S
Zodix
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Inbox
Notes
Write
Learn
Alerts
More
Ask your library
Notifications
Quick cite
Review
Search or jump to…
⌘K
Steven Haberman · Study
Home
/
Author
Steven Haberman
75 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0003-2269-9759
Follow
Suggest an ORCID correction
h-index
39
i10
75
Citations
5,761
Works here
75
05
06
07
08
09
10
11
12
13
14
15
16
17
19
20
22
Most cited in this library
A cohort-based extension to the Lee–Carter model for mortality reduction factors
2006 · 734 citations
Lee–Carter mortality forecasting with age-specific enhancement
2003 · 397 citations
Modelling Longevity Dynamics for Pensions and Annuity Business
2009 · 285 citations
Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
2003 · 219 citations
Generalized Linear Models and Actuarial Science
1996 · 206 citations
Works
60 shown
Multi-population modelling and forecasting life-table death counts
Insurance Mathematics and Economics
·
2022
·
3 authors
17
citations
The slowdown in mortality improvement rates 2011–2017: a multi-country analysis
European Actuarial Journal
·
2022
·
4 authors
·
Open access
28
citations
Modern Actuarial Theory and Practice
Chapman & Hall/CRC eBooks
·
2020
·
6 authors
·
book
138
citations
Multi-population mortality forecasting using tensor decomposition
Scandinavian Actuarial Journal
·
2020
·
4 authors
32
citations
Forecasting age distribution of death counts: an application to annuity pricing
Annals of Actuarial Science
·
2019
·
2 authors
·
Open access
23
citations
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
Astin Bulletin
·
2017
·
4 authors
·
Open access
69
citations
Grouped multivariate and functional time series forecasting:An application to annuity pricing
Insurance Mathematics and Economics
·
2017
·
2 authors
·
Open access
35
citations
Characterization of between-group inequality of longevity in European Union countries
Insurance Mathematics and Economics
·
2017
·
4 authors
·
Open access
30
citations
Optimal strategies for pay-as-you-go pension finance: A sustainability framework
Insurance Mathematics and Economics
·
2016
·
3 authors
48
citations
Forecasting mortality in subpopulations using Lee–Carter type models: A comparison
Insurance Mathematics and Economics
·
2015
·
3 authors
·
Open access
71
citations
On the effectiveness of natural hedging for insurance companies and pension plans
Insurance Mathematics and Economics
·
2015
·
2 authors
15
citations
Longevity-contingent deferred life annuities
Journal of Pensions Economics and Finance
·
2015
·
3 authors
25
citations
Longevity Basis Risk A methodology for assessing basis risk
City Research Online (City University London)
·
2014
·
6 authors
·
report
·
Open access
30
citations
On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
North American Actuarial Journal
·
2014
·
2 authors
111
citations
Detecting Common Longevity Trends by a Multiple Population Approach
North American Actuarial Journal
·
2014
·
5 authors
·
Open access
28
citations
Dependent competing risks: Cause elimination and its impact on survival
Insurance Mathematics and Economics
·
2013
·
3 authors
34
citations
Modelling and projecting mortality improvement rates using a cohort perspective
Insurance Mathematics and Economics
·
2013
·
2 authors
54
citations
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
Insurance Mathematics and Economics
·
2013
·
2 authors
55
citations
Modelling dependent data for longevity projections
Insurance Mathematics and Economics
·
2012
·
4 authors
44
citations
Parametric mortality improvement rate modelling and projecting
Insurance Mathematics and Economics
·
2011
·
2 authors
90
citations
The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts
Methodology And Computing In Applied Probability
·
2011
·
3 authors
25
citations
A dynamic parameterization modeling for the age–period–cohort mortality
Insurance Mathematics and Economics
·
2011
·
2 authors
28
citations
The Poisson Log-Bilinear Lee-Carter Model
North American Actuarial Journal
·
2011
·
5 authors
31
citations
The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk
North American Actuarial Journal
·
2011
·
2 authors
48
citations
Entropy, longevity and the cost of annuities
Insurance Mathematics and Economics
·
2010
·
3 authors
15
citations
A comparative study of parametric mortality projection models
Insurance Mathematics and Economics
·
2010
·
2 authors
180
citations
Extending the Lee–Carter model: a three-way decomposition
Scandinavian Actuarial Journal
·
2010
·
3 authors
87
citations
On age-period-cohort parametric mortality rate projections
Insurance Mathematics and Economics
·
2009
·
2 authors
85
citations
Modelling Longevity Dynamics for Pensions and Annuity Business
·
2009
·
4 authors
·
book
285
citations
llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms
City Research Online (City University London)
·
2009
·
2 authors
·
book
·
Open access
24
citations
A parameterized approach to modeling and forecasting mortality
Insurance Mathematics and Economics
·
2008
·
2 authors
39
citations
Calculating Compensation for Loss of Future Earnings: Estimating and using Work Life Expectancy
Journal of the Royal Statistical Society Series A (Statistics in Society)
·
2008
·
4 authors
21
citations
Mortality, longevity and experiments with the Lee–Carter model
Lifetime Data Analysis
·
2008
·
2 authors
20
citations
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling
Insurance Mathematics and Economics
·
2007
·
2 authors
96
citations
Mean–variance optimization problems for an accumulation phase in a defined benefit plan
Insurance Mathematics and Economics
·
2007
·
3 authors
41
citations
Modelling the joint distribution of competing risks survival times using copula functions
Insurance Mathematics and Economics
·
2006
·
3 authors
·
Open access
80
citations
Optimal strategies for pricing general insurance
Insurance Mathematics and Economics
·
2006
·
3 authors
·
Open access
53
citations
Measuring the effect of mortality improvements on the cost of annuities
Insurance Mathematics and Economics
·
2006
·
3 authors
22
citations
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option
Journal of Risk & Insurance
·
2006
·
3 authors
96
citations
A cohort-based extension to the Lee–Carter model for mortality reduction factors
Insurance Mathematics and Economics
·
2006
·
2 authors
734
citations
The Management of Decumulation Risks in a Defined Contribution Pension Plan
North American Actuarial Journal
·
2006
·
3 authors
52
citations
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
Insurance Mathematics and Economics
·
2005
·
2 authors
141
citations
Pricing General Insurance Using Optimal Control Theory
Astin Bulletin
·
2005
·
2 authors
·
Open access
42
citations
Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
41
citations
Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
Insurance Mathematics and Economics
·
2004
·
2 authors
36
citations
Optimal investment choices post-retirement in a defined contribution pension scheme
Insurance Mathematics and Economics
·
2004
·
3 authors
·
Open access
148
citations
Application of Frailty-Based Mortality Models Using Generalized Linear Models
Astin Bulletin
·
2004
·
2 authors
·
Open access
42
citations
Projecting Mortality Trends
North American Actuarial Journal
·
2004
·
2 authors
94
citations
Lee–Carter mortality forecasting with age-specific enhancement
Insurance Mathematics and Economics
·
2003
·
2 authors
397
citations
Valuation of guaranteed annuity conversion options
Insurance Mathematics and Economics
·
2003
·
2 authors
·
Open access
108
citations
A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes
British Actuarial Journal
·
2003
·
9 authors
33
citations
On the forecasting of mortality reduction factors
Insurance Mathematics and Economics
·
2003
·
2 authors
146
citations
Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
Journal of the Royal Statistical Society Series C (Applied Statistics)
·
2003
·
2 authors
219
citations
Optimal investment strategies and risk measures in defined contribution pension schemes
Insurance Mathematics and Economics
·
2002
·
2 authors
·
Open access
182
citations
Lee-Carter mortality forecasting, a parallel GLM approach, England & Wales mortality projections
City Research Online (City University London)
·
2002
·
2 authors
·
book
·
Open access
23
citations
Optimal investment strategy for defined contribution pension schemes
Insurance Mathematics and Economics
·
2001
·
2 authors
140
citations
An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data
Insurance Mathematics and Economics
·
2000
·
3 authors
77
citations
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities
Insurance Mathematics and Economics
·
2000
·
2 authors
26
citations
Contribution and solvency risk in a defined benefit pension scheme
Insurance Mathematics and Economics
·
2000
·
3 authors
37
citations
Modelling for mortality reduction factors
City Research Online (City University London)
·
2000
·
2 authors
·
book
·
Open access
19
citations