; Haberman, Steven; Kaishev, Vladimir K. 14 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 40 2012 Modelling dependent data for longevity projections. Zbl 1285.91054 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria 28 2012 The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. Zbl 1362.62182 D’Amato, Valeria; Haberman, Steven; Russolillo, Maria 10 2012 Extending the Lee-Carter model: a three-way decomposition. Zbl 1277.62260 Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven 31 2011 A dynamic parameterization modeling for the age-period-cohort mortality. Zbl 1218.91082 Hatzopoulos, P.; Haberman, S. 15 2011 Longevity-indexed life annuities. Zbl 1213.91088 Denuit, Michel; Haberman, Steven; Renshaw, Arthur 12 2011 Entropy, longevity and the cost of annuities. Zbl 1233.91147 Haberman, Steven; Khalaf-Allah, Marwa; Verrall, Richard 8 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 73 2009 On age-period-cohort parametric mortality rate projections. Zbl 1231.91195 Haberman, Steven; Renshaw, Arthur 41 2009 A parameterized approach to modeling and forecasting mortality. Zbl 1156.91394 Hatzopoulos, P.; Haberman, S. 19 2009 Optimal management of an insurer’s exposure in a competitive general insurance market. Zbl 1483.91192 Emms, Paul; Haberman, Steven 4 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. 32 2008 Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Zbl 1141.91501 Delong, Łukasz; Gerrard, Russell; Haberman, Steven 22 2008 Mortality, longevity and experiments with the Lee-Carter model. Zbl 1356.62205 Haberman, Steven; Renshaw, Arthur 7 2008 Optimal strategies for pricing general insurance. Zbl 1273.91236 Emms, P.; Haberman, S.; Savoulli, I. 18 2007 Modelling the joint distribution of competing risks survival times using copula functions. Zbl 1141.91518 Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; Haberman, Steven 17 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. 210 2006 The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case. Zbl 1101.60045 Ballotta, Laura; Haberman, Steven 45 2006 The management of decumulation risks in a defined contribution pension plan. Zbl 1479.91325 Gerrard, Russell; Haberman, Steven; Vigna, Elena 19 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 Pricing general insurance using optimal control theory. Zbl 1155.91401 Emms, Paul; Haberman, Steven 18 2005 Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Zbl 1111.91023 Haberman, Steven; Sung, Joo-Ho 15 2005 Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Zbl 1117.91380 Colombo, Luigi; Haberman, Steven 8 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 investment choices post-retirement in a defined contribution pension scheme. Zbl 1093.91027 Gerrard, Russell; Haberman, Steven; Vigna, Elena 54 2004 Projecting mortality trends: recent developments in the United Kingdom and the United States. Zbl 1085.62517 Wong-Fupuy, Carlos; Haberman, Steven 26 2004 Application of frailty-based mortality models using generalized linear models. Zbl 1058.62093 Butt, Zoltan; Haberman, Steven 10 2004 Efficient gain and loss amortization and optimal funding in pension plans. Zbl 1085.62509 Iqbal Owadally, M.; Haberman, Steven 10 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. 122 2003 Lee-Carter mortality forecasting: a parallel generalized linear modelling approach for England and Wales mortality projections. Zbl 1111.62359 Renshaw, Arthur; Haberman, Steven 71 2003 On the forecasting of mortality reduction factors. Zbl 1025.62041 Renshaw, A. E.; Haberman, S. 40 2003 Valuation of guaranteed annuity conversion options. Zbl 1071.91019 Ballotta, Laura; Haberman, Steven 33 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. 2 2003 Generalized life insurance: ruin probability. Zbl 1092.91041 Frostig, E.; Haberman, S.; Levikson, B. 2 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 50 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 5 2002 Dynamic programming approach to pension funding: the case of incomplete state information. Zbl 1062.90064 Haberman, S.; Sung, Joo-Ho 3 2002 Optimal investment strategy for defined contribution pension schemes. Zbl 0976.91039 Vigna, Elena; Haberman, Steven 46 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. 33 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. 57 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 14 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. 7 1996 On the graduations associated with a multiple state model for permanent health insurance. Zbl 0835.62104 Renshaw, A. E.; Haberman, S. 9 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 45 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. 20 1994 Trend analysis and prediction procedures for time nonhomogeneous claim processes. Zbl 0813.62092 Berg, Menachem P.; Haberman, Steven 3 1994 Moving weighted average graduation using kernel estimation. Zbl 0778.62096 Gavin, John; Haberman, Steven; Verrall, Richard 12 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 8 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 9 1992 all cited Publications top 5 cited Publications all top 5 Cited by 1,044 Authors 79 Haberman, Steven 29 Denuit, Michel M. 21 Li, Johnny Siu-Hang 18 Blake, David 18 Renshaw, Arthur E. 17 Cairns, Andrew J. G. 17 Sherris, Michael 15 Tsai, Cary Chi-Liang 13 Levantesi, Susanna 12 Josa-Fombellida, Ricardo 12 Liang, Zongxia 12 Pantelous, Athanasios A. 11 Lin, Tzuling 11 Piscopo, Gabriella 10 Guillen, Montserrat 10 Li, Jackie 10 Vigna, Elena 9 D’Amato, Valeria 9 Huang, Hong-Chih 9 Hunt, Andrew 9 Rincón-Zapatero, Juan Pablo 9 Villegas, Andrés M. 9 Wang, Chou-Wen 8 Christiansen, Marcus Christian 8 De Waegenaere, Anja 8 Emms, Paul 8 Forsyth, Peter A. 8 Gerrard, Russell 8 Li, Han 8 Li, Hong 8 Liu, Yanxin 8 Mamon, Rogemar S. 8 Milevsky, Moshe Arye 8 Nielsen, Jens Perch 8 Russolillo, Maria 8 Shi, Yanlin 8 Sibillo, Marilena 7 Debón, Ana 7 Di Lorenzo, Emilia 7 Jevtić, Petar 7 Kleinow, Torsten 7 Liu, Xiaoming 7 O’Hare, Colin 7 Pitacco, Ermanno 7 Shang, Han Lin 6 Devolder, Pierre 6 Dowd, Kevin 6 Guan, Guohui 6 Jarner, Søren Fiig 6 Loisel, Stéphane 6 MacMinn, Richard D. 6 Montes, Francisco 6 Nigri, Andrea 6 Regis, Luca 6 Yang, Sharon S. 6 Zhou, Kenneth Q. 6 Zimbidis, Alexandros A. 5 Antonio, Katrien 5 Arnold, Séverine 5 Bravo, Jorge Miguel 5 Chan, Wai-Sum 5 Chen, An 5 D’Amico, Guglielmo 5 Dhaene, Jan 5 Gao, Huan 5 Hainaut, Donatien 5 Hatzopoulos, Peter 5 He, Lin 5 Huang, Fei 5 Huang, Huaxiong 5 Kaishev, Vladimir K. 5 Lin, Yijia 5 Manca, Raimondo 5 Melenberg, Bertrand 5 Menzietti, Massimiliano 5 Millossovich, Pietro 5 Verrall, Richard J. 5 Wang, Jennifer L. 5 Yao, Haixiang 5 Yue, Jack C. 4 Albrecher, Hansjörg 4 Alonso-García, Jennifer 4 Arnold-Gaille, Séverine 4 Ballotta, Laura 4 Boonen, Tim J. 4 Chang, Le 4 Delong, Łukasz 4 Dimitrova, Dimitrina S. 4 El Karoui, Nicole 4 Federico, Salvatore 4 Gao, Jianwei 4 Giacometti, Rosella 4 Hardy, Mary Rosalyn 4 Lee, Yung-Tsung 4 Li, Danping 4 Lu, Yang 4 Lu, Yi 4 Maurer, Raimond H. 4 Menoncin, Francesco 4 Neves, César ...and 944 more Authors all top 5 Cited in 98 Serials 305 Insurance Mathematics & Economics 95 North American Actuarial Journal 77 Scandinavian Actuarial Journal 60 ASTIN Bulletin 37 European Actuarial Journal 18 European Journal of Operational Research 13 Journal of Computational and Applied Mathematics 13 Decisions in Economics and Finance 11 Communications in Statistics. 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Japanese Issue 1 Cogent Mathematics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 21 Fields 724 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 364 Statistics (62-XX) 82 Systems theory; control (93-XX) 80 Probability theory and stochastic processes (60-XX) 43 Operations research, mathematical programming (90-XX) 24 Calculus of variations and optimal control; optimization (49-XX) 19 Numerical analysis (65-XX) 13 Computer science (68-XX) 10 Biology and other natural sciences (92-XX) 7 Partial differential equations (35-XX) 5 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Geophysics (86-XX) 1 Mathematical logic and foundations (03-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-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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