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Catherine Donnelly
Catherine Donnelly
Verified email at hw.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
2192010
Bringing cost transparency to the life annuity market
C Donnelly, M Guillén, JP Nielsen
Insurance: Mathematics and Economics 56, 14-27, 2014
922014
Exchanging uncertain mortality for a cost
C Donnelly, M Guillén, JP Nielsen
Insurance: Mathematics and Economics 52 (1), 65-76, 2013
762013
Actuarial fairness and solidarity in pooled annuity funds
C Donnelly
ASTIN Bulletin 45 (1), 49-74, 2014
732014
Modern tontine with bequest: innovation in pooled annuity products
T Bernhardt, C Donnelly
Insurance: Mathematics and Economics 86, 168-188, 2019
472019
Sufficient stochastic maximum principle in a regime-switching diffusion model
C Donnelly
Applied Mathematics & Optimization 64, 155-169, 2011
462011
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
292012
Quantifying mortality risk in small defined-benefit pension schemes
C Donnelly
Scandinavian Actuarial Journal 2014 (1), 41-57, 2014
242014
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
222015
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
182020
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
182014
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
172018
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
172018
Product options for enhanced retirement income
C Donnelly, J Young
British Actuarial Journal 22 (3), 636-656, 2017
172017
Bayesian prediction of disability insurance frequencies using economic indicators
C Donnelly, MV Wüthrich
Annals of Actuarial Science 6 (2), 381-400, 2012
152012
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
122015
Investing for retirement: Terminal wealth constraints or a desired wealth target?
W Lim, C Donnelly, G Khemka
European Financial Management, 2022
112022
A discussion of a risk-sharing pension plan
C Donnelly
Risks 5 (1), 12, 2017
112017
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
82015
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
82014
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