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Daniel Alai
Daniel Alai
Lecturer in Actuarial Science, University of Kent
Verified email at kent.ac.uk
Title
Cited by
Cited by
Year
Developing equity release markets: Risk analysis for reverse mortgages and home reversions
DH Alai, H Chen, D Cho, K Hanewald, M Sherris
North American Actuarial Journal 18 (1), 217-241, 2014
1092014
Modelling cause-of-death mortality and the impact of cause-elimination
DH Alai, S Arnold, M Sherris
Annals of Actuarial Science 9 (1), 167-186, 2015
522015
Mean square error of prediction in the Bornhuetter–Ferguson claims reserving method
DH Alai, M Merz, MV Wüthrich
Annals of Actuarial Science 4 (1), 7-31, 2009
402009
Rethinking age-period-cohort mortality trend models
DH Alai, M Sherris
Scandinavian Actuarial Journal 2014 (3), 208-227, 2014
372014
Lifetime dependence modelling using a truncated multivariate gamma distribution
DH Alai, Z Landsman, M Sherris
Insurance: Mathematics and Economics 52 (3), 542-549, 2013
252013
Prediction uncertainty in the Bornhuetter-Ferguson claims reserving method: revisited
DH Alai, M Merz, MV Wüthrich
Annals of Actuarial Science 5 (1), 7-17, 2011
222011
Multivariate Tweedie lifetimes: The impact of dependence
DH Alai, Z Landsman, M Sherris
Scandinavian Actuarial Journal 2016 (8), 692-712, 2016
182016
Mind the gap: a study of cause-specific mortality by socioeconomic circumstances
DH Alai, S Arnold, M Bajekal, AM Villegas
North American Actuarial Journal 22 (2), 161-181, 2018
142018
Taylor approximations for model uncertainty within the Tweedie exponential dispersion family
DH Alai, MV Wüthrich
ASTIN Bulletin: The Journal of the IAA 39 (2), 453-477, 2009
132009
Modelling lifetime dependence for older ages using a multivariate Pareto distribution
DH Alai, Z Landsman, M Sherris
Insurance: Mathematics and Economics 70, 272-285, 2016
92016
A multivariate Tweedie lifetime model: Censoring and truncation
DH Alai, Z Landsman, M Sherris
Insurance: Mathematics and Economics 64, 203-213, 2015
92015
Modelling small and large claims in a chain ladder framework
DH Alai, MV Wüthrich
Preprint, ETH Zürich, 2009
62009
The investigation of a forward-rate mortality framework
DH Alai, K Ignatieva, M Sherris
Risks 7 (2), 61, 2019
42019
Causal mortality by socioeconomic circumstances: A model to assess the impact of policy options on inequalities in life expectancy
D Alai, S Arnold, M Bajekal, A Villegas
Conference proceedings of the Society of Actuaries 2017 Living to 100 Symposium, 2017
42017
Modelling cause-of-death mortality and the impact of cause-elimination: Annals of Actuarial Science, no. 9 (1)
D Alai, S Arnold-Gaille, M Sherris
Doi 10, 167-186, 2015
22015
Lifetime dependence models generated by multiply monotone functions
DH Alai, Z Landsman
Scandinavian Actuarial Journal 2018 (7), 576-604, 2018
12018
Prediction uncertainty in stochastic claims reserving methods
DH Alai
ETH Zürich, Switzerland, 2009
12009
Multivariate lifetime distributions for the exponential dispersion family
DH Alai
Scandinavian Actuarial Journal 2019 (5), 387-405, 2019
2019
Review of a Mortality Projection Model
DH Alai, JS Oberoi, P Tapadar
Not for publication, 2016
2016
Review of (Consulting Editor) Steven Hull ‘Buy-outs & Buy-ins: The Elimination of Defined Benefit Pension Scheme Liabilities’
D Alai
Journal of Pension Economics & Finance 11 (3), 469, 2012
2012
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