Catherine Donnelly

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Quantifying the trade-off between income stability and the number of members in a pooled annuity fund ASTIN Bulletin	2021-10-20	Paper
Modern tontine with bequest: innovation in pooled annuity products Insurance Mathematics & Economics	2019-05-23	Paper
Quantifying mortality risk in small defined-benefit pension schemes Scandinavian Actuarial Journal	2018-07-11	Paper
The impact of known breast cancer polygenes on critical illness insurance Scandinavian Actuarial Journal	2018-07-10	Paper
IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH ASTIN Bulletin	2018-06-05	Paper
Actuarial fairness and solidarity in pooled annuity funds ASTIN Bulletin	2018-06-04	Paper
Less is more: increasing retirement gains by using an upside terminal wealth constraint Insurance Mathematics & Economics	2015-09-14	Paper
Bringing cost transparency to the life annuity market Insurance Mathematics & Economics	2015-01-28	Paper
Exchanging uncertain mortality for a cost Insurance Mathematics & Economics	2014-07-16	Paper
Quadratic risk minimization in a regime-switching model with portfolio constraints SIAM Journal on Control and Optimization	2012-11-29	Paper
Good-deal bounds in a regime-switching diffusion market Applied Mathematical Finance	2012-06-08	Paper
Sufficient stochastic maximum principle in a regime-switching diffusion model Applied Mathematics and Optimization	2011-11-30	Paper
The devil is in the tails: actuarial mathematics and the subprime mortgage crisis ASTIN Bulletin	2010-06-21	Paper

Research outcomes over time

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