Year 2016

Year 2016
  • Yang, B., J. Li and U. Balasooriya. (2016)  Cohort extensions of the Poisson common factor model for modelling both genders jointly. Scandinavian Actuarial Journal, 2016(2), 93-112.
  • Tan, C.I., Li, J, Li, J.S.H. and Balasooriya, U. (2016)  Stochastic Modelling of the Hybrid Survival Curve. Journal of Population Research. DOI: 10.1007/s12546-016-9168-x
  • Milidonis, A.  An Empirical Investigation of CDS spreads using a Regime Switching Default Risk Model. North American Actuarial Journal, July 2016, Pages 252-275.
  • Michaelides, A., Milidonis, A., Nishiotis, G.P., Papakyriakou, P., (2015) The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. Journal of Financial Economics, Volume 116, Issue 3, June 2015, Pages 526-547.
  • Wang, Shaun (2016)  Optimal Level of Information Security Investment: Model and Formula, Working paper
  • Nie, C., Wang, S. and Li, S. (2016) Applying Surplus Process to Model the Effect of Spending on Cyber Security Level, Working Paper, Dec 2016.
  • Wang, Shaun S. (2016)  Ageing gracefully with assurance, Singapore Business Review, 29 Feb 2016.