Catherine Donnelly

Available identifiers

Publication	Date of Publication	Type
QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND	2021-10-20	Paper
Modern tontine with bequest: innovation in pooled annuity products	2019-05-23	Paper
Quantifying mortality risk in small defined-benefit pension schemes	2018-07-11	Paper
The impact of known breast cancer polygenes on critical illness insurance	2018-07-10	Paper
IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH	2018-06-05	Paper
ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS	2018-06-04	Paper
Less is more: increasing retirement gains by using an upside terminal wealth constraint	2015-09-14	Paper
Bringing cost transparency to the life annuity market	2015-01-28	Paper
Exchanging uncertain mortality for a cost	2014-07-16	Paper
Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints	2012-11-29	Paper
Good-Deal Bounds in a Regime-Switching Diffusion Market	2012-06-08	Paper
Sufficient stochastic maximum principle in a regime-switching diffusion model	2011-11-30	Paper
The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis	2010-06-21	Paper

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