The devil is in the tails: actuarial mathematics and the subprime mortgage crisis C Donnelly, P Embrechts ASTIN Bulletin: The Journal of the IAA 40 (1), 1-33, 2010 | 219 | 2010 |
Bringing cost transparency to the life annuity market C Donnelly, M Guillén, JP Nielsen Insurance: Mathematics and Economics 56, 14-27, 2014 | 92 | 2014 |
Exchanging uncertain mortality for a cost C Donnelly, M Guillén, JP Nielsen Insurance: Mathematics and Economics 52 (1), 65-76, 2013 | 76 | 2013 |
Actuarial fairness and solidarity in pooled annuity funds C Donnelly ASTIN Bulletin 45 (1), 49-74, 2014 | 73 | 2014 |
Modern tontine with bequest: innovation in pooled annuity products T Bernhardt, C Donnelly Insurance: Mathematics and Economics 86, 168-188, 2019 | 47 | 2019 |
Sufficient stochastic maximum principle in a regime-switching diffusion model C Donnelly Applied Mathematics & Optimization 64, 155-169, 2011 | 46 | 2011 |
Quadratic risk minimization in a regime-switching model with portfolio constraints C Donnelly, AJ Heunis SIAM Journal on Control and Optimization 50 (4), 2431-2461, 2012 | 29 | 2012 |
Quantifying mortality risk in small defined-benefit pension schemes C Donnelly Scandinavian Actuarial Journal 2014 (1), 41-57, 2014 | 24 | 2014 |
Less is more: increasing retirement gains by using an upside terminal wealth constraint C Donnelly, R Gerrard, M Guillén, JP Nielsen Insurance: Mathematics and Economics 64, 259-267, 2015 | 22 | 2015 |
Quantifying the trade-off between income stability and the number of members in a pooled annuity fund T Bernhardt, C Donnelly ASTIN Bulletin: The Journal of the IAA, 2020 | 18 | 2020 |
Asymmetric information, self‐selection, and pricing of insurance contracts: The simple no‐claims case C Donnelly, M Englund, JP Nielsen, C Tanggaard Journal of risk and insurance 81 (4), 757-780, 2014 | 18 | 2014 |
Pension decumulation strategies: a state-of-the-art report T Bernhardt, C Donnelly Risk Insight Lab. Technical report. https://risk-insight-lab.com/outputs/, 2018 | 17 | 2018 |
Implementing individual savings decisions for retirement with bounds on wealth C Donnelly, M Guillen, JP Nielsen, AM Pérez-Marín ASTIN Bulletin: The Journal of the IAA 48 (1), 111-137, 2018 | 17 | 2018 |
Product options for enhanced retirement income C Donnelly, J Young British Actuarial Journal 22 (3), 636-656, 2017 | 17 | 2017 |
Bayesian prediction of disability insurance frequencies using economic indicators C Donnelly, MV Wüthrich Annals of Actuarial Science 6 (2), 381-400, 2012 | 15 | 2012 |
The impact of known breast cancer polygenes on critical illness insurance C Adams, C Donnelly, A Macdonald Scandinavian Actuarial Journal 2015 (2), 141-171, 2015 | 12 | 2015 |
Investing for retirement: Terminal wealth constraints or a desired wealth target? W Lim, C Donnelly, G Khemka European Financial Management, 2022 | 11 | 2022 |
A discussion of a risk-sharing pension plan C Donnelly Risks 5 (1), 12, 2017 | 11 | 2017 |
Adverse selection in a start-up long-term care insurance market C Adams, C Donnelly, A Macdonald British Actuarial Journal 20 (2), 298-347, 2015 | 8 | 2015 |
The importance of the choice of test for finding evidence of asymmetric information C Donnelly, M Englund, JP Nielsen ASTIN Bulletin: The Journal of the IAA 44 (2), 173-195, 2014 | 8 | 2014 |