Portrait of Professor Steven Haberman

Professor Steven Haberman

Professor of Actuarial Science

Bayes Business School, Faculty of Actuarial Science and Insurance

Contact

Visit Steven Haberman

Room BR5085, Bunhill Row

Postal address

Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Steven Haberman is Professor of Actuarial Science. Between 2002 and 2015, he held a number of senior leadership positions within Bayes Business School (formerly Cass), having been Deputy Dean and Director from 2002 to 2012 and then Dean up until 2015. Prior to this, he was Dean of the School of Mathematics from 1995 to 2002.

He graduated from the University of Cambridge with a first class BA in Mathematics. He is a Fellow of the Institute of Actuaries and obtained a PhD and DSc in Actuarial Science from City University. After a 2-year period at Prudential Assurance as an actuarial trainee, he moved to City University in 1974 to take up a post as the first Lecturer in Actuarial Science. He also worked on a part-time basis for about 20 years at the Government Actuary's Department in London. From March 2016 until January 2020, he was an Associate Director of the Actuarial Research Centre set up by the Institute and Faculty of Actuaries.

He has taught a wide range of actuarial subjects at BSc and MSc level and successfully supervised 32 doctoral students. He has been an external examiner for PhDs at the Universities of Heriot Watt, Delft, KCL, Liverpool, the Sorbonne, Stockholm and Tilburg. He has given talks at many universities including: Amsterdam, Barcelona, Brussels (ULB), Budapest, Cairo, Cologne, Delft, Haifa, Kyoto, Lisbon (UTL), Ljubljana, Lyon, Milan (Universita Cattolica), Montreal (UQAM), Naples, Parma, Rio de Janeiro (COPPEAD), Rome (La Sapienza), Salerno, Sofia, Stockholm, Tilburg, Tokyo, Trieste, Valencia, Verona, Warsaw, York (Toronto). In 2018, he was awarded an honorary doctorate by the University of Haifa for his contributions to actuarial science. He is an Honorary Socio Correspondente of the Istituto Italiano degli Attuari.

He has published over 170 refereed academic papers and 5 co-authored books viz "Pensions: The Problems of Today and Tomorrow", "History of Actuarial Science", "Modern Actuarial Theory and Practice" (2nd edition in 2005), "Actuarial Models for Disability Insurance" and "Modelling Longevity Dynamics for Pensions and Annuity Business". He was a Founding Editor of the "Journal of Pension Economics and Finance" from 2002 to 2015 and is currently Editor-in-Chief of "Risks" and a member of the Advisory Council of "Decisions in Economics and Finance". He was a member of the Council of the Institute of Actuaries for 11 years and was a member of the Financial Reporting Council's Board for Actuarial Standards from its inception until 2012. He is currently a member of Legal & General's Longevity Science Panel and he is also Chair of the Board of Governors of the London Foundation for Banking and Finance.

Qualifications

  • MA, University of Cambridge, United Kingdom
  • PhD, City, University of London, United Kingdom
  • DSc, City, University of London, United Kingdom

Fellowships

  • Honorary Research Fellow in Epidemiology, Charing Cross Hospital Medical School, Sep 1977 – Aug 1982

Memberships of professional organisations

  • Chair in Actuarial Science, Belgian Actuarial Association, Jan – Dec 2013
  • Trustee of Pension Fund, Royal Statistical Society, 2004 – 2005
  • Honorary Member, Italian Institute of Actuaries, Sep 2000 – present
  • Elected member of Council, Institute of Actuaries, 1993 – 1998
  • Elected member of Council, Institute of Actuaries, 1986 – 1991
  • Fellow, Institute of Mathematics and its Applications, Sep 1982 – present
  • Fellow, Royal Statistical Society, Sep 1979 – present
  • Fellow, Institute of Actuaries, Sep 1975 – present

Awards

  • Society of Actuaries (2004) Awarded research prize
  • Institute of Actuaries (1990) Awarded research prize
  • Institute of Actuaries (1985) Awarded research prize

Languages

French.

Expertise

Primary topics

  • Actuarial Science
  • Actuarial Statistics

Additional topics

  • Life Insurance
  • Pension Funds
  • Pensions

Research

There are 2 main areas of research activity.

A. Extensions and improvements to Lee-Carter family of statistical models for mortality dynamics and forecasting:
- improved simulation methods to allow for dependency
- multi-population models for a range of populations or connected sub-populations (e.g. by socio-economic studies, geographic region)
- application of principal component techniques to mortality models
- introduction of new class of models that focus on the rate of improvement in mortality

This has led to a series of papers in interational journals and a co-authored research monograph. This work is an important for helping insurance companies, reinsurance companies, pension plans and financial markets gain a better understanding of longevity risk and impacts on annuity prices, insurance company reserves and solvency, reinsurance arrangements, longevity swaps and other related transactions.

B. A project that has been completed (and was funded by the ESRC) concerned the calculation of compensation for loss of earnings for personal injury cases and involved the use of multiple state modelling techniques to estimate work-life expectancy.

This work has impacted directly on the UK Courts where the estimates are now included in the Ogden Tables which are officially recogised by the Courts for the purposes of the calculation of compensation claims for loss of earnings.

Research topics

Mortality modelling

Extensions to Lee-Carter model for mortality dynamics and forecasting

Measurement of longevity basis risk

Pensions

Design of defined contribution pensions plans in both the accumulation and decumulation phases

Annuities

Application of behavioural finance techniques to explain the "annuity puzzle"

Research students

Leonel Rodrigues Lopes Jnr

Attendance: Oct 2015 – Oct 2020, full-time

Thesis title: Predictive models for medical costs in healthcare insurance

Role: 2nd Supervisor

Anran Chen

Attendance: Sep 2013 – present, full-time

Thesis title: Behavioural finance approach to the annuity puzzle

Role: 1st Supervisor

David Smith

Attendance: Aug 2012 – Jan 2018, part-time

Thesis title: An invetsiagtion into new methods of forecasting population survival by analysing trends in survival rather than mortality

Role: 1st Supervisor

Andres Villegas

Attendance: Sep 2010 – Jun 2015, full-time

Thesis title: Mortality: Modelling, Socio-Economic Differences and Basis Risk

Role: 1st Supervisor

Zoltan Butt

Attendance: Sep 2009 – Dec 2013, part-time

Thesis title: A study of actuarial models with insurance-based applications

Role: 1st Supervisor

Gabriella Piscopo

Attendance: Sep 2006 – Nov 2009, full-time

Thesis title: Variable annuities and embedded options

Role: 2nd Supervisor

Denise Gomez-Henandez

Attendance: Aug 2003 – May 2008, full-time

Thesis title: Pension funding and smoothing of contributions

Role: 1st Supervisor

Nedim Gavranovic

Attendance: Mar 2003 – Jul 2011, part-time

Thesis title: Optimal Asset Allocation and Annuitisation in a Defined Contribution Pension Scheme

Role: 1st Supervisor

Marwa Khalaf-Allah

Attendance: Oct 2002 – Feb 2007, full-time

Thesis title: Stochastic analysis of longevity and investment risk in the context of life annuities

Role: 2nd Supervisor

Chee Chee Lim

Attendance: Sep 2001 – Apr 2005, full-time

Thesis title: Relationship between macroeconomic and demographic factors and the demand for lapsation of life insurance in Malaysia and the United States

Role: 1st Supervisor

Luigi Colombo

Attendance: Sep 2001 – May 2005, full-time

Thesis title: Funding strategies for defined benefit pension schemes

Role: 1st Supervisor

Dalia Khalil

Attendance: Sep 1999 – Aug 2006, part-time

Thesis title: Dynamic pension funding methods

Role: 1st Supervisor

Pius Apere

Attendance: Sep 1999 – Dec 2005, part-time

Thesis title: Modelling life insurance new business risk

Role: 1st Supervisor

Terry Sithole

Attendance: Sep 1997 – Jun 2003, full-time

Thesis title: Projection of mortality rates with specific reference to immediate annuities and life office pensioners

Role: 1st Supervisor

Elena Vigna

Attendance: Aug 1997 – Dec 1999, full-time

Thesis title: Defined contribution pension schemes: optimal investment strategies

Role: 2nd Supervisor

Maria Economou

Attendance: Sep 1996 – Mar 2003, part-time

Thesis title: Stochastic approach to pension funding: allowing for the pension accrual density function

Role: 1st Supervisor

Daniel Dankyi

Attendance: Sep 1996 – Jan 2001, full-time

Thesis title: Analysis of life insurance lapses and utility maximization of shareholders' expected profit

Role: 1st Supervisor

Muhammad Iqbal Owadally

Attendance: Sep 1995 – Nov 1998, full-time

Thesis title: The dynamics and control of pension funding

Role: 1st Supervisor

Alexandros Zimbidis

Attendance: Sep 1993 – Apr 1999, part-time

Thesis title: Control theory and insurance systems

Role: 1st Supervisor

Peter Hatzopoulos

Attendance: Sep 1992 – May 1997, full-time

Thesis title: Statistical and mathematical modelling of mortality trends

Role: 2nd Supervisor

Joo-Ho Sung

Attendance: Sep 1992 – Feb 1997, full-time

Thesis title: Dynamic programming approaches to pension funding

Role: 1st Supervisor

Masahiko Fujiki

Attendance: Sep 1989 – Jun 1994, full-time

Thesis title: Pension fund valuation

Role: 1st Supervisor

Peter England

Attendance: Sep 1989 – Jan 1993, full-time

Thesis title: Statistical modelling of excess mortality of medically impaired insured lives

Role: 1st Supervisor

Anthony Puzey

Attendance: Aug 1989 – Jul 1993, part-time

Thesis title: The determination of mortality rates from observed data

Role: 1st Supervisor

Rashid Al Rashoud

Attendance: Sep 1988 – May 1994, part-time

Thesis title: Determinants of fertility and child survival in Kuwait

Role: 1st Supervisor

Yagob Al Mazrou

Attendance: Sep 1988 – Sep 1992, part-time

Thesis title: Bio-demographic determinants of child survival in Saudi Arabia

Role: 1st Supervisor

Geraldine Kaye

Attendance: Aug 1987 – Jun 1991, part-time

Thesis title: Expenses of life insurers with special reference to 1980-1986 data provided by the ABI

Role: 2nd Supervisor

Tarek Abdel Bary

Attendance: Sep 1985 – Jul 1992, full-time

Thesis title: Credibility theory and aviation insurance

Role: 2nd Supervisor

Janet Thornton

Attendance: Sep 1984 – Dec 1992, part-time

Thesis title: Screening for cervical cancer: an evaluation of three different methods of recruitment among women between the ages of 45 and 64

Role: 2nd Supervisor

Ioannis Papaconstantinou

Attendance: Sep 1983 – Mar 1988, full-time

Thesis title: Statistical analysis of impaired insured lives

Role: 1st Supervisor

Daniel Dufresne

Attendance: Sep 1982 – Jul 1986, full-time

Thesis title: The dynamics of pension funding

Role: 1st Supervisor

Publications

Books (6)

  1. Pitacco, E., Denuit, M., Haberman, S. and Olivieri, A. (2009). Modelling Longevity Dynamics for Pensions and Annuity Business. OUP Oxford. ISBN 978-0-19-954727-2.
  2. Booth, P., Chadburn, R., Haberman, S., James, D., Khorasanee, Z., Plumb, R. … Rickayzen, B. (2005). Modern Actuarial Theory and Practice. Chapman and Hall/CRC. ISBN 978-1-58488-368-5.
  3. Haberman, S. and Pitacco, E. (1999). Actuarial Models for Disability Insurance. Boca Rotan: Chapman and Hall/CRC Press.
  4. Booth, P., Chadburn, R., Cooper, D., Haberman, S. and James, D. (1999). Modern Actuarial Theory and Practice. Boca Raton: Chapman and Hall/CRC Press.
  5. Haberman, S. and Sibbett, T. (1995). History of Actuarial Science. London: Pickering & Chatto.
  6. Benjamin, B., Haberman, S., Helowicz, G., Kaye, G. and Wilkie, A.D. (1987). Pensions: The Problems of Today and Tomorrow. London: Allen & Unwin.

Chapters (26)

  1. del Carmen Boado-Penas, M., Godínez-Olivares, H. and Haberman, S. (2020). Automatic Balancing Mechanisms for Pay-As-You-Go Pension Finance: Do They Actually Work? Economic Challenges of Pension Systems (pp. 341–358). Springer International Publishing. ISBN 978-3-030-37911-7.
  2. Giordano, G., Haberman, S. and Russolillo, M. (2018). Three-Way Data Analysis Applied to Cause Specific Mortality Trends. Demography and Health Issues (pp. 121–130). Springer International Publishing. ISBN 978-3-319-76001-8.
  3. D'Amato, V., Haberman, S., Piscopo, G. and Russolillo, M. (2014). Alternative assessments of the longevity trends. In Perna, C. and Sibillo, M. (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 73–76). ISBN 978-3-319-05014-0.
  4. Butt, Z., Haberman, S., Verrall, R. and Wass, V. (2009). Estimating and using work life expectancy in the United Kingdom. In Ward, J. and Thornton, R.J. (Eds.), Personal Injury and Wrongful Death Damages Calculations: A Trans-Atlantic Dialogue (pp. 103–134). USA: Emerald. ISBN 978-1-84855-302-6.
  5. Ballotta, L. and Haberman, S. (2008). Options and guarantees in life insurance. In Melnick, E. and Everitt, B. (Eds.), Encyclopedia of Quantitative Risk Assessment (pp. 1244–1250). John Wiley & Sons Ltd, Chichester, UK.
  6. Russolillo, M., Giordano, G. and Haberman, S. (2008). Comparing mortality trends via the Lee Carter method in the framework of multidimensional data analysis. In Perna, C. and Sibillo, M. (Eds.), Mathematical and Statistical Methods for Insurance and Finance Milan: Springer.
  7. Haberman, S. and Olivieri, A. (2008). Risk Classification in LIfe Insurance. In Everitt, B. and Melnick, E. (Eds.), Encyclopaedia of Quantitative Risk Assessment New York: John Wiley and Sons.
  8. Haberman, S. and Lim, C.C. (2005). The Relationship between Macroeconomic Variables and Lapsation of Life Insurance: the Malaysian Experience. In Sevic, Z. (Ed.), Accounting and Finance in Transition Volume I (pp. 565–586). Greenwich University Press.
  9. Ballotta, L. and Haberman, S. (2004). Guaranteed annuity conversion options and their valuation. In Fornero, E. and Luciano, E. (Eds.), Developing an Annuity Market in Europe (pp. 167–198). Edward Elgar Publishing. ISBN 978-1-84376-476-2.
  10. Haberman, S. and Renshaw, A.E. (1998). Actuarial Applications of Generalized Linear Models. In Hand, D. and Jacka, S. (Eds.), Chapter 3 (pages 41-65) In Statistics in Finance E. Arnold.
  11. Haberman, S. (1998). Actuarial Models. In Armitage, P. and Colton, T. (Eds.), Encyclopaedia of Biostatistics J Wiley & Sons, New York.
  12. Haberman, S. and Dufresne, D. (1991). Variability of Pension Contributions and Fund Levels with Random Rates of Return. In Cummins, J.D. and Derrig, R.A. (Eds.), Managing the Insolvency Risk of Insurance Companies. Proceedings of the Second International Conference on Insurance Solvency (pp. 133–145). Springer. ISBN 978-0-7923-9152-4.
  13. Haberman, S. and Schoenberg, B.S. (1988). Epidemiological considerations in the design of controlled clinical trials. Part II: Methodology. In Capildeo, R. and Orgogozo, J.M. (Eds.), Methods in Clinical Trials in Neurology (pp. 9–28). Springer. ISBN 978-1-349-08945-1.
  14. Haberman, S. (1986). Improvements in State Pension Rights for Women. Essays in Social Security Economics Selected Papers of a Conference of the International Institute of Management, Wissenschaftszentrum Berlin (pp. 130–165). Springer Verlag. ISBN 978-0-387-16743-5.
  15. Haberman, S. and Fox, A.J. (1984). Implications of Demographic Changes for the Adult Population (aged 20-59). Demographic Trends in the European Region Health and Social Implications : [working Papers, Conclusions and Recommendations of a Technical Meeting, Held in Berne, March 1982, Organized by the Regional Office for Europe of the World Health Organization and the Government of Switzerland] (pp. 149–159). WHO Regional Office for Europe. ISBN 92-890-1108-4.
  16. Haberman, S., Capildeo, R. and Rose, F.C. (1982). Review of Clinical Trials for Acute Stroke. Advances in Stroke Therapy (pp. 53–62). New York: Raven Press (ID). ISBN 978-0-89004-847-4.
  17. Haberman, S., Capildeo, R. and Rose, F.C. (1982). Risk Factors for Cerebrovascular Disease. In Rose, F.C. (Ed.), Advances in Stroke Therapy (pp. 101–116). New York: Raven Press. ISBN 0-89004-847-9.
  18. Haberman, S. (1981). Smoking: A Risk Factor for Stroke. Smoking and Arterial Disease (pp. 17–28). Tunbridge Wells: Pitman Medical.
  19. Haberman, S. and Greenhalgh, R. (1981). Sex Differences in Stroke. Hormones and Vascular Disease (pp. 119–129). Pitman Medical.
  20. Capildeo, R., Haberman, S. and Rose, F.C. (1981). The Classification of Parkinsonism. In Rose, F.C. and Capildeo, R. (Eds.), Research Progress in Parkinson's Disease (pp. 17–24). Tunbridge Well: Pitman Medical.
  21. Haberman, S. (1980). A Mathematical Approach to Incidence and Prevalence. Clinical Neuroepidemiology (pp. 9–22). Tunbridge Wells: Pitman Medical.
  22. Capildeo, R., Haberman, S. and Rose, F.C. (1980). The Classification and Coding of Neurological Disease. In Rose, F.C. (Ed.), Clinical Neuroepidemiology (pp. 28–36). Tunbridge Wells: Pitman Medical.
  23. Haberman, S., Capildeo, R. and Rose, F.C. (1979). Epididemiological Aspects of Stroke. In Greenhalgh, R. and Rose, F.C. (Eds.), Progress in Stroke Research (pp. 3–14). Tunbridge Wells: Pitman Medica.
  24. Capildeo, R., Haberman, S. and Rose, F.C. (1979). Towards a Computer-Based Data Bank for Stroke Patients. In Greenhalgh, R. and Rose, F.C. (Eds.), Progress in Stroke Research (pp. 153–158). Tunbridge Wells: Pitman Medical.
  25. In Kenett, R.S., Longford, N.T., Piegorsch, W.W. and Ruggeri, F. (Eds.), Wiley StatsRef: Statistics Reference Online. In Wiley.
  26. Shang, H. and Haberman, S. Grouped multivariate and functional time series forecasting: an application to annuity pricing. Living to 100 2017 Society of Actuaries.

Conference papers and proceedings (137)

  1. Haberman, S. (2018). Longevity Trends: Modelling and Forecasting. 8th International Conference on Mathematical and Statistical Methods for Actuarial Science and Finance 4-6 April, Madrid.
  2. Boado Penas, C., Godinez Olivares, H. and Haberman, S. (2018). Automatic Balancing Mechanisms for Mixed Pension Systems. 8th International Conference on Mathematical and Statistical Methods for Actuarial Science and Finance 4-6 April, Madrid.
  3. Giordano, G., Haberman, S. and Russolillo, M. (2018). Empirical Evidence from the 3-way Lee Carter Model. 8th International Conference on Mathematical and Statistical Methods for Actuarial Science and Finance 4-6 April, Madrid.
  4. Haberman, S. (2018). The Mathematics of Longevity. IMA Mathematics 2018 Conference 22 March, London.
  5. Giordano, G., Haberman, S. and Russolillo, M. (2018). Empirical Evidence from the Three-Way LC Model. doi:10.1007/978-3-319-89824-7_67
  6. Haberman, S., Chen, A. and Thomas, S. (2017). Why the deferred annuity makes sense - an application of hyperbolic discounting to the annuity puzzle. International Actuarial Association Life Colloquium 23-25 October, Barcelona.
  7. Haberman, S., Chen, A. and Thomas, S. (2017). Why the deferred annuity makes sense. International Actuarial Association Life Colloquium 23-25 October, Barcelona.
  8. Haberman, S., Chen, A. and Thomas, S. (2017). Why the deferred annuity make sense: an application of hyperbolic discounting to the annuity puzzle. International Actuarial Association Life Colloquium 22-23 October, Barcelona.
  9. Chen, A., Haberman, S. and Thomas, S. (2016). Optimal decumulation strategy during retirement with deferred annuities. 51st Actuarial Research Conference (ARC 2016): Strengthening Industry and Academic Collaboration 27-30 July, Minneapolis, USA.
  10. D'Amato, V., Haberman, S. and Piscopo, G. (2016). Dependency premium with multiple population forecasts. 4th Stochastic Modeling Techniques and Data Analysis International Conference 1-4 June, Malta.
  11. Giordano, G., Haberman, S. and Rusolillo, M. (2014). The 3-way Lee-Caater model to detect the leading causes of death. 7th International Conference of the ERCIM Working Group on Computational and Methodological Statistic 6-8 December, Pisa.
  12. Haberman, S., Kaishev, V., Millossovich, P. and Villegas, A. (2014). A methodology for assessing basis risk. Institute and Faculty of Actuaries' (IFoA's) 2014 Pensions Conference 18-20 June, London, UK.
  13. Haberman, S., Ntamjokouen, A. and Consigli, G. (2014). A multivariate approach to project the long run relationship between mortality indices for Canadian provinces. Biennial Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) Vietri sul Mare, Italy. doi:10.1007/978-3-319-05014-0_36
  14. D'Amato, V., Haberman, S., Piscopo, G., Russolillo, M. and Trapani, L. (2013). Multiple population projections by Lee Carter models. 15th Applied Stochastic Models and Data Analysis Conference (ASMDA 2013) 25-28 June, Mataro, Spain.
  15. Russolillo, M., D'Amato, V., Haberman, S. and Piscopo, G. (2012). Testing for Dependence Across Age and Time in Longevity Data. Demographic Analysis and Research International Conference (Demographics 2012) 5-8 June, Chania, Crete.
  16. Haberman, S. and Villegas, A. (2012). A Model for the Forecasting of Socioeconomic Status Mortality Differentials. Demographic Analysis and Research International Conference (Demographics 2012) 5-8 June, Chania, Crete.
  17. Haberman, S., Debon, A., Montes, F. and Otranto, E. (2012). The Effect of Mortality Models on Life Expectancy and other Mortality Indicators. Demographic Analysis and Research International Conference (Demographics 2012) 5-8 June, Chania, Crete.
  18. Hatzopoulos, P. and Haberman, S. (2012). Coherent Mortality Modelling and Forecasts. Demographic Analysis and Research International Conference (Demographics 2012) 5-8 June, Chania, Crete.
  19. Haberman, S. (2012). Eductaing Actuaries as Business Leaders. 14th Global Conference of Actuaries Mumbai.
  20. Haberman, S., Sithole, T. and Verrall, R. (2011). Second international comparative study of mortality tables for pension fund retirees. Institute and Faculty of Actuaries Research Meeting: The UK Actuarial Profession: Making Sense of the Future 20 June, London.
  21. D'Amato, V., Haberman, S., Piscopo, G. and Russolillo, M. (2011). Bootstrap for mortality projections using dependent data. 15th International Congress on Insurance: Mathematics and Economics Trieste, Italy.
  22. Haberman, S. (2011). Development of actuarial standards: UK as a case study. Meeting of Turkish Actuarial Association Istanbul, Turkey.
  23. Haberman, S. (2011). Longevity Risk. Actuarial and Risk Measures Workshop Athens, Greece.
  24. Haberman, S. (2011). Longevity Risk Modelling. Credit Suisse European Pensions Strategy Conference London.
  25. Haberman, S. (2011). Longevity Risk Modelling. DMGT Pensions: Understanding Pension Risk London.
  26. Haberman, S. and Renshaw, A. (2011). Modelling and Projecting Mortality Improvement Rates. UK Actuarial Profession Mortality and Longevity Seminar London.
  27. Haberman, S. and Renshaw, A. (2011). Modelling Dynamics in Mortality Rates. KCL Financial Mathematics Seminar London.
  28. Haberman, S. (2011). Modelling Longevity Risk. Hungarian Actuarial Society Fall School 2011 Budapest.
  29. Haberman, S. (2011). Modelling longevity risk. RGA International Conferenze Attuariale.
  30. Haberman, S. (2011). Recent Developments in Annuity Markets. Hungarian Actuarial Society Fall School 2011 Budapest.
  31. Haberman, S. (2011). The humble annuity lives on. Worshipful Company of Actuaries' Lecture: LSE London.
  32. Haberman, S. and Renshaw, A. (2011). Modelling Longevity Risk. Universita Cattolica del Sacro Cuore, Milan, Italy.
  33. Owadally, M.I. and Haberman, S. (2010). A Savings Plan with Targeted Contributions. 6th Conference in Actuarial Science and Finance 3-6 June, Samos, Greece.
  34. Sithole, T., Haberman, S. and Verrall, R. (2010). An international comparative study of mortality tables used for pensions: preliminary results. International Congress of Actuaries Cape Town, South Africa.
  35. Ballotta, L. and Haberman, S. (2010). Investment strategies and risk management for participating life insurance contracts. Journee de contact FNRS Brussels, Belgium.
  36. Piscopo, G., D'Amato, V., Haberman, S. and Russolillo, M. (2010). Integrated variance reduction techniques in the Lee-Carter model. 14th International Congress on Insurance: Mathematics and Economics Toronto, Canada.
  37. Haberman, S. and Renshaw, A. (2010). Managing Longevity Risk: Comparison of Mortality Forecasting Models. International Summer School - Risk Measurement and Control Rome, Italy.
  38. Haberman, S. (2010). Modelling longevity. Pensions Research Workshop University of Westminster, London.
  39. D'Amato, V., Haberman, S. and Russolillo, M. (2009). Efficient bootstrap applied to the Poisson bilinear Lee-Carter model. 13th Applied Stochastic Modelling and Data Analysis Conference 30 Jun 2009 – 3 Jul 2009, Vilnius, Lithuania.
  40. Haberman, S. and Renshaw, A. (2009). Comparative study of mortality forecasting models. IAA 3rd LIFE Colloquium Munich, Germany.
  41. Ballotta, L. and Haberman, S. (2009). Investment strategies and risk management for participating life insurance contracts. AFIR Colloquium 2009 Munich, Germany.
  42. Ballotta, L. and Haberman, S. (2009). Investment strategies and risk management for participating life insurance contracts. Algorithmics Insurance Seminar Milan, Italy.
  43. Ballotta, L. and Haberman, S. (2009). Investment strategies and risk management for participating life insurance contracts. Financial and Actuarial Mathematics seminar Vienna University of Technology, Austria.
  44. Haberman, S. (2009). Lee-Carter mortality model for mortality dynamics: recent developments. Cologne Life Insurance Seminar Germany.
  45. Owadally, M.I., Gomez, D. and Haberman, S. (2008). Pension funding and smoothing of contributions. 43rd Actuarial Research Conference 14-16 August, Regina, Saskatchewan, Canada.
  46. Haberman, S. and Renshaw, A. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to binomial Lee-Carter modelling. Living to 100 and Beyond International Symposium 7-9 January, Orlando, USA.
  47. Haberman, S. and Renshaw, A. (2008). New Developments in the Lee-Carter Model for Mortality Dynamics. MITACS � IFM 2 Workshop on Recent Advances in Financial and Insurance Risk Management Montreal, Canada.
  48. Haberman, S. and Renshaw, A. (2008). New Developments in the Lee-Carter Model for Mortality Dynamics. Mortailty and Longevity - Making Financial Sense of the Highly Uncertain London.
  49. Haberman, S. (2008). New developments of the Lee-Carter model for mortality dynamics. MAF 2008: Mathematical and Statistical Methods for Actuarial Sciences and Finance Venice, Italy.
  50. Haberman, S. and Renshaw, A. (2008). The Lee-Carter Model for Mortality Dynamics: Recent Developments. IFID/MITACS Conference on Financial Engineering for Actuarial Mathematics Toronto.
  51. Haberman, S., Khalaf Allah, M. and Verrall, R. (2007). Bayesian analysis of longevity risk in the context of life annuities. 12th ASMDA Chania, Crete.
  52. Haberman, S. (2007). Extensions to the Lee-Carter Model. FNRS Day Louvain-la-Neuve, Belgium.
  53. Haberman, S. (2007). Extensions to the Lee-Carter model for mortality trends and projections. Integrated Risk Modelling University of Tilburg.
  54. Haberman, S. and Emms, P. (2007). Income drawdown schemes for a defined contribution pension plan. Pensions and long term investment University of Warwick.
  55. Haberman, S. (2007). Mortality, longevity and experiments with Lee-Carter models. 12th ASMDA Chania, Crete.
  56. Haberman, S. (2007). The Annuity Problem. RIESGO: Second Workshop on Risk Management and Insurance Research Castro Urdiales.
  57. Khalaf Allah, M., Verrall, R. and Haberman, S. (2006). Entropy, Longevity and Annuities. 41st Actuarial Research Conference 10-12 August, University of Montreal.
  58. Gomez, D., Owadally, M. and Haberman, S. (2006). The Effects on the Funding and Contribution Variance using the Modified Spread Method. 41st Actuarial Research Conference 10-12 August, University of Montreal.
  59. Giordano, G., Russolillo, M. and Haberman, S. (2006). An Exploratory Strategy to Assess Mortality Trends by Age-specific Profiles. AMESES Trieste.
  60. Verrall, R. and Haberman, S. (2006). Modelling and Measuring Uncertainty in Mortality Forecasts. Mortality and Longevity - Making Financial Sense of the Highly Uncertain Barbican Centre, London.
  61. Ballotta, L. and Haberman, S. (2006). Pricing of Guaranteed Annuity Conversion Options (Invited plenary). 3rd International Workshop on Applied Probability University of Connecticut.
  62. Haberman, S. (2006). The Annuity Problem. Journee de Contact FNRS - Insurance and Finance Universite Libre de Bruxelles.
  63. Gerrard, R., Vigna, E. and Haberman, S. (2006). The Management of Decumulation Risks in a Defined Contribution Pension Scheme. New Trends in Finance and Risk Management Workshop EM Lyon Graduate School of Management.
  64. Haberman, S., Gomez, D. and Owadally, I. (2006). The effects on the funding and contribution variance using the Modified Spreading model. Insurance Mathematics and Economics Leuven, Belgium.
  65. Haberman, S. (2005). Forecasting Mortality Rates - Applications and Examples. Modelling Mortality Dynamics for Pensions and Annuity Business MIB School of Management, Trieste.
  66. Schmool, M. and Haberman, S. (2005). Jewish Population and Death Rates in England and Wales, 2001. British Society for Population Studies Annual Conference University of Kent.
  67. Haberman, S. (2005). The UK Pensions Crisis. CIMA Annual Conference London.
  68. Verrall, R., Butt, Z. and Haberman, S. (2005). The Ogden Tables and Contingencies other than mortality. National Association of Forensic Economics Conference Dublin, Ireland.
  69. Haberman, S. (2004). Modelling and Forecasting of Mortality Rates (Invited). Convegno metodi matematici e statistici per l'analisi dei dati assicurativi e finanziari MAF 2004 Salerno.
  70. Haberman, S. (2004). Risk Measurement and Management for Defined Benefit Pension Schemes. 3rd Meeting on Social Security and Complementary Pension Systems CIEF, Instituto Superior de Economia e Gestao, UTL, Lisbon.
  71. Vigna, E., Haberman, S. and Gerrard, R. (2004). The Management of De-cumulation Risks in a Defined Contribution Environment. 8th International Congress on Insurance: Mathematics and Economics Rome.
  72. Gerrard, R.J., Vigna, E. and Haberman, S. (2003). Optimal Investment Choices Post-Retirement in a Defined Contribution Pension Scheme. 13th International AFIR Colloquium 17-19 September, Maastricht, Netherlands. doi:10.1016/j.insmatheco.2004.06.002
  73. Ballotta, L., S Haberman, N.W. and Haberman, S. (2003). Modelling and Valuation of With Profit and Unitised With Profit Life Insurance Policies. Invited Paper. Applied Mathematics and Applications of Mathematics, session in New issues in life insurance mathematics Nice, France.
  74. Haberman, S. (2003). Longevity Risk and Annuities: Methods for Modelling and Forecasting Mortality. GE Day Italia Milan.
  75. Ballotta, L. and Haberman, S. (2003). Modelling and Valuation of Guarantees in With-Profit and Unitised With-Profit Life Insurance Contracts. Applied Mathematics and Applications of Mathematics AMAM 2003 Nice, France.
  76. Gerrard, R.J., Vigna, E. and Haberman, S. (2003). Optimal Investment Choices Post-Retirement in a Defined Contribution Pension Scheme. 7th International Congress on Insurance: Mathematics and Economics ISFA, University of Lyon 1.
  77. Haberman, S. (2003). Risk Measurement and Management for Defined Benefit Pension Schemes. The Future of Pension Schemes The Royal Society, London.
  78. Gerrard, R.J., Vigna, E. and Haberman, S. (2003). The Income Drawdown Option: Quadratic Loss. 7th International Congress on Insurance: Mathematics and Economics ISFA, University of Lyon 1.
  79. Lim, C.C. and Haberman, S. (2003). The Relationship between Macroeconomic Variables and Lapsation of Life Insurance: the Malaysian Experience. First International West-East Accounting and Finance Conference University of Greenwich.
  80. Khorasanee, Z., Haberman, S. and Nash, N. (2003). A stochastic approach to risk management and decision making in defined benefit pension schemes. Institute of Actuaries sessional meeting London..
  81. Wright, I.D., Haberman, S., Khorasanee, Z. and Ngwira, B. (2003). Stochastic Pensions Valuation working party. Sessional paper Institute of Actuaries, London.
  82. Ballotta, L. and Haberman, S. (2002). Pricing of Guaranteed Annuity Conversion Options. 37th Actuarial Research Conference Waterloo, Ontario, Canada.
  83. Ballotta, L. and Haberman, S. (2002). Pricing of Guaranteed Annuity Conversion Options. 6th International Congress on Insurance Mathematics and Economics Lisbon, Portugal.
  84. Ballotta, L. and Haberman, S. (2002). Valuation of Guaranteed Annuity Options. 2nd Conference in Actuarial Science & Finance Samos, Greece.
  85. Gerrard, R., Vigna, E. and Haberman, S. (2002). Investment Choices Post Retirement in a Defined Contribution Pension Scheme. Sixth International Congress on Insurance, Mathematics and Economics. Cempare Technical University of Lisbon, July.
  86. Ballotta, L. and Haberman, S. (2002). Guaranteed Annuity Conversion Options and their Valuation. Invited paper. CeRP Conference, Developing an Annuity Market in Europe Ral Collegio Carlo Alberto, Moncalieri, Turin, June.
  87. Renshaw, A. and Haberman, S. (2002). Lee Carter Mortality Forecasting with Age Specific Enhancement. Sixth International Congress on Insurance, Mathematics and Economics Cempare Technical University of Lisbon, July.
  88. Haberman, S. (2002). Modelling and Forecasting Mortality Trends. Institute and Faculty of Actuaries Conference, Ageing Population Burden or Benefit? Edinburgh, January.
  89. Ballotta, L. and Haberman, S. (2002). Valuation of Guaranteed Annuity Conversion Options. Invited paper. 8th International Vilnius Conference on Probability Theory and Mathematical Statistics. Technical University of Vilnius, Lithuania, June.
  90. Lutula, N. and Haberman, S. (2001). Smoothing in Defined Benefit Pension Schemes: Asset Valuation and Spreading Gains/Losses. 11th Annual International AFIR Colloquium 6-7 September, Toronto, Canada.
  91. Haberman, S. (2001). Funding Defined Benefit Schemes. Invited Paper. International Actuarial Association Pensions Seminar Brighton, June.
  92. Haberman, S. (2001). Modelling Defined Benefit and Defined Contribution Pension Schemes. Invited Paper. Colloque Epagne et Retraite. ISFA University of Lyon CB, March.
  93. Butt, Z. and Haberman, S. (2000). Frailty Models and Applications to Mortality Graduation and Forecasting. 31st ASTIN Colloquium Porto Cervo, Sardinia. September.
  94. Butt, Z., Rickayzen, B. and Haberman, S. (2000). Modelling Solvency of PHI Portfolios. Health Care Convention Institute and Faculty of Actuaries Torquay, September.
  95. Owadally, M. and Haberman, S. (2000). Asset Valuation and the Dynamics of Pension Funding with Random Investment Returns. 35th Actuarial Research Conference Laval University, Quebec, August.
  96. Haberman, S. (2000). Modern Statistical Methods and Actuarial Science. Invited paper. 8th Annual Meeting of the Belgian Statistical Society Herbeumont, Belgium, September.
  97. Butt, Z., Rickayzen, B. and Haberman, S. (2000). Multiple State Models, Simulation and Insurer Insolvency. Invited Plenary Paper. 31st ASTIN Colloquium Porto Cervo, Sardinia, Italy.
  98. Vigna, E. and Haberman, S. (2000). Optimal Investment Strategies for Defined Contribution Pension Schemes II. Fourth International Congress on Insurance: Mathematics and Economics University of Barcelona, July.
  99. Savoulli, I. and Haberman, S. (2000). Simulation-based Approach to Optimal Pension Pricing in a Competitive Market II. Fourth International Congress on Insurance: Mathematics and Economics, University of Barcelona, July.
  100. Haberman, S. (2000). UK Retirement Provision: A Review. Invited Paper. Convegno internazionale di studio presieduto da Franco Modigliani. (Conference �Pension Reforms and Labour Markets in Europe) University of Brescia, October.
  101. Haberman, S., Butt, Z. and Rickayzen, B. (2000). Multiple State Models, Simulation and Insurer Insolvency. 31st ASTIN Colloquium Porto Cervo, Sardinia, Italy.
  102. Owadally, M.I. and Haberman, S. (1999). Efficient Amortization of Actuarial Gains/Losses and Optimal Funding in Pension Plans. 34th Actuarial Research Conference 8-11 August, Drake University, Des Moines, Iowa, US.
  103. Haberman, S. (1999). Actuarial Developments in the Last 50 Years. Invited presentation. Society of Actuaries Annual Conference San Francisco, October.
  104. Sithole, T., Verrall, R. and Haberman, S. (1999). An Investigation into Parametric Models for Mortality Projections, with Applications to Immediate Annuitants' and Life Office Pensioners' Data. Third International Congress on Insurance: Mathematics and Economics City University, July.
  105. Dixon, M. and Haberman, S. (1999). Bivariate Extreme Values in Finance and Insurance. Third International Congress on Insurance: Mathematics and Economics City University, July.
  106. Haberman, S. (1999). Mathematics in Insurance and Finance. Invited presentation. 7th Annual Conference of National Association for Numeracy and Mathematics in Colleges Coventry, June.
  107. Renshaw, A. and Haberman, S. (1999). Modelling the Recent Time Trends in UK PHI Recovery, Mortality and Claim Inception Transition Intensities. Third International Congress on Insurance: Mathematics and Economics City University, July.
  108. Haberman, S. (1999). Modelling Time Trends in Permanent Health Insurance Experience. 1999 Life Insurance Convention Institute and Faculty of Actuaries, Birmingham, November.
  109. Vigna, E. and Haberman, S. (1999). Optimal Investment Strategy for Defined Contribution Pension Schemes. Third International Congress on Insurance: Mathematics and Economics City University, July.
  110. Frostig, E., Levikson, B. and Haberman, S. (1999). Ruin Probabilities in Life Insurance. 34th Actuarial Research Conference, Drake University, Des Moines, Iowa, August.
  111. Frostig, E., Levikson, B. and Haberman, S. (1999). Ruin Probabilities in Life Insurance. Third International Congress on Insurance: Mathematics and Economics City University, July.
  112. Savoulli, I. and Haberman, S. (1999). Simulation-based Approach to Optimal Premium Pricing in a Competitive Market. Third International Congress on Insurance: Mathematics and Economics City University, July.
  113. Haberman, S. (1999). Stochastic Modelling of Pension Schemes and Control of Risk'. Invited plenary presentation. Royal Statistical Society Annual Conference University of Warwick, July.
  114. Haberman, S. (1999). Time Trends in PHI Transition Intensities. Health Care Convention Institute and Faculty of Actuaries, Warwick, September.
  115. Heeney, D., Hills, M., Renshaw, A., Walsh, D. and Haberman, S. (1998). Modelling Time Trends for 1975-1994 in PHI Recovery, Mortality and Claim Inception Transition Intensities. 1998 Health Care Convenion Institute and Faculty of Actuaries, Warwick, July.
  116. Smith, D. and Haberman, S. (1998). Optimal Pension Funding: A Simulation based Analysis. 1998 Actuarial Pensions Convention. Institute & Faculty of Actuaries, York, March.
  117. Savoulli, I. and Haberman, S. (1998). Optimal Premium Pricing in a Competitive Insurance Environment. Second International Congress on Insurance: Mathematics and Economics Lausanne, July.
  118. Smith, D. and Haberman, S. (1998). Simulation Approaches to Assessment of Optimal Funding Strategies for Pension Schemes. Second International Congress on Insurance: Mathematics and Economics Lausanne, July.
  119. Owadally, M.I. and Haberman, S. (1997). Pension Fund Dynamics and Surpluses/Deficits due to Random Rates of Return. AFIR Colloquium 13-15 August, Cairns, Australia.
  120. Walsh, D. and Haberman, S. (1997). Analysis of Trends in PHI Claims Inception Rates. 1997 Health Care Convention Institute & Faculty of Actuaries, Warwick, May.
  121. Renshaw, A. and Haberman, S. (1997). Applications of Generalized Linear Models in Actuarial Science. Invited paper. 1997 Annual Meeting of Israel Association of Statisticians University of Haifa, May.
  122. Sung, J.H. and Haberman, S. (1997). Dynamic Programming Approach to Pension Funding. Workshop on the Interplay between Insurance, Finance and Control Aarhus University, March.
  123. Pitacco, E., Olivieri, A. and Haberman, S. (1997). Multiple State Modelling and Long Term Care Insurance. Staple Inn Actuarial Society Staple Inn Hall, London, April.
  124. Haberman, S. (1996). Aspects of Stochastic Modelling of Defined Benefit Pension Arrangements. Invited paper. Finanza Matematica e Matematica Attuariale: Aspetti Teorici e Pratice". University of Trieste, May.
  125. Haberman, S. (1996). Interpretation of Data for Insurance Purposes and the Development of Risk Predictor Models. Invited paper. Assessment of the Risk of Cardiovascular Disease: Medical and Insurance Perspectives Royal Society of Medicine, London, March.
  126. Haberman, S. (1995). Introduction to Stochastic Modelling of Defined Benefit Pension Schemes. Invited paper. Institute and Faculty of Actuaries Convention, The Pensions Actuary - Putting Theory into Practice Harrogate, September.
  127. Haberman, S. (1995). Modelling Defined Benefit Pension Funds and the Effect of Stochastic Investment Returns. Invited paper. Advances in Actuarial Science, ULB Brussels, December.
  128. Haberman, S. (1995). Modern Statistical Methods and Actuarial Science. Invited paper. Annual Conference of Applied Statisticians of Ireland, Killarney, March.
  129. Haberman, S. (1993). The Graduation of Multiple State Transition Intensities for Permanent Health Insurance. Groupe Consultatif Summer School on Health Insurance Brussels, Belgium.
  130. Haberman, S. (1991). Pension Funding Methods and Autoregressive Interest Rate Models. 2nd Annual International AFIR Colloquium 17-20 April, Brighton, United Kingdom.
  131. Haberman, S. (1991). Stochastic Approach to Pension Funding Methods. Biennial Convention of Institute of Actuaries of Australia Australia.
  132. Haberman, S. (1991). Current Developments in Actuarial Education in the UK. Biennial Convention of Institute of Actuaries of Australia Australia.
  133. Haberman, S. (1991). Measurement of Impaired Lives Mortality. Biennial Joint Meeting of Institute of Actuaries and Assurance Medical Society London, UK.
  134. Haberman, S. (1991). Effect of Autoregressive Rates of Return on the Variability of Pension Contributions and Fund Levels. Third International Conference on Insurance, Finance and Solvency Rotterdam, Netherlands.
  135. Haberman, S. (1991). Stochastic Approach to Pension Funding Methods. 1st Annual International AFIR Colloquium 23 Apr 1990 – 27 Apr 1990, Paris, France.
  136. Renshaw, A. and Haberman, S. (1989). Fitting of Loss Distributions using Generalised Linear Models. XXI ASTIN Colloquium New York, USA.
  137. Renshaw, A. and Haberman, S. (1988). Generalised Linear Models in Actuarial Work. Meeting of Staple Inn Actuarial Society and Royal Statistical Society General Applications Section London, UK.

Journal articles (218)

  1. De Mori, L., Millossovich, P., Zhu, R. and Haberman, S. (2024). Two-Population Mortality Forecasting: An Approach Based on Model Averaging. Risks, 12(4), pp. 60–60. doi:10.3390/risks12040060.

    [publisher’s website]

  2. Villegas, A.M., Bajekal, M., Haberman, S. and Zhou, L. (2024). Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016. North American Actuarial Journal, 28(1), pp. 187–217. doi:10.1080/10920277.2023.2167834.

    [publisher’s website]

  3. Carannante, M., D’Amato, V., Haberman, S. and Menzietti, M. (2023). Frailty-based Lee–Carter family of stochastic mortality models. Quality & Quantity. doi:10.1007/s11135-023-01786-6.

    [publisher’s website]

  4. Debon, A., Haberman, S. and Piscopo, G. (2023). Multipopulation mortality analysis: bringing out the unobservable with latent clustering. Quality & Quantity. doi:10.1007/s11135-023-01728-2.

    [publisher’s website]

  5. Carannante, M., D'Amato, V. and Haberman, S. (2023). Effect of the COVID-19 frailty heterogeneity on the future evolution of mortality by stratified weighting. Journal of Demographic Economics, 89(3), pp. 513–532. doi:10.1017/dem.2023.4.

    [publisher’s website]

  6. Haberman, S. (2023). A rejoinder to “Thirty years on: A review of the Lee–Carter method for forecasting mortality”. International Journal of Forecasting, 39(3), pp. 1050–1052. doi:10.1016/j.ijforecast.2023.01.006.

    [publisher’s website]

  7. Zhang, X., Huang, F., Hui, F.K.C. and Haberman, S. (2023). Cause-of-death mortality forecasting using adaptive penalized tensor decompositions. Insurance: Mathematics and Economics, 111, pp. 193–213. doi:10.1016/j.insmatheco.2023.05.003.

    [publisher’s website]

  8. Chen, A., Haberman, S. and Thomas, S. (2023). Adaptive Retirement Planning, Sustainable Withdrawals, and Deferred Annuities. The Journal of Retirement, 10(3), pp. 96–119. doi:10.3905/jor.2022.1.118.

    [publisher’s website]

  9. Carannante, M., D’Amato, V. and Haberman, S. (2022). COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation. Annals of Actuarial Science, 16(3), pp. 478–497. doi:10.1017/s1748499522000094.

    [publisher’s website]

  10. Shang, H.L., Haberman, S. and Xu, R. (2022). Multi-population modelling and forecasting life-table death counts. Insurance: Mathematics and Economics, 106, pp. 239–253. doi:10.1016/j.insmatheco.2022.07.002.

    [publisher’s website]

  11. Djeundje, V.B., Haberman, S., Bajekal, M. and Lu, J. (2022). The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. European Actuarial Journal. doi:10.1007/s13385-022-00318-0.
  12. Boado-Penas, M.D.C., Haberman, S. and Naka, P. (2022). Fairness and annuity divisors for notional defined contribution pension schemes. Journal of Pension Economics and Finance, 21(2), pp. 143–167. doi:10.1017/s1474747220000311.

    [publisher’s website]

  13. Renshaw, A. and Haberman, S. (2021). Modelling and forecasting mortality improvement rates with random effects. European Actuarial Journal, 11(2), pp. 381–412. doi:10.1007/s13385-021-00274-1.

    [publisher’s website]

  14. D’Amato, V., Di Lorenzo, E., Haberman, S., Sibillo, M. and Tizzano, R. (2021). Pension schemes versus real estate. Annals of Operations Research, 299(1-2), pp. 797–809. doi:10.1007/s10479-019-03241-y.

    [publisher’s website]

  15. Debón, A., Haberman, S., Montes, F. and Otranto, E. (2021). Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model. International Journal of Environmental Research and Public Health, 18(4), pp. 2204–2204. doi:10.3390/ijerph18042204.

    [publisher’s website]

  16. Dong, Y., Huang, F., Yu, H. and Haberman, S. (2020). Multi-population mortality forecasting using tensor decomposition. Scandinavian Actuarial Journal, 2020(8), pp. 754–775. doi:10.1080/03461238.2020.1740314.

    [publisher’s website]

  17. Chen, A., Haberman, S. and Thomas, S. (2020). The implication of the hyperbolic discount model for the annuitisation decisions. Journal of Pension Economics and Finance, 19(3), pp. 372–391. doi:10.1017/s1474747218000343.

    [publisher’s website]

  18. Shang, H.L. and Haberman, S. (2020). Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? Risks, 8(3), pp. 69–69. doi:10.3390/risks8030069.

    [publisher’s website]

  19. Shang, H.L. and Haberman, S. (2020). FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY. ASTIN Bulletin, 50(2), pp. 357–379. doi:10.1017/asb.2020.3.

    [publisher’s website]

  20. Shang, H.L. and Haberman, S. (2020). Forecasting age distribution of death counts: an application to annuity pricing. Annals of Actuarial Science, 14(1), pp. 150–169. doi:10.1017/s1748499519000101.

    [publisher’s website]

  21. Boada-Penas, C., Godinez-Olivares, H., Haberman, S. and Serrano, P. (2020). Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies. The European Journal of Finance, 26(2-3), pp. 277–294. doi:10.1080/1351847X.2019.1647260.
  22. Chen, A., Haberman, S. and Thomas, S. (2019). Cumulative prospect theory and deferred annuities. Review of Behavioral Finance, 11(3), pp. 277–293. doi:10.1108/rbf-10-2017-0102.

    [publisher’s website]

  23. Giordano, G., Haberman, S. and Russolillo, M. (2019). Coherent modeling of mortality patterns for age-specific subgroups. Decisions in Economics and Finance. doi:10.1007/s10203-019-00245-y.
  24. Shang, H.L. and Haberman, S. (2018). Model confidence sets and forecast combination: an application to age-specific mortality. Genus, 74(1). doi:10.1186/s41118-018-0043-9.

    [publisher’s website]

  25. D'Amato, V., Di Lorenzo, E., Haberman, S., Sagoo, P. and Sibillo, M. (2018). De-risking strategy: Longevity spread buy-in. Insurance: Mathematics and Economics, 79, pp. 124–136. doi:10.1016/j.insmatheco.2018.01.004.
  26. D'Amato, V., Haberman, S. and Piscopo, G. (2018). The dependency premium based on a multifactor model for dependent mortality data. Communications in Statistics - Theory and Methods. doi:10.1080/03610926.2017.1366523.
  27. Villegas, A.M., Haberman, S., Kaishev, V.K. and Millossovich, P. (2017). A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES. ASTIN Bulletin, 47(3), pp. 631–679. doi:10.1017/asb.2017.18.

    [publisher’s website]

  28. Shang, H.L. and Haberman, S. (2017). Grouped multivariate and functional time series forecasting:An application to annuity pricing. Insurance: Mathematics and Economics, 75, pp. 166–179. doi:10.1016/j.insmatheco.2017.05.007.

    [publisher’s website]

  29. Debon, A., Chaves, L., Haberman, S. and Villa, F. (2017). Characterization of between-group inequality of longevity in European Union countries. Insurance: Mathematics and Economics, 75, pp. 151–165. doi:10.1016/j.insmatheco.2017.05.005.
  30. Haberman, S., Ntamjokouen, A. and Consigli, G. (2017). Projecting the long run relationship of multi-population life expectancy by race. Journal of Statistical and Econometric Methods, 6(2), pp. 43–68.
  31. Kaishev, V.K., Dimitrova, D.S., Haberman, S. and Verrall, R.J. (2016). Geometrically designed, variable knot regression splines. Computational Statistics, 31(3), pp. 1079–1105. doi:10.1007/s00180-015-0621-7.

    [publisher’s website]

  32. Godínez-Olivares, H., Boado-Penas, M.D.C. and Haberman, S. (2016). Optimal strategies for pay-as-you-go pension finance: A sustainability framework. Insurance: Mathematics and Economics, 69, pp. 117–126. doi:10.1016/j.insmatheco.2016.05.001.

    [publisher’s website]

  33. D'Amato, V., Haberman, S., Piscopo, G., Russolillo, M. and Trapani, L. (2016). Multiple mortality modeling in Poisson Lee–Carter framework. Communications in Statistics - Theory and Methods, 45(6), pp. 1723–1732. doi:10.1080/03610926.2014.960580.

    [publisher’s website]

  34. Asimit, A.V., Badescu, A.M., Haberman, S. and Kim, E.-.S. (2016). Efficient risk allocation within a non-life insurance group under Solvency II Regime. Insurance: Mathematics and Economics, 66, pp. 69–76. doi:10.1016/j.insmatheco.2015.10.008.

    [publisher’s website]

  35. Hatzopoulos, P. and Haberman, S. (2015). Modeling trends in cohort survival probabilities. Insurance: Mathematics and Economics, 64, pp. 162–179. doi:10.1016/j.insmatheco.2015.05.009.

    [publisher’s website]

  36. Haberman, S., Denuit, M. and Renshaw, A. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315–327. doi:10.1017/S147474721400050X.
  37. Danesi, I.L., Haberman, S. and Millossovich, P. (2015). Forecasting mortality in subpopulations using Lee–Carter type models: A comparison. Insurance: Mathematics and Economics, 62, pp. 151–161. doi:10.1016/j.insmatheco.2015.03.010.

    [publisher’s website]

  38. Li, J. and Haberman, S. (2015). On the effectiveness of natural hedging for insurance companies and pension plans. Insurance: Mathematics and Economics, 61, pp. 286–297. doi:10.1016/j.insmatheco.2015.01.009.

    [publisher’s website]

  39. Asanga, S., Asimit, A., Badescu, A. and Haberman, S. (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394–416. doi:10.1080/10920277.2014.910127.

    [publisher’s website]

  40. Villegas, A.M. and Haberman, S. (2014). On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England. North American Actuarial Journal, 18(1), pp. 168–193. doi:10.1080/10920277.2013.866034.

    [publisher’s website]

  41. D’Amato, V., Haberman, S., Piscopo, G., Russolillo, M. and Trapani, L. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139–149. doi:10.1080/10920277.2013.875884.

    [publisher’s website]

  42. D'Amato, V., Haberman, S., Piscopo, G. and Russolillo, M. (2014). Computational framework for longevity risk management. Computational Management Science, 11(1-2), pp. 111–137. doi:10.1007/s10287-013-0178-2.
  43. Ntamjokouen, A., Haberman, S. and Consigli, G. (2014). Modeling multi-population life expectancy: a cointegration approach. Insurance Markets and Companies: Analyses and Actuarial Computations, 5(2), pp. 12–23.
  44. Owadally, I., Haberman, S. and Gómez Hernández, D. (2013). A savings plan with targeted contributions. Journal of Risk and Insurance, 80(4), pp. 975–1000. doi:10.1111/j.1539-6975.2012.01485.x.
  45. Hatzopoulos, P. and Haberman, S. (2013). Corrigendum to "Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data" [INSUMA 52(2) (2013) 320-337]. Insurance: Mathematics and Economics, 53(3), p. 919. doi:10.1016/j.insmatheco.2013.10.009.
  46. Dimitrova, D.S., Haberman, S. and Kaishev, V.K. (2013). Dependent competing risks: Cause elimination and its impact on survival. Insurance: Mathematics and Economics, 53(2), pp. 464–477. doi:10.1016/j.insmatheco.2013.07.008.
  47. Haberman, S. and Renshaw, A. (2013). Modelling and projecting mortality improvement rates using a cohort perspective. Insurance: Mathematics and Economics, 53(1), pp. 150–168. doi:10.1016/j.insmatheco.2013.04.006.
  48. Denuit, M., Haberman, S. and Renshaw, A.E. (2013). Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. European Actuarial Journal, 3(1), pp. 191–201. doi:10.1007/s13385-013-0065-9.

    [publisher’s website]

  49. Hatzopoulos, P. and Haberman, S. (2013). Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data. Insurance: Mathematics and Economics, 52(2), pp. 320–337. doi:10.1016/j.insmatheco.2013.10.009.
  50. D'Amato, V., Haberman, S., Piscopo, G. and Russolillo, M. (2012). Modelling dependent data for longevity projections. Insurance: Mathematics and Economics, 51(3), pp. 694–701. doi:10.1016/j.insmatheco.2012.09.008.
  51. Sithole, T., Haberman, S. and Verrall, R. (2012). Second international comparative study of mortality tables for pension fund retirees. British Actuarial Journal, 17(3), pp. 650–671. doi:10.1017/S1357321712000207.
  52. Haberman, S. and Renshaw, A. (2012). Parametric mortality improvement rate modelling and projecting. Insurance: Mathematics and Economics, 50(3), pp. 309–333. doi:10.1016/j.insmatheco.2011.11.005.
  53. Hatzopoulos, P. and Haberman, S. (2011). A dynamic parameterization modeling for age-period-cohort mortality. Insurance: Mathematics and Economics, 49(2), pp. 155–174. doi:10.1016/j.insmatheco.2011.02.007.
  54. Verrall, R.J. and Haberman, S. (2011). Automated Graduation using Bayesian Trans-dimensional Models. Annals of Actuarial Science, 5(2), pp. 231–251. doi:10.1017/s1748499511000248.

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  55. D’Amato, V., Di Lorenzo, E., Haberman, S., Russolillo, M. and Sibillo, M. (2011). The Poisson Log-Bilinear Lee-Carter Model: Applications of Efficient Bootstrap Methods to Annuity Analyses. North American Actuarial Journal, 15(2), pp. 315–333. doi:10.1080/10920277.2011.10597623.
  56. Haberman, S., Khalaf-Allah, M. and Verrall, R. (2011). Entropy, longevity and the cost of annuities. Insurance: Mathematics and Economics, 48(2), pp. 197–204. doi:10.1016/j.insmatheco.2010.10.005.
  57. Russolillo, M., Giordano, G. and Haberman, S. (2011). Extending the Lee Carter Model: a Three-way Decomposition. Scandinavian Actuarial Journal, 2011(2), pp. 96–117. doi:10.1080/03461231003611933.
  58. Haberman, S. and Renshaw, A. (2011). A comparative study of parametric mortality projection models. Insurance: Mathematics and Economics, 48(1), pp. 35–55. doi:10.1016/j.insmatheco.2010.09.003.
  59. D'Amato, V., Haberman, S. and Russolillo, M. (2011). The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts. Methodology and Computing in Applied Probability pp. 1–14. doi:10.1007/s11009-011-9225-z.
  60. Piscopo, G. and Haberman, S. (2011). The Valuation of Guaranteed Lifelong Withdrawal Benefit Options in Variable Annuity Contracts and the Impact of Mortality Risk. North American Actuarial Journal, 15(1), pp. 59–76. doi:10.1080/10920277.2011.10597609.
  61. Denuit, M., Haberman, S. and Renshaw, A. (2011). Longevity-Indexed Life Annuities. North American Actuarial Journal, 15(1), pp. 97–111. doi:10.1080/10920277.2011.10597611.
  62. Denuit, M., Haberman, S. and Renshaw, A.E. (2010). Comonotonic approximations to quantiles of life annuity conditional expected present values: Extensions to general arima models and comparison with the bootstrap. ASTIN Bulletin, 40(1), pp. 331–349. doi:10.2143/AST.40.1.2049232.
  63. Butt, Z., Haberman, S., Verrall, R. and Wass, V. (2010). Work life expectancy: Calculating compensation for loss of future earnings. Measurement and Control, 43(5), pp. 146–151. doi:10.1177/002029401004300504.
  64. Butt, Z., Haberman, S., Verrall, R. and Wass, V. (2010). Worklife expectancy: calculating compensation for loss of future earnings. Measurement and Control, 43, pp. 146–151.
  65. Haberman, S. and Renshaw, A. (2009). On age-period-cohort parametric mortality rate projections. Insurance: Mathematics and Economics, 45(2), pp. 255–270. doi:10.1016/j.insmatheco.2009.07.006.
  66. Haberman, S. and Renshaw, A.E. (2009). Measurement of longevity risk using bootstrapping for lee-carter and generalised linear poisson models of mortality. Methodology and Computing in Applied Probability, 11(3 SPEC. ISS.), pp. 443–461. doi:10.1007/s11009-008-9100-8.
  67. Haberman, S. (2009). Pensions seminar: Buy-out or cop-out. Pensions, 14(2), pp. 79–80. doi:10.1057/pm.2009.9.
  68. Hatzopoulos, P. and Haberman, S. (2009). A parameterized approach to modeling and forecasting mortality. Insurance: Mathematics and Economics, 44(1), pp. 103–123. doi:10.1016/j.insmatheco.2008.10.008.
  69. Emms, P. and Haberman, S. (2009). Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market. North American Actuarial Journal, 13(1), pp. 77–105. doi:10.1080/10920277.2009.10597541.
  70. Haberman, S. and Renshaw, A. (2008). Mortality, longevity and experiments with the Lee-Carter model. Lifetime Data Analysis, 14(3), pp. 286–315. doi:10.1007/s10985-008-9084-2.
  71. Emms, P. and Haberman, S. (2008). Income drawdown schemes for a defined-contribution pension plan. Journal of Risk and Insurance, 75(3), pp. 739–761. doi:10.1111/j.1539-6975.2008.00282.x.
  72. Renshaw, A.E. and Haberman, S. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. Insurance: Mathematics and Economics, 42(2), pp. 797–816. doi:10.1016/j.insmatheco.2007.08.009.
  73. Haberman, S. and Orszag, M. (2008). Overview of the Issue. Journal of Pension Economics and Finance, 7(01), pp. 1–2.
  74. Delong, Ł., Gerrard, R. and Haberman, S. (2008). Mean-variance optimization problems for an accumulation phase in a defined benefit plan. Insurance: Mathematics and Economics, 42(1), pp. 107–118. doi:10.1016/j.insmatheco.2007.01.005.
  75. Butt, Z., Haberman, S., Verrall, R. and Wass, V. (2008). Calculating compensation for loss of future earnings: Estimating and using work life expectancy. Journal of the Royal Statistical Society. Series A: Statistics in Society, 171(4), pp. 763–805. doi:10.1111/j.1467-985X.2007.00539.x.
  76. de Wilde, R., Wass, V., Verrall, R., Haberman, S. and Butt, Z. (2008). Applying the sixth edition of the Ogden Tables: a response from the Ogden Working Party and the tables' authors. Association of Personal Injury Lawyers Focus, 18(3), pp. 14–17.
  77. Haberman, S. (2008). Comment on "Applying survival models to pensioner mortality data" by S Richards. British Actuarial Journal, 14(2), pp. 318–319.
  78. Kaishev, V.K., Dimitrova, D.S. and Haberman, S. (2007). Modelling the joint distribution of competing risks survival times using copula functions. Insurance: Mathematics and Economics, 41(3), pp. 339–361. doi:10.1016/j.insmatheco.2006.11.006.
  79. Haberman, S. and Renshaw, A. (2007). “Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007. North American Actuarial Journal, 11(4), pp. 148–150. doi:10.1080/10920277.2007.10597495.

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  80. Emms, P., Haberman, S. and Savoulli, I. (2007). Optimal strategies for pricing general insurance. Insurance: Mathematics and Economics, 40(1), pp. 15–34. doi:10.1016/j.insmatheco.2006.02.014.
  81. Emms, P. and Haberman, S. (2007). Asymptotic and numerical analysis of the optimal investment strategy for an insurer. Insurance: Mathematics and Economics, 40(1), pp. 113–134. doi:10.1016/j.insmatheco.2006.03.003.
  82. Ballotta, L., Esposito, G. and Haberman, S. (2006). Modelling the fair value of annuities contracts: The impact of interest rate risk and mortality risk. Insurance: Mathematics and Economics, 39(3), pp. 419–420.
  83. Ballotta, L., Esposito, G. and Haberman, S. (2006). The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 39(3), pp. 356–375. doi:10.1016/j.insmatheco.2006.04.004.
  84. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2006). Overview of the Issue. Journal of Pension Economics and Finance, 5(03).
  85. Khalaf-Allah, M., Haberman, S. and Verrall, R. (2006). Measuring the effect of mortality improvements on the cost of annuities. Insurance: Mathematics and Economics, 39(2), pp. 231–249. doi:10.1016/j.insmatheco.2006.02.005.
  86. Renshaw, A.E. and Haberman, S. (2006). On the forecasting of mortality reduction factors. Lung Cancer, 54(1), pp. 379–401. doi:10.1016/S0167-6687(03)00118-5.
  87. Verrall, R., Haberman, S., Sithole, T. and Collinson, D. (2006). The price of mortality. Cutting Edge: Mortality Assumptions. Life and Pensions pp. 35–40.
  88. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2006). Overview of the Issue. Journal of Pension Economics and Finance, 5(2).
  89. Renshaw, A.E. and Haberman, S. (2006). A cohort-based extension to the Lee-Carter model for mortality reduction factors. Insurance: Mathematics and Economics, 38(3), pp. 556–570. doi:10.1016/j.insmatheco.2005.12.001.
  90. Ballotta, L., Haberman, S. and Wang, N. (2006). Guarantees in with-profit and unitized with-profit life insurance contracts: Fair valuation problem in presence of the default option. Journal of Risk and Insurance, 73(1), pp. 97–121. doi:10.1111/j.1539-6975.2006.00167.x.
  91. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2006). Overview of the Issue. Journal of Pension Economics and Finance, 5(01).
  92. Ballotta, L. and Haberman, S. (2006). The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case. Insurance: Mathematics and Economics, 38(1), pp. 195–214. doi:10.1016/j.insmatheco.2005.10.002.
  93. Gerrard, R., Haberman, S. and Vigna, E. (2006). The Management of Decumulation Risks in a Defined Contribution Pension Plan. North American Actuarial Journal, 10(1), pp. 84–110. doi:10.1080/10920277.2006.10596241.

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  94. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2005). Overview of the Issue. Journal of Pension Economics and Finance, 4(03), pp. 1–2.
  95. Emms, P. and Haberman, S. (2005). Pricing General Insurance Using Optimal Control Theory. ASTIN Bulletin, 35(2), pp. 427–453. doi:10.2143/ast.35.2.2003461.

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  96. Colombo, L. and Haberman, S. (2005). Optimal contributions in a defined benefit pension scheme with stochastic new entrants. Insurance: Mathematics and Economics, 37(2 SPEC. ISS.), pp. 335–354. doi:10.1016/j.insmatheco.2005.02.011.
  97. Ballotta, L., Haberman, S. and Wang, N. (2005). Investment strategies and risk management of participating contracts. Insurance: Mathematics and Economics, 37(2), pp. 389–389.
  98. Ballotta, L., Esposito, G. and Haberman, S. (2005). The International Accounting Standards project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 37(2), pp. 393–394.
  99. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2005). Overview of the Issue. Journal of Pension Economics and Finance, 4(02), pp. 113–114.
  100. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2005). Overview of the Issue. Journal of Pension Economics and Finance, 4(01), pp. 5–6.
  101. Haberman, S. and Sung, J.H. (2005). Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary. Insurance: Mathematics and Economics, 36(1), pp. 103–116. doi:10.1016/j.insmatheco.2004.10.006.
  102. Emms, P. and Haberman, S. (2005). Pricing General Insurance Using Optimal Control Theory. ASTIN Bulletin, 35(2), pp. 427–453. doi:10.1017/S051503610001432X.
  103. Colombo, L. and Haberman, S. (2005). Demographic risk and optimal contributions in a defined benefit pension scheme. Insurance: Mathematics and Economics, 37, pp. 335–354.
  104. Zimbidis, A. and Haberman, S. (2005). An Application of Control Theory to the Individual Aggregate Cost Method. Journal of Actuarial Practise, 12, pp. 159–180.
  105. Wang, N., Gerrard, R. and Haberman, S. (2004). The premium and the risk of a life policy in the presence of interest rate fluctuations. Insurance: Mathematics and Economics, 35(3), pp. 537–551. doi:10.1016/j.insmatheco.2004.07.004.
  106. Owadally, M.I. and Haberman, S. (2004). The Treatment of Assets in Pension Funding. ASTIN Bulletin, 34(2), pp. 425–433. doi:10.2143/ast.34.2.505151.

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  107. Owadally, M.I. and Haberman, S. (2004). The Treatment of Assets in Pension Funding. ASTIN Bulletin, 34(2), pp. 425–433. doi:10.1017/s0515036100013763.

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  108. Gerrard, R., Haberman, S. and Vigna, E. (2004). Optimal investment choices post-retirement in a defined contribution pension scheme. Insurance: Mathematics and Economics, 35(2), pp. 321–342. doi:10.1016/j.insmatheco.2004.06.002.

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  109. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2004). Overview of the Issue. Journal of Pension Economics and Finance, 3(2), pp. 107–108.
  110. Butt, Z. and Haberman, S. (2004). Application of Frailty-Based Mortality Models Using Generalized Linear Models. ASTIN Bulletin, 34(1), pp. 175–197. doi:10.1017/s0515036100013945.

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  111. Haberman, S., Butt, Z. and Rickayzen, B. (2004). Measuring Process Risk in Income Protection Insurance. ASTIN Bulletin, 34(1), pp. 199–227. doi:10.1017/s0515036100013957.

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  112. (2004). Authors’ Reply: Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans - Discussion by Jeremy Gold; Charles Cowling; Jon Exley; Nick Hudson; John Shuttleworth; Andrew Smith; Ian Sykes; Cliff A. Speed; Tim J. Gordon. North American Actuarial Journal, 8(2), pp. 124–125. doi:10.1080/10920277.2004.10596149.

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  113. Owadally, and Haberman, S. (2004). Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans. North American Actuarial Journal, 8(1), pp. 21–36. doi:10.1080/10920277.2004.10596126.
  114. Fupuy Wong, C. and Haberman, S. (2004). Projecting Mortality Trends: Recent Developments in the UK and the US. North American Actuarial Journal, 8(2), pp. 56–83. doi:10.1080/10920277.2004.10596137.
  115. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2003). Overview of the Issue. Journal of Pension Economics and Finance, 2(3), pp. 221–223.
  116. Haberman, S., Ballotta, L. and Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with profit life insurance contracts. Insurance: Mathematics and Economics, 33(2), pp. 444–445.
  117. Renshaw, A. and Haberman, S. (2003). 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, 52(1), pp. 119–137. doi:10.1111/1467-9876.00393.
  118. Renshaw, A.E. and Haberman, S. (2003). Lee–Carter mortality forecasting with age-specific enhancement. Insurance: Mathematics and Economics, 33(2), pp. 255–272. doi:10.1016/s0167-6687(03)00138-0.

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  119. Ballotta, L. and Haberman, S. (2003). Valuation of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 33(1), pp. 87–108. doi:10.1016/S0167-6687(03)00146-X.
  120. Haberman, S., Day, C., Fogarty, D., Khorasanee, M.Z., McWhirter, M., Nash, N. … Yakoubov, Y. (2003). A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. British Actuarial Journal, 9(3), pp. 493–586. doi:10.1017/s135732170000427x.

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  121. Renshaw, A.E. and Haberman, S. (2003). On the forecasting of mortality reduction factors. Insurance: Mathematics and Economics, 32(3), pp. 379–401. doi:10.1016/S0167-6687(03)00118-5.
  122. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2003). Overview of the Issue. Journal of Pension Economics and Finance, 2(02), pp. 97–98.
  123. Brown, J., Haberman, S., MIilevsky, M. and Orszag, M. (2003). Overview of the Issue. Journal of Pension Economics and Finance, 2(1), pp. 5–6.
  124. Ballotta, L. and Haberman, S. (2003). Pricing of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 32(1), pp. 171–171.
  125. Haberman, S., Khorasanee, M.Z., Ngwira, B. and Wright, I.D. (2003). Risk measurement and management of defined benefit pension schemes: A stochastic approach. IMA Journal of Management Mathematics, 14(2), pp. 111–128. doi:10.1093/imaman/14.2.111.
  126. Owadally, M.I. and Haberman, S. (2003). Exponential smoothing methods in pension funding. IMA Journal of Management Mathematics, 14(2), pp. 129–143. doi:10.1093/imaman/14.2.129.
  127. Gavranovic, N. and Haberman, S. (2003). Optimal Quota Share Life Reinsurance on a Risk Premium Basis. Giornale Istituto Italiano degli Attuari, LXVI.
  128. Frostig, E., Haberman, S. and Levikson, B. (2003). Ruin Probabilities in Life Insurance. Scandinavian Actuarial Journal, 2003(2), pp. 136–152.
  129. Ballotta, L. and Haberman, S. (2003). Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options. Abstract of the Discussion held by the Faculty of Actuaries. British Actuarial Journal, 9(2), pp. 409–412. doi:10.1017/S1357321700004220.
  130. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2002). Overview of the Issue. Journal of Pension Economics and Finance, 1(03), pp. 193–195.
  131. Haberman, S. and Vigna, E. (2002). Optimal investment strategies and risk measures in defined contribution pension schemes. Insurance: Mathematics and Economics, 31(1), pp. 35–69. doi:10.1016/s0167-6687(02)00128-2.

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  132. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2002). Overview of the Issue. Journal of Pension Economics and Finance, 1(02), pp. 85–87.
  133. Haberman, S. and Zimbidis, A. (2002). An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques. North American Actuarial Journal, 6(2), pp. 60–75. doi:10.1080/10920277.2002.10596044.

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  134. Haberman, S. and Sung, J.H. (2002). Dynamic Programming Approach to Pension Funding: The Case of Incomplete State Information. ASTIN Bulletin, 32(1), pp. 129–142. doi:10.2143/AST.32.1.1019.
  135. Brown, J., Haberman, S., Milevsky, M. and Orszag, M. (2002). Editorial Introduction: a Forum for Developing Ideas and Solutions to Pension Challenges. Journal of Pension Economics and Finance, 1(1), p. 1.
  136. Vigna, E. and Haberman, S. (2001). Optimal investment strategy for defined contribution pension schemes. Insurance: Mathematics and Economics, 28(2), pp. 233–262. doi:10.1016/S0167-6687(00)00077-9.
  137. Zimbidis, A. and Haberman, S. (2001). The combined effect of delay and feedback on the insurance pricing process: A control theory approach. Insurance: Mathematics and Economics, 28(2), pp. 263–280. doi:10.1016/S0167-6687(00)00070-6.
  138. Zimbidis, A. and Haberman, S. (2001). Controlling the Solvency Interaction Among a Group of Insurance Companies. Journal of Actuarial Practice, 9, pp. 151–187.
  139. Owadally, M. and Haberman, S. (2001). Pension Plan Asset Valuation Methods. The Pension Forum, 13(1), pp. 51–60.
  140. Sithole, T.Z., Haberman, S. and Verrall, R.J. (2000). An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data. Insurance: Mathematics and Economics, 27(3), pp. 285–312. doi:10.1016/S0167-6687(00)00054-8.
  141. Renshaw, A.E. and Haberman, S. (2000). Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. Insurance: Mathematics and Economics, 27(3), pp. 365–396. doi:10.1016/s0167-6687(00)00058-5.

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  142. Haberman, S., Butt, Z. and Megaloudi, C. (2000). Contribution and solvency risk in a defined benefit pension scheme. Insurance: Mathematics and Economics, 27(2), pp. 237–259. doi:10.1016/S0167-6687(00)00051-2.
  143. Gerrard, R., Haberman, S. and Velmachos, D. (2000). Life Contingencies with Stochasting Discounting using Moving Average Models. Journal of Actuarial Practice, 8, pp. 177–210.
  144. Haberman, S., Butt, Z. and Rickayzen, B. (2000). Multiple State models, Simulation and Insurer Insolvency. Giornale dell' Istituto Italiano degli Attuari, XLIII, pp. 83–109.
  145. Haberman, S. and Renshaw, A.E. (1999). A simple graphical method for the comparison of two mortality experiences. Applied Stochastic Models in Business and Industry, 15(4), pp. 333–352. doi:10.1002/(sici)1526-4025(199910/12)15:43.0.co;2-b.

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  146. Owadally, M. and Haberman, S. (1999). Pension Fund Dynamics and Gains/Losses due to Random Rates of Return. North American Actuarial Journal, 3(3), pp. 105–117. doi:10.1080/10920277.1999.10595837.
  147. Haberman, S. and Wong, L.Y.P. (1997). Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Insurance: Mathematics and Economics, 20(2), pp. 115–135. doi:10.1016/s0167-6687(97)00009-7.

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  148. Renshaw, A., Haberman, S. and Hatzopolous, P. (1997). On the Duality of Assumptions Underpinning the Construction of Life Tables. ASTIN Bulletin, 27(1), pp. 5–22. doi:10.2143/AST.27.1.542064.
  149. Renshaw, A.E. and Haberman, S. (1997). Dual modelling and select mortality. Insurance: Mathematics and Economics, 19(2), pp. 105–126. doi:10.1016/s0167-6687(96)00016-9.

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  150. Haberman, S. (1997). Stochastic investment returns and contribution rate risk in a defined benefit pension scheme. Insurance: Mathematics and Economics, 19(2), pp. 127–139. doi:10.1016/s0167-6687(96)00019-4.

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  151. Renshaw, A. and Haberman, S. (1997). Dual Modelling and Select Mortality. , 19, pp. 105–126.
  152. Haberman, S. (1997). A Consideration of Pension Credit and Termination Insurance in the UK. Geneva Papers on Risk and Insurance: Issues and Practice, 22(1), pp. 86–106.
  153. Haberman, S. (1997). Risk in a Defined Benefit Pension Scheme. Singapore International Insurance and Actuarial Journal, 1, pp. 93–104.
  154. Renshaw, A., Haberman, S. and Hatzopolous, P. (1996). The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives. British Actuarial Journal, 2(2), pp. 449–477. doi:10.1017/S1357321700003470.
  155. Gerrard, R. and Haberman, S. (1996). Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Insurance: Mathematics and Economics, 18(1), pp. 59–71. doi:10.1016/0167-6687(95)00028-3.

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  156. Haberman, S. and Renshaw, A.E. (1996). Generalized linear models and actuarial science. Statistician, 45(4), pp. 407–436. doi:10.2307/2988543.
  157. Haberman, S. (1995). Pension Funding with Time Delay and the Optimal Spread Period. The ASTIN Bulletin, 25(2), pp. 177–187. doi:10.2143/AST.25.2.563246.
  158. Renshaw, A.E. and Haberman, S. (1995). On the graduations associated with a multiple state model for permanent health insurance. Insurance: Mathematics and Economics, 17(1), pp. 1–17. doi:10.1016/0167-6687(95)00011-g.

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  159. Haberman, S. and Schmool, M. (1995). Estimates of the British Jewish Population 1984-88. Journal of the Royal Statistical Society. Series A (Statistics in Society), 158(3), pp. 547–547. doi:10.2307/2983445.

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  160. Haberman, S. (1995). HIV, AIDS, Markov Processes and Health and Disability Insurance. Journal of Actuarial Practice, 3(1), pp. 51–75.
  161. Gavin, J., Haberman, S. and Verrall, R. (1995). Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction. Transactions of Society of Actuaries, 47, pp. 173–209.
  162. Haberman, S. and Sung, J.-.H. (1994). Dynamic approaches to pension funding. Insurance: Mathematics and Economics, 15(2-3), pp. 151–162. doi:10.1016/0167-6687(94)90791-9.

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  163. Haberman, S. (1994). Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme. Insurance: Mathematics and Economics, 14(3), pp. 219–240. doi:10.1016/0167-6687(94)90779-x.

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  164. Berg, M.P. and Haberman, S. (1994). Trend analysis and prediction procedures for time nonhomogeneous claim processes. Insurance Mathematics and Economics, 14(1), pp. 19–32. doi:10.1016/0167-6687(94)00002-6.
  165. Gavin, J., Haberman, S. and Verrall, R. (1994). On the Choice of Bandwidth for Kernel Graduation. Journal of Institute of Actuaries, 121(1), pp. 119–134. doi:10.1017/S0020268100020102.
  166. Haberman, S. (1993). Pension funding : The effect of changing the frequency of valuations. , 13(3), pp. 263–270.
  167. Zimbidis, A. and Haberman, S. (1993). Delay, feedback and variability of pension contributions and fund levels. Insurance: Mathematics and Economics, 13(3), pp. 271–285. doi:10.1016/0167-6687(93)90408-h.

    [publisher’s website]

  168. Haberman, S. (1993). Pension Funding: the Effect of Changing the Frequency of Valuations. Insurance: Mathematics and Economics, 13(3), pp. 263–270. doi:10.1016/0167-6687(93)90407-G.
  169. Bloomfield, D.S.F. and Haberman, S. (1993). Male social class mortality differences around 1981: an extension to include childhood ages. Insurance: Mathematics and Economics, 13(2), pp. 154–154. doi:10.1016/0167-6687(93)90876-q.

    [publisher’s website]

  170. Haberman, S. (1993). Pension funding with time delays and autoregressive rates of investment return. Insurance: Mathematics and Economics, 13(1), pp. 45–56. doi:10.1016/0167-6687(93)90534-v.

    [publisher’s website]

  171. Haberman, S. (1993). Life Insurance in the UK: The Role of the Actuary and the Single Market. Geneva Papers on Risk and Insurance: Issues and Practice, 18(67), pp. 190–207.
  172. Gavin, J., Haberman, S. and Verrall, R. (1993). Moving weighted average graduation using kernel estimation. Insurance Mathematics and Economics, 12(2), pp. 113–126. doi:10.1016/0167-6687(93)90821-6.
  173. England, P. and Haberman, S. (1993). New Approach to the Modelling of Excess Mortality. Journal of Actuarial Practice, 1(1), pp. 85–117.
  174. Haberman, S. (1992). Pension funding with time delays : A stochastic approach. Insurance: Mathematics and Economics, 11(3), pp. 179–189. doi:10.1016/0167-6687(92)90025-7.
  175. Haberman, S. (1992). HIV, AIDS and the Approximate Calculation of Life Insurance Functions, Annuities and Net Premiums. Journal of the Institute of Actuaries, 119(2), pp. 345–364.
  176. Haberman, S. and England, P. (1992). Measurement of Impaired Lives' Mortality. Transactions of Assurance Medical Society, 19, pp. 55–81.
  177. Bloomfield, D.S.F. and Haberman, S. (1992). Male social class mortality differences around 1981: an extension to include childhood ages. Journal of the Institute of Actuaries, 119(3), pp. 545–559. doi:10.1017/s0020268100057000.

    [publisher’s website]

  178. Haberman, S. and Bloomfield, D.S.F. (1990). Work time lost to sickness, unemployment and stoppages: measurement and application. Journal of the Institute of Actuaries, 117(3), pp. 533–595. doi:10.1017/s0020268100043237.

    [publisher’s website]

  179. Daykin, C.D., Clark, P.N.S., Eves, M.J., Haberman, S., le Grys, D.J., Lockyer, J. … Wilkie, A.D. (1990). Projecting the spread of AIDS in the United Kingdom: a sensitivity analysis. Journal of the Institute of Actuaries, 117(1), pp. 95–133. doi:10.1017/s0020268100043031.

    [publisher’s website]

  180. Haberman, S. and Renshaw, A.E. (1990). Generalised linear models and excess mortality from peptic ulcers. Insurance: Mathematics and Economics, 9(1), pp. 21–32. doi:10.1016/0167-6687(90)90012-3.

    [publisher’s website]

  181. Haberman, S. (1989). Mortality differences between smokers and non-smokers—a reply to Benjamin and Michaelson. Journal of the Institute of Actuaries, 116(2), pp. 289–291. doi:10.1017/s002026810003657x.

    [publisher’s website]

  182. HABERMAN, S. (1989). Book Review: Modern Jerusalems Demographic Evolution (UO Schmelz). Population Studies A Journal of Demography, 43(1), pp. 184–185. doi:10.1080/0032472031000144056.
  183. Daykin, C.D., Clark, P.N.S., Eves, M.J., Haberman, S., Le Grys, D.J., Lockyer, J. … Wilkie, A.D. (1988). The impact of HIV infection and AIDS on insurance in the United Kingdom. Journal of the Institute of Actuaries, 115(4), pp. 727–837. doi:10.1017/s0020268100042943.

    [publisher’s website]

  184. Haberman, S. and Bloomfield, D.S.F. (1988). Social class differences in mortality in Great Britain around 1981. Journal of the Institute of Actuaries, 115(3), pp. 495–517. doi:10.1017/s0020268100042785.

    [publisher’s website]

  185. Haberman, S. (1988). Measuring relative mortality experience. Journal of the Institute of Actuaries, 115(2), pp. 271–298. doi:10.1017/s0020268100042670.

    [publisher’s website]

  186. Haberman, S. (1987). Long-term sickness and invalidity benefits: Forecasting and other actuarial problems. Journal of the Institute of Actuaries, 114(3), pp. 467–550. doi:10.1017/s0020268100019181.

    [publisher’s website]

  187. Bloomfield, D.S.F. and Haberman, S. (1987). Graduation: some experiments with kernel methods. Journal of the Institute of Actuaries, 114(2), pp. 339–369. doi:10.1017/s0020268100019090.

    [publisher’s website]

  188. Renshaw, A.E. and Haberman, S. (1986). Statistical analysis of life assurance lapses. Journal of the Institute of Actuaries, 113(3), pp. 459–497. doi:10.1017/s0020268100042566.

    [publisher’s website]

  189. Haberman, S. (1985). Pensions: The problems of today and tomorrow. A summary of the Report published by the Institute of Actuaries and of the discussion at Staple Inn on 11 June 1985. Journal of the Institute of Actuaries, 112(3), pp. 407–419. doi:10.1017/s0020268100042207.

    [publisher’s website]

  190. Haberman, S. (1985). Home responsibility protection and married women's pension rights. Insurance: Mathematics and Economics, 4(3), pp. 207–224. doi:10.1016/0167-6687(85)90017-4.

    [publisher’s website]

  191. Haberman, S. (1984). Return of premiums and minimum sum assured. Journal of the Institute of Actuaries, 111(3), pp. 569–572. doi:10.1017/s0020268100041901.

    [publisher’s website]

  192. Haberman, S. (1984). Epidemiology of cerebrovascular and ischaemic heart disease. International Journal of Rehabilitation Research, 7(2), pp. 191–192. doi:10.1097/00004356-198406000-00009.

    [publisher’s website]

  193. Haberman, S. (1984). Decrement tables and the measurement of morbidity: II. Journal of the Institute of Actuaries, 111(1), pp. 73–86. doi:10.1017/s002026810004155x.

    [publisher’s website]

  194. Haberman, S. (1984). Geographical variation in cerebrovascular disease mortality in England and Wales. Neuroepidemiology, 3(4), pp. 207–222. doi:10.1159/000110855.
  195. Haberman, S. (1984). Long-Term prognosis after transient ischaemic attacks. Neuroepidemiology, 3(2-3), pp. 108–128. doi:10.1159/000110847.
  196. Haberman, S. (1983). Scientific underwriting: ‘stroke’ as a model. Journal of the Institute of Actuaries, 110(3), pp. 445–455. doi:10.1017/s0020268100041470.

    [publisher’s website]

  197. Haberman, S. (1983). Time series analysis of the probability of survival as unemployed. Insurance: Mathematics and Economics, 2(4), pp. 215–225. doi:10.1016/0167-6687(83)90021-5.

    [publisher’s website]

  198. Haberman, S. (1983). Decrement tables and the measurement of morbidity: I. Journal of the Institute of Actuaries, 110(2), pp. 361–381. doi:10.1017/s0020268100041391.

    [publisher’s website]

  199. Copas, J.B. and Haberman, S. (1983). Non-parametric graduation using kernel methods. Journal of the Institute of Actuaries, 110(01), pp. 135–156. doi:10.1017/s0020268100041275.

    [publisher’s website]

  200. Haberman, S., Kosmin, B.A. and Levy, C. (1983). Mortality Patterns of British Jews 1975-79: Insights and Applications for the Size and Structure of British Jewry. Journal of the Royal Statistical Society. Series A (General), 146(3), pp. 294–310. doi:10.2307/2981657.
  201. Haberman, S., Capildeo, R. and Rose, F.C. (1983). Contributing causes of death among individuals dying of hypertensive disease, ischemic heart disease, or stroke. Neuroepidemiology, 2(3-4), pp. 135–147. doi:10.1159/000110519.
  202. Haberman, S. (1982). Mortality studies: measurement of experience and comparison with a standard. Journal of the Institute of Actuaries, 109(2), pp. 203–223. doi:10.1017/s0020268100036246.

    [publisher’s website]

  203. Bodnar, E., Wain, W.H. and Haberman, S. (1982). Assessment and Comparison of the Performance of Cardiac Valves. The Annals of Thoracic Surgery, 34(2), pp. 146–156. doi:10.1016/s0003-4975(10)60875-2.

    [publisher’s website]

  204. Haberman, S., Capildeo, R. and Rose, F.C. (1982). Neuroepidemiology in the developing countries. Journal of the Royal Society of Medicine, 75(5), pp. 305–306.
  205. Haberman, S., Capildeo, R. and Rose, F.C. (1982). Diverging trends in cerebrovascular disease and ischaemic heart disease mortality. Stroke, 13(5), pp. 582–589. doi:10.1161/01.STR.13.5.582.
  206. Haberman, S., Capilideo, R., Benjamin, B. and Rose, F.C. (1982). North West Thames registry of neurological disease. Journal of the Royal Society of Medicine, 75(6), pp. 443–449.
  207. Haberman, S. (1982). The relationship between incidence and prevalence. Social Science and Medicine, 16(8), pp. 857–862. doi:10.1016/0277-9536(82)90201-5.
  208. Haberman, S., Capildeo, R. and Clifford Rose, F. (1981). The seasonal variation in mortality from cerebrovascular disease. Journal of the Neurological Sciences, 52(1), pp. 25–36. doi:10.1016/0022-510x(81)90131-3.

    [publisher’s website]

  209. Haberman, S., Capildeo, R. and Rose, F.C. (1981). Sex differences in the incidence of cerebrovascular disease. Journal of Epidemiology and Community Health, 35(1), pp. 45–50. doi:10.1136/jech.35.1.45.
  210. Haberman, S. (1980). On the time of extinction. Journal of the Institute of Actuaries, 107(4), pp. 499–506. doi:10.1017/s0020268100040440.

    [publisher’s website]

  211. Bodnar, E., Haberman, S. and Wain, W.H. (1979). Comparative method for actuarial analysis of cardiac valve replacements. Heart, 42(5), pp. 541–552. doi:10.1136/hrt.42.5.541.

    [publisher’s website]

  212. Capildeo, R., Haberman, S. and Rose, F.C. (1978). The definition and classification of stroke. A new approach. Q J Med, 47(186), pp. 177–196.
  213. Haberman, S. (1978). Mathematical treatment of the incidence and prevalence of disease. Social Science and Medicine. Part A Medical Psychology and Medical, 12(C), pp. 147–152. doi:10.1016/0271-7123(78)90043-3.
  214. Haberman, S. (1978). Application of mathematical results to stroke incidence and prevalence data. Social Science and Medicine. Part A Medical Psychology and Medical, 12(C), pp. 153–157. doi:10.1016/0271-7123(78)90044-5.
  215. Haberman, S. (1978). Probabilistic treatment of the incidence and prevalence of disease. Social Science and Medicine. Part A Medical Psychology and Medical, 12(C), pp. 159–161. doi:10.1016/0271-7123(78)90045-7.
  216. (1978). The Changing Mortality of Cerebrovascular Disease. QJM: An International Journal of Medicine. doi:10.1093/oxfordjournals.qjmed.a067530.

    [publisher’s website]

  217. Capildeo, R., Haberman, S. and Rose, F.C. (1977). New classification of stroke: preliminary communication. BMJ, 2(6102), pp. 1578–1580. doi:10.1136/bmj.2.6102.1578.

    [publisher’s website]

  218. Haberman, S. (1977). Advising on House Purchase Finance. Accountancy, 88, pp. 105–106.

Reports (31)

  1. Dunnell, K., Farager, R., Haberman, S., Leon, D., Price, D. and Sloman, D. (2022). The current and future effects of climate change on health in the UK. London: Longevity Science Panel.
  2. Dunnell, K., Blakemore, C., Haberman, S., Leon, D., Price, D. and Sloman, D. (2021). The Covid-19 Pandemic. London: Longevity Science Panel.
  3. Villegas, A., Bajekal, M., Haberman, S. and Zhou, L. (2021). Analysis of Historical US Population Mortality Improvement Drivers 1959-2016. Chicago: Society of Actuaries.
  4. Dunnell, K., Blakemore, C., Haberman, S., McPherson, K. and Pattison, P. (2015). Public data for the private sector: better solutions for the ageing population'. Longevity Science Panel.
  5. Dimitrova, D.S., Kaishev, V.K. and Haberman, S. (2014). Improved estimation of mortality and life expectancy for each constituent country of the UK and beyond. REF.
  6. Dunnell, K., Blakemore, C., Pattison, J., McPherson, K. and Haberman, S. (2014). What is ageing? Can we delay it? Longevity Science Panel Membership.
  7. Millossovich, P., Haberman, S., Kaishev, V., Baxter, S., Gaches, A., Gunnlaugsson, S. … Sison, M. (2014). Longevity Basis Risk A methodology for assessing basis risk. Institute and Faculty of Actuaries (IFA) , Life and Longevity Markets Association (LLMA).
  8. Debòn, A., Haberman, S., Montes, F. and Otranto, E. (2012). Model effect on projected mortality indicators. Cagliari, Italy: CRENOS (CENTRO RICERCHE ECONOMICHE NORD SUD/Centre for North South Economic Research).
  9. Pattison, J., McPherson, K., Blakemore, C. and Haberman, S. (2012). Life expectancy: past and future variations by gender in England & Wales. Longevity Science Advisory Panel.
  10. Wanless, D., Pattison, J., McPherson, K., Haberman, S. and Blakemore, C. (2011). Life expectancy: past and future variations by socio-economic group in England & Wales. Longevity Science Advisory Panel.
  11. Haberman, S. and Piscopo, G. (2010). Surplus analysis for variable annuities with a GMDB option. London: Cass Business School, City University, London.
  12. Haberman, S. and Butt, Z. (2010). A comparative study of parametric mortality projection models. London: Cass Business School, City University London.
  13. Kaishev, V.K., Haberman, S. and Dimitrova, D.S. (2009). Spline graduation of crude mortality rates for the English Life Table 16. Office for National Statistics (ONS).
  14. Butt, Z. and Haberman, S. (2009). ilc: A Collection of R Functions for Fitting a Class of Lee-Carter Mortality Models using Iterative Fitting Algorithms. London: City University London.
  15. Kaishev, V.K., Dimitrova, D., Haberman, S. and Verrall, R. (2006). Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference..
  16. Kaishev, V.K., Dimitrova, D.S., Haberman, S. and Verrall, R. (2006). Geometrically Designed, Variable Knot Regression Splines: Variation Diminishing Optimality of Knots..
  17. Haberman, S. and Russolillo, M. (2005). Lee Carter Mortality Forecasting: Application to the Italian Population. London: Cass Business School, City University London.
  18. Kaishev, V.K., Dimitrova, D.S., Haberman, S. and Verrall, R. (2004). Automatic, Computer Aided Geometric Design of Free-Knot Regression Splines..
  19. Gerrard, R., Haberman, S., Hojgaard, B. and Vigna, E. (2004). The income drawdown: quadratic loss. London: Cass Business School, City University.
  20. Haberman, S. and Renshaw, A. (2003). Lee-Carter mortality forecasting incorporating bivariate time series. London: Cass Business School, City University London.
  21. Butt, Z. and Haberman, S. (2002). Application of frality-based mortality models to insurance data. London: Faculty of Actuarial Science & Insurance, City University London.
  22. Butt, Z. and Haberman, S. (2002). Application of frailty-based mortality models to insurance data. London: City University London.
  23. Haberman, S., Rickayzen, B. and Butt, Z. (2001). Multiple State Models, Simulation and Insurer Insolvency. London: Faculty of Actuarial Science & Insurance, City University.
  24. Haberman, S. and Renshaw, A.E. (1999). Observations on the proposed new mortality tables based on the 1991-94 experience for male permanent assurances. London: Cass Business School, City University London.
  25. Haberman, S. and Renshaw, A. (1998). Modelling the recent time trends in UK permanent health insurance recovery. London: Cass Business School, City University London.
  26. Haberman, S. and Yakoubov, Y.H. (1998). Review of actuarial applications of fuzzy set theory. London: Cass Business School, City University London.
  27. Haberman, S. (1997). Decennial Life Tables - English Life Tables: No. 15, 1990-92 (Appendix B). Office of National Statistics (ONS).
  28. Haberman, S. and Smith, D. (1997). Stochastic investment modelling and pension funding: a simulation based analysis. London: Cass Business School, City University London..
  29. Haberman, S. (1996). Landmarks in the history of actuarial science (up to 1919). London: Cass Business School, City University London.
  30. Chadburn, R., Cooper, D. and Haberman, S. (1993). Actuarial Mathematics. Institute and Faculty of Actuaries.
  31. Dunnell, K., Blakemore, C., Haberman, S., McPherson, K. and Pattison, J. Life Expectancy: is the socio-economic gap narrowing?.

Scholarly edition

  1. Ballotta, L. and Haberman, S. Annuity Risk: Volatility and Inflation Exposure in Payments from Immediate Life Annuities.

Working papers (23)

  1. Butt, Z. and Haberman, S. (2009). llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms. London, UK: Faculty of Actuarial Science & Insurance, City University London
  2. Haberman, S. and Piscopo, G. (2008). Mortality risk and the valuation of annuities with guaranteed minimum death benefit options: application to the Italian population. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  3. Renshaw, A. and Haberman, S. (2007). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  4. Emms, P., Haberman, S. and Savoulli, I. (2006). Optimal strategies for pricing general insurance. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  5. Ballotta, L., Esposito, G. and Haberman, S. (2006). Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  6. Renshaw, A.E. and Haberman, S. (2005). Mortality reduction factors incorporating cohort effects. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  7. Gerrard, R.J.G., Haberman, S. and Vigna, E. (2005). The management of de-cumulation risks in a defined contribution environment. London, UK: Faculty of Actuarial Science and Insurance, City University London.
  8. Kaishev, V.K., Haberman, S. and Dimitrova, D.S. (2005). Modelling the joint distribution of competing risks survival times using copula functions. London, UK: Faculty of Actuarial Science & Insurance,: City, University of London..
  9. Haberman, S. and Emms, P. (2005). Asymptotic and numerical analysis of the optimal investment strategy for an insurer. London, UK: Faculty of Actuarial Science and Insurance, City University London.
  10. Haberman, S., Ballotta, L. and Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts. London: Cass Business School.
  11. Renshaw, A.E. and Haberman, S. (2002). Lee-Carter mortality forecasting, a parallel GLM approach, England & Wales mortality projections. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  12. Haberman, S. and Renshaw, A.E. (2001). On the forecasting of mortality reduction. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  13. Renshaw, A.E. and Haberman, S. (2001). On the forecasting of mortality reduction factors. London, UK
  14. Haberman, S. and Renshaw, A.E. (2000). Modelling for mortality reduction factors. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  15. Owadally, M. and Haberman, S. (2000). Asset valuation and the dynamics of pension funding with random investment returns. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  16. Owadally, M. and Haberman, S. (2000). Asset valuation and amortization of asset gains and losses defined benefit pension plans. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  17. Haberman, S. and Owadally, M. (2000). Efficient amortization of Actuarial gains/losses and optimal funding in pension plans. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  18. Velmachos, D. and Haberman, S. (1999). Moving average models for interest rates applications to life insurance mathematics. Faculty of Actuarial Science & Insurance, City University London.
  19. Haberman, S. and Renshaw, A.E. (1999). An empirical study of claim and sickness inception transition intensities (aspects of the UK permanent health insurance experience). London, UK: Faculty of Actuarial Science & Insurance, City University London.
  20. Haberman, S. (1998). Stochastic modelling of pension scheme dynamics. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  21. Haberman, S. and Renshaw, A.E. (1998). Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  22. Megaloudi, C. and Haberman, S. (1998). Contribution and solvency risk in a defined benefit pension scheme. London, UK: Faculty of Actuarial Science & Insurance, City University London.
  23. Ballotta, L. and Haberman, S. Investment Strategies and Risk Management for Participating Life Insurance Contracts. Elsevier BV

Education

Subject/Academic Leadership

- September 2002 - present, Cass Business School, City University, Director and Deputy Dean

As Director and Deputy Dean, I have responsibilities for all of the academic activities of the Business School, including teaching and research.

Achievements include:

- strong financial and budgetary controls introduced
- designed and introduced performance-related pay scheme and more effective workload determination scheme for academic staff
- leading academic recruitment campaigns to enhance School’s teaching and research capability – senior professors and young academics hired from top UK and international Schools
- performance management of weaker academic staff
- increased number of research council grant applications and corporate research projects sponsored
- enhanced research standing of School, including targeted investment in research assistants and PhD scholarships for key research groups; and led School to a successful RAE 2008 outcome
- independent reviews of published research in finance consistently place Cass in the top 3 business schools in Europe
- restructured academic committees to deliver quality and improvements to student experience
- enhanced quality of student experience across all degree programmes, as evidenced by consistently high scores in the NSS across all undergraduate degrees
- leading improvements to internal communications within School and development of collegiate working environment
- led enhancing School’s HR policies and processes for academic and professional staff
- led achievement of Investors in People accreditation and 2 reaccreditations; accreditation of School by AACSB; 2 reaccreditations of School by EQUIS for five years; 2 reaccreditations of MBA and MBM programmes by AMBA for five years
- development and dissemination of School strategy with focus on financial services and professional services industries
- leading discussions on impact of Bologna Accord at School level and development of international partnerships strategy now being successfully pursued by School, e.g. Sogang, KAIST; Olin; ESCP; EBS; SMU
- leading partnership strategy involving City-based professional and trade bodies, e.g. CII, CIMA, CISI, ABI, ICAEW, PMI
- 2002 - present, Cass Business School Board of Studies, Research Committee, Teaching & Learning Committee, Prizes Committee, Honorary Visiting Appointments Committee, Chairman

- 2005 - present, Staff Development Group, Chairman

- 2008 - 2009, University Taskforce on Business Education, Chairman

- 1987 - present, Member of Senate

- 1995 - 2002, School of Mathematics, Dean

Achievements include:
- established management structure in new University devolved management framework
- set up effective quality assurance and course management system with a unitary Board of Studies
- successful introduction of new BSc and MSc courses, improvement in quality and quantity of student recruitment at BSc and MSc levels
- restructured Mathematics group with early retirement of older, less-research-active academic staff. Recruitment of young academic staff with long term potential
- increased number of research council grant applications from School
- improvement in RAE scores from 1996 to 2001
- led QAA subject review of School’s course provision in 2000 – score of 23/24 achieved
- from 1995 – 2002, turnover increased by 50%; School moved from deficit to profitability level of about 9% of turnover
- independent decennial review of published research in 1999 in actuarial science, insurance and risk placed City in top 2 in Europe and top 3 globally; personal research ranking was no 9 globally.

- 1987 - 1995, Department of Actuarial Science and Statistics, Head

- 1979 - 1987, Actuarial Science Group, Head

Key achievements include:
- established research programme in actuarial science, with PhD students and external funding from insurance industry and actuarial profession
- brought together actuarial and statistics groups, leading to benefits emerging in terms of new research activities and curriculum developments
- identified interface between actuarial science and statistics as a major new research area which the Department then exploited successfully
- designed and launched first MSc in Actuarial Science in UK
- expanded academic staff, recruiting staff with professional experience and research potential
- ensured that BSc in Actuarial Science remained up-to-date and ahead of international developments in professional education, through process of continuous improvement.

Professional activities

Consultancy (4)

  1. Deutsche Bank (Private Sector) (Jan – Mar 2011)
    Advice on models for stochastic mortality projections. Assistance with calculations.
  2. Swiss Reinsurance (Private Sector) (Sep 2010 – May 2011)
    Comparative study of performance of internal model for stochastic mortalty projections. General advice on models for stochastic mortality projections.
  3. Lucida (Private Sector) (Jun 2008 – Mar 2009)
    Construction of model for stochastic mortality porejctions for application to large UK pension plan population and sub-populations.
  4. Financial Services Authority (Public Sector) (Jan – Mar 2007)
    Expert review of report on defined contribution pension plan assumptions and projection illustrations

Editorial activity (19)

  1. European Actuarial Journal, Referee, 2011 – present.
  2. International Journal of Theoretical and Applied Finance, Referee, 2011 – present.
  3. Lifetime Data Analysis, Associate Editor, 2008 – present.
  4. Population Research and Policy Review, Referee, 2006 – present.
  5. Quantitaive Finance, Referee, 2006 – present.
  6. Decisions in Economics and Finance, Member of Editorial Board, 2005 – present.
  7. Methodology and Computing in Applied Mathematics, Referee, 2005 – present.
  8. European Journal of Operational Research, Referee, 2004 – present.
  9. Journal of Pension Economics and Finance, Editor, 2002 – 2015.
  10. Pensions, Member of Editorial Board, 2002 – present.
  11. Population Studies, Referee, 2002 – present.
  12. ASTIN Bulletin, Referee, 2002 – present.
  13. Geneva Papers on Risk and Insurance, Referee, 2000 – present.
  14. Journal of Risk and Insurance, Referee, 2000 – present.
  15. North American Actuarial Journal, Referee, 1996 – present.
  16. Journal of Royal Statistical Society Series A, Referee, 1995 – present.
  17. Journal of Royal Statistical Society Series C, Referee, 1995 – present.
  18. Insurance: Mathematics and Economics, Referee, 1990 – present.
  19. Journal of Institute of Actuaries, Referee, 1980 – 1995.

Events/conferences (195)

  1. 17th Conference of the Applied Stochastic Models and Data Analysis International Society. (Conference) London, UK (2017). Session/Day Chair. Invited speaker.
    Paper: Methodological issues in the three-way decomposition of mortality data
    Author: Giordano, G
    Co-authors: Russolillo, M; Haberman, S
  2. RSFAS Seminar at Australian National University. (Seminar) Canberra. Australia (2017). Invited speaker.
    Paper: Modelling mortailty by cause of death and socio-economic stratification: an analysis of mortality differentials in England
    Author: Villegas, A
    Co-authors: Bajekal, M; Haberman, S
  3. University of Liverpool Institute of Risk Easter School. (Workshop) Liverpool, UK (2017). Invited speaker.
    Paper: Longevity trends, modelling and forecasting
    Author: Haberman, S
  4. PARTY 2017: Perspectives on Actuarial Risks in Talks of Young Researchers. (Conference) Ascona, Switzerland (2017). Invited speaker.
    Paper: The Actuarial Research Centre: an exciting new development
    Author: Haberman, S
  5. Society of Actuaries 2017 Living to 100 Symposium. (Conference) Orlando, USA (2017).
    Paper: Grouped multivariate and functional time series: an application to annuity pricing
    Author: H Shang
    Co-authors: S Haberman
  6. CFE-CM Statistics Conference. (Conference) Seville, Spain (2016).
    Paper: Testing model effects on projected mortality indicators
    Author: Debon, A
    Co-authors: Haberman, S, Montes, F, and Otranto, E
  7. 51st Actuarial Research Conference 2016. (Conference) Minneapolis, USA (2016).
    Paper: Optimal decumulation strategy during retirement with deferred annuities
    Author: Chen, A
    Co-authors: Haberman, S and Thomas, S
  8. 4th Stochastic Modeling Techniques and Data Analysis International Conference. (Conference) Malta (2016).
    Paper: Dependency premium with multiple population forecasts
    Author: D'Amato, V
    Co-authors: Haberman, S; Piscopo, G
  9. 2nd Europen Congress of Actuaries. (Conference) Brussels (2016). Organising Committee.
  10. UNIS Actuarial School. (Conference) Salerno, Italy (2016). Invited speaker.
    Paper: Longevity trends, modelling and forecasting
    Author: Haberman S
  11. Institute and Faculty of Actuaries Asia Conference. (Conference) Kuala Lumpur, Malaysia (2016). Invited speaker.
    Paper: Actuaries of the Future
    Author: Haberman S
  12. Institute and Faculty of Actuaries Asia Conference. (Conference) Kuala Lumpur, Malaysia (2016). Invited speaker.
    Paper: The Evolution of Actuarial Education: Personal Reflections
    Author: Haberman S
  13. Actuarial and Financial Mathematics Conference. (Conference) Brussels (2016). Invited speaker.
    Paper: Linking pensions to life expectancy: a solution to guarantee long term sustainability?
    Author: Boado Penas M C
    Co-authors: Godinez-Olivares, H, Haberman, S
  14. 7th International Conference: Mathematical and Statistical Methods for Actuarial Science and Finance. (Conference) Paris (2016).
    Paper: Linking pensions to life expectancy: a solution to guarantee long term sustainability?
    Author: Boado Penas C
    Co-authors: Godinez-Olivares, H, Haberman, S
  15. 7th Credit Suisse European Pensions Strategy Conference. (Conference) London (2016). Invited speaker.
    Paper: Longevity Risk, Models and Forecasting: Frontiers
    Author: Haberman S
  16. 4th Stochastic Modelling Techniques and Data Analysis International Conference. (Conference) Valletta (2016).
    Paper: Dependency premium based on a cohort factor model
    Author: Piscopo G
    Co-authors: D'Amato, V, Haberman, S
  17. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool (2015). Session/Day Chair and Organising Committee.
  18. SUSEP Seminar. (Seminar) Rio de Janeiro, Brazil (2015). Invited speaker.
    Paper: Developments in Annuity Markets
    Author: Haberman S
  19. CNSEG Seminar. (Seminar) Rio de Janeiro, Brazil (2015). Invited speaker.
    Paper: Developments in Annuity Markets
    Author: Haberman S
  20. ANS Seminar. (Seminar) Rio de Janeiro, Brazil (2015). Invited speaker.
    Paper: Longevity Risk and Longevity Trends
    Author: Haberman S
  21. Escola Nacional de Seguros Lecture. (Public lecture) Rio de Janeiro, Brazil (2015). Invited speaker.
    Paper: Longevity Risk and Longevity Trends
    Author: Haberman S
  22. Escola Nacional de Seguros Lecture. (Public lecture) Sao Paolo, Brazil (2015). Invited speaker.
    Paper: Longevity Risk and Longevity Trends
    Author: Haberman S
  23. EFMD/ABS International Deans' Programme. (Workshop) London, UK (2015). Invited speaker.
    Paper: Reflections on the role of Dean
    Author: Haberman S
  24. Longevity 11. (Conference) Lyon, France (2015).
    Paper: A comparative study of two-population mortality models for the assessment of basis risk in longevity hedges
    Author: Millossovich P
    Co-authors: Haberman, S, Kaishev, V, Villegas, A
  25. Longevity 11. (Conference) Lyon, France (2015).
    Paper: A practical framework for assessing basis risk in index-based longevity hedges
    Author: Baxter S
    Co-authors: Haberman, S, Kaishev, V, Millossovich, P, Villegas, A, Gaches, A, Gunnlaugsson, S, Sison, M
  26. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015).
    Paper: A comparative study of two-population mortality models for the assessment of basis risk in longevity hedges
    Author: Millossovich P
    Co-authors: Haberman, S, Kaishev, V, Villegas, A
  27. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015).
    Paper: Optimal retirement financial planning for retirees with time-inconsistent preferences
    Author: Chen A
    Co-authors: Haberman, S
  28. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015).
    Paper: Optimal strategies for pay-as-you-go pension finance: a sustainability framework
    Author: Godinez-Olivares H
    Co-authors: Boado-Penas, C, Haberman, S
  29. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015).
    Paper: Testing differences between projected mortality indicators
    Author: Debon A
    Co-authors: Haberman, S, Montes, F, Otranto, E
  30. 1st International Conference on Actuarial Science and Quantitative Finance. (Conference) Bogota (2014). Organising Committee.
  31. Second R in Insurance Conference. (Conference) London, UK (2014).
    Paper: Modelling trends and inequality of longevity in the European Union countries
    Author: Debon A
    Co-authors: Haberman, S
  32. Mathematical and Statistical Methods for Actuarial Science and Finance. (Conference) Vietri sul Mare, Italy (2014).
    Paper: A multivariate appraoch to project the long run relationship between mortailty indices for Canadian provinces
    Author: Ntamjokouen A
    Co-authors: Haberman, S, Consigli, G
  33. International Mortality and Longevity Symposium. (Conference) Birmingham, UK (2014). Invited speaker.
    Paper: Modelling mortality by cause of death and socio-economic stratification: an analysis of mortality differentials in England
    Author: Villegas A
    Co-authors: Bajekal, M, Haberman, S
  34. International Congress of Actuaries. (Conference) Washington, USA (2014).
    Paper: Optimal asset allocation in the pre-retirement period, conditional on the post-retirement optimal strategy
    Author: Gavranovic N
    Co-authors: Haberman,S
  35. First International Congress on Actuarial Science and Quantitative Finance. (Conference) Bogota, Colombia (2014). Invited speaker.
    Paper: Longevity Trends, Quantification and Forecasting
    Author: Haberman S
  36. 7th International Conference on Computational and Methodological Statistics. (Conference) Pisa, Italy (2014).
    Paper: The 3-way Lee-Carter model to detect the leading causes of death
    Author: Russolillo, M, Haberman, S
    Co-authors: Giordano G
  37. 18th International Congress on Insurance: Mathematics and Economics. (Conference) Shanghai, China (2014).
    Paper: Efficient risk allocation within a non-life insurance group under a Solvency II regime
    Author: Asimit A
    Co-authors: Badescu, A, Haberman, S, Kim E-S
  38. (Seminar) Valencia, Spain (2014). Invited speaker.
    Paper: Longevity Trends, Quantification and Forecasting
    Author: Haberman S
  39. Swedish Actuarial Society Meeting. (Seminar) Sweden (2014). Invited speaker.
    Paper: Longevity Risk and Longevity Trends
    Author: Haberman S
  40. Insitute and Faculty of Actuaries Research Meeting. (Seminar) London (2014). Invited speaker.
    Paper: A methodology for assessing basis risk
    Author: Haberman S
    Co-authors: Kaishev, V, Millossovich, P, Villegas, A, Baxter, S, Gaches, A, Gunnlaugsson, S, Sison, M
  41. University of Amsterdam Actuarial Science and Mathematical Finance Seminar. (Seminar) Amsterdam, The Netherlands (2013). Invited speaker.
    Paper: Modelling and Projecting Mortality Improvement Rates
    Author: Haberman S
    Co-authors: Renshaw, A
  42. Socio-demographics: Exploring the future and defining the questions. (Seminar) London, UK (2013). Invited speaker.
    Paper: On the modelling and forecasting of socio-economic mortality differentials
    Author: Haberman S
    Co-authors: Villegas, A
  43. Belgian Actuarial Association Lectures 2013. (Public lecture) Brussels, Belgium (2013). Invited speaker.
    Paper: Recent Developments in Annuities and Annuity Markets
    Author: Haberman S
  44. External Workshop - Workshop for Young Researchers: Perpsectives on Actuarial Risks. (Workshop) Ascona, Switzerland (2013). Invited speaker.
    Paper: Modelling and Projecting Mortality Improvement Rates
    Author: Haberman S
  45. Money Marketing Retirement Planning Summit. (Conference) Cork, Ireland (2013). Invited speaker.
    Paper: Longevity Risk and the Ageing Population
    Author: Haberman S
  46. 48th Actuarial Research Conference. (Conference) Philadelphia, US (2013).
    Paper: Modelling Mortality by Cause of Death and Socio-economic Stratification: an Analysis of Mortality Differentials in England
    Author: Villegas A
    Co-authors: Bajekal, M, Haberman, S
  47. 48th Actuarial Research Conference. (Conference) Philadelphia, US (2013).
    Paper: Forecasting Mortality in Related Populations using Lee-Carter Type Models: a Comparison
    Author: Danesi I
    Co-authors: Millossovich, P, Haberman, S
  48. 48th Actuarial Research Conference. (Conference) Philadelphia, US (2013). Invited speaker.
    Paper: Longevity Trends, Quantification and Forecasting
    Author: Haberman S
  49. 17th International Congress on Insurance: Mathematics and Economics. (Conference) Copenhagen, Denmark (2013).
    Paper: Modelling Mortality by Cause of Death and Socio-economic Stratification: an Analysis of Mortality Differentials in England
    Author: Haberman, S
    Co-authors: Haberman, S
  50. 15th Applied Stochastic Models and Data Analysis Conference. (Conference) Mataro, Spain (2013).
    Paper: Multiple population projections by Lee Carter models
    Author: D'Amato V
    Co-authors: Haberman, S, Piscopo, G, Russolillo, M, Trapani, L
  51. 15th Applied Stochastic Models and Data Analysis Conference. (Conference) Mataro, Spain (2013). Invited speaker.
    Paper: Modelling and projecting mortality improvement rates
    Author: Haberman S
  52. 1st European Congress of Actuaries. (Conference) Brussels (2012). Session/Day Chair and Organising Committee.
  53. Social Security Seminar - Managing Uncertainty Together. (Seminar) Kuala Lumpur, Malaysia (2012). Invited speaker.
    Paper: Demographic isues facing governments - longevity and how long will we live?
    Author: Haberman S
  54. Singapore Actuarial Society. (Seminar) Singapore (2012). Invited speaker.
    Paper: Longevity risk and models for forecasting trends in mortality rates
    Author: Haberman S
  55. CII Centenary Nicholas Barbon Lecture. (Public lecture) (2012).
  56. CII Centenary Nicholas Barbon Lecture. (Public lecture) (2012). Invited speaker.
    Paper: The ageing population: UK longevity and the implications of changing life expectancy
    Author: Haberman S
    Co-authors: London
  57. Insurance Risk and Research Conference. (Conference) Singapore (2012). Invited speaker.
    Paper: Longevity trends, quantification and forecasting
    Author: Haberman S
  58. First European Congress of Actuaries. (Conference) Brussels (2012). Invited speaker.
    Paper: ERM and Actuarial Science: the role for Universities in ERM
    Author: Haberman S
  59. Demographic Analysis and Research International Conference. (Conference) Chania, Crete (2012).
    Paper: Testing for Dependence Across Age and Time in Longevity Data
    Author: Russolillo M
    Co-authors: D'Amato, V, Haberman, S and Piscopo, G
  60. Demographic Analysis and Research International Conference. (Conference) Chania, Crete (2012).
    Paper: A Model for the Forecasting of Socioeconomic Status Mortality Differentials
    Author: Villegas A
    Co-authors: Haberman, S
  61. Demographic Analysis and Research International Conference. (Conference) Chania, Crete (2012).
    Paper: The Effect of Mortality Models on Life Expectancy and other Mortality Indicators
    Author: Debon A
    Co-authors: Haberman, S, Montes, F and Otranto, E
  62. Demographic Analysis and Research International Conference. (Conference) Chania, Crete (2012).
    Paper: Coherent Mortality Modelling and Forecasts
    Author: Hatzopoulos P
    Co-authors: Haberman, S
  63. 14th Global Conference of Actuaries. (Conference) Mumbai, India (2012). Invited speaker.
    Paper: Eductaing Actuaries as Business Leaders
    Author: Haberman S
  64. 15th International Conference on Insurance, Mathematics and Economics. (Conference) Trieste (2011). Organising Committee.
  65. (Seminar) Universita Cattolica del Sacro Cuore, Milan, Italy (2011). Invited speaker.
    Paper: Modelling Longevity Risk
    Author: Haberman S
    Co-authors: Renshaw, A
  66. UK Actuarial Profession Mortality and Longevity Seminar. (Seminar) London (2011). Invited speaker.
    Paper: Modelling and Projecting Mortality Improvement Rates
    Author: Haberman S
    Co-authors: Renshaw, A
  67. The UK Actuarial Profession Research Meeting. (Seminar) London (2011). Invited speaker.
    Paper: Second international comparative study of mortality tables for pension fund retirees
    Author: Haberman S
    Co-authors: Sithole, T and Verrall, R
  68. KCL Financial Mathematics Seminar. (Seminar) London (2011). Invited speaker.
    Paper: Modelling Dynamics in Mortality Rates
    Author: Haberman S
    Co-authors: Renshaw, A
  69. Worshipful Company of Actuaries' Lecture: LSE. (Public lecture) London (2011). Invited speaker.
    Paper: The humble annuity lives on
    Author: Haberman S
  70. Meeting of Turkish Actuarial Association. (Public lecture) Istanbul, Turkey (2011). Invited speaker.
    Paper: Development of actuarial standards: UK as a case study
    Author: Haberman S
  71. Hungarian Actuarial Society Fall School 2011. (Workshop) Budapest (2011). Invited speaker.
    Paper: Modelling Longevity Risk
    Author: Haberman S
  72. Hungarian Actuarial Society Fall School 2011. (Workshop) Budapest (2011). Invited speaker.
    Paper: Recent Developments in Annuity Markets
    Author: Haberman S
  73. DMGT Pensions: Understanding Pension Risk. (Workshop) London (2011). Invited speaker.
    Paper: Longevity Risk Modelling
    Author: Haberman S
  74. Actuarial and Risk Measures Workshop. (Workshop) Athens, Greece (2011). Invited speaker.
    Paper: Longevity Risk
    Author: Haberman S
  75. RGA International Conferenze Attuariale. (Conference) (2011). Invited speaker.
    Paper: Modelling longevity risk
    Author: Haberman S
  76. Credit Suisse European Pensions Strategy Conference. (Conference) London (2011). Invited speaker.
    Paper: Longevity Risk Modelling
    Author: Haberman S
  77. 15th International Congress on Insurance: Mathematics and Economics. (Conference) Trieste, Italy (2011).
    Paper: Bootstrap for mortality projections using dependent data
    Author: D'Amato V
    Co-authors: Haberman, S, Piscopo, G, Russolillo, M
  78. Journee de Contact FNRS. (Seminar) Brussels, Belgium (2010). Invited speaker.
    Paper: Investment strategies and risk management for participating life insurance contracts
    Author: Ballotta L
    Co-authors: Haberman, S
  79. Pensions Research Workshop. (Workshop) University of Westminster, London (2010). Invited speaker.
    Paper: Modelling longevity
    Author: Haberman S
  80. International Summer School - Risk Measurement and Control. (Conference) Rome, Italy (2010). Invited speaker.
    Paper: Managing Longevity Risk: Comparison of Mortality Forecasting Models
    Author: Haberman S
    Co-authors: Renshaw A
  81. International Congress of Actuaries. (Conference) Cape Town, South Africa (2010). Invited speaker.
    Paper: An international comparative study of mortality tables used for pensions: preliminary results
    Author: Sithole T
    Co-authors: Haberman, S and Verrall, R
  82. 14th International Congress on Insurance: Mathematics and Economics. (Conference) Toronto, Canada (2010).
    Paper: Dependent competing risks: cause elimination and its impact on survival
    Author: Dimitrova D
    Co-authors: Haberman, S and Kaishev, V
  83. 14th International Congress on Insurance: Mathematics and Economics. (Conference) Toronto, Canada (2010).
    Paper: Integrated variance reduction techniques in the Lee-Carter model
    Author: Piscopo G
    Co-authors: D'Amato, V, Haberman, S and Russolillo, M.
  84. IAA International Colloquium on Life Insurance. (Conference) Munich (2009). Session/Day Chair and Organising Committee.
  85. Financial and Actuarial Mathematics Seminar. (Seminar) Vienna University of Technology, Austria (2009). Invited speaker.
    Paper: Investment strategies and risk management for participating life insurance contracts
    Author: Ballotta L.
    Co-authors: Haberman, S
  86. Cologne Life Insurance Seminar. (Seminar) University of Cologne (2009). Invited speaker.
    Paper: Lee-Carter mortality model for mortality dynamics: recent developments
    Author: Haberman S
  87. Algorithmics Insurance Seminar. (Seminar) Milan, Italy (2009). Invited speaker.
    Paper: Investment strategies and risk management for participating life insurance contracts
    Author: Haberman, S
    Co-authors: Ballotta L
  88. IAA 3rd LIFE Colloquium. (Conference) Munich, Germany (2009).
    Paper: Comparative study of mortality forecasting models
    Author: Haberman S
    Co-authors: Renshaw, A
  89. 19th AFIR Colloquium. (Conference) Munich, Germany (2009).
    Paper: Investment strategies and risk management for participating life insurance contracts
    Author: Ballotta L.
    Co-authors: Haberman, S
  90. 13th Applied Stochastic Modelling and Data Analysis Conference. (Conference) Vilnius, Lithuania (2009).
    Paper: Efficient bootstrap applied to the Poisson bilinear Lee-Carter model
    Author: D'Amato V
    Co-authors: Haberman, S and Russolillo, M.
  91. Mortailty and Longevity - Making Financial Sense of the Highly Uncertain. (Seminar) London (2008). Invited speaker.
    Paper: New Developments in the Lee-Carter Model for Mortality Dynamics
    Author: Haberman S
    Co-authors: Renshaw A
  92. MITACS – IFM 2 Workshop on Recent Advances in Financial and Insurance Risk Management. (Workshop) Montreal, Canada (2008). Invited speaker.
    Paper: New Developments in the Lee-Carter Model for Mortality Dynamics
    Author: Haberman S
    Co-authors: A. Renshaw
  93. MAF 2008: Mathematical and Statistical Methods for Actuarial Sciences and Finance. (Conference) Venice, Italy (2008). Invited speaker.
    Paper: New developments of the Lee-Carter model for mortality dynamics
    Author: Haberman S
  94. Living to 100 International Symposium. (Conference) Orlando, USA (2008).
    Paper: On simulation-based approaches to risk measurement in mortality with specific reference to binomial Lee-Carter modelling
    Author: Haberman S
    Co-authors: Renshaw, A
  95. IFID/MITACS Conference on Financial Engineering for Actuarial Mathematics. (Conference) Toronto (2008). Invited speaker.
    Paper: The Lee-Carter Model for Mortality Dynamics: Recent Developments
    Author: Haberman S
    Co-authors: Toronto
  96. Pensions and long term investment. (Workshop) University of Warwick (2007).
    Paper: Income drawdown schemes for a defined contribution pension plan
    Author: Haberman S
    Co-authors: P. Emms
  97. FNRS Day. (Workshop) Louvain-la-Neuve, Belgium (2007). Invited speaker.
    Paper: Extensions to the Lee-Carter Model
    Author: Haberman S
  98. RIESGO: Second Workshop on Risk Management and Insurance Research. (Conference) Castro Urdiales (2007). Invited speaker.
    Paper: The Annuity Problem
    Author: Haberman S
  99. Integrated Risk Modelling. (Conference) University of Tilburg (2007). Invited speaker.
    Paper: Extensions to the Lee-Carter model for mortality trends and projections
    Author: Haberman S
  100. 12th ASMDA. (Conference) Chania, Crete (2007).
    Paper: Bayesian analysis of longevity risk in the context of life annuities
    Author: Haberman S
    Co-authors: M Khalaf-Allah, R Verrall
  101. 12th ASMDA. (Conference) Chania, Crete (2007). Invited speaker.
    Paper: Mortality, longevity and experiments with Lee-Carter models
    Author: Haberman S
  102. New Trends in Finance and Risk Management Workshop. (Seminar) EM Lyon Graduate School of Management (2006). Invited speaker.
    Paper: The Management of Decumulation Risks in a Defined Contribution Pension Scheme
    Author: Haberman S
    Co-authors: R.Gerrard and E. Vigna
  103. Institute of Actuaries Seminar on Mortality and Longevity - Making Financial Sense of the Highly Uncertain. (Seminar) Barbican Centre, London (2006). Invited speaker.
    Paper: Modelling and Measuring Uncertainty in Mortality Forecasts
    Author: Haberman S
    Co-authors: Richard Verrall
  104. Journee de Contact FNRS - Insurance and Finance. (Workshop) Universite Libre de Bruxelles (2006). Invited speaker.
    Paper: The Annuity Problem
    Author: Haberman S
  105. 3rd International Workshop on Applied Probability. (Workshop) University of Connecticut (2006). Invited speaker.
    Paper: Pricing of Guaranteed Annuity Conversion Options (Invited plenary)
    Author: Haberman S
    Co-authors: L. Ballotta
  106. AMESES. (Conference) Trieste (2006).
    Paper: An Exploratory Strategy to Assess Mortality Trends by Age-specific Profiles
    Author: Russolillo M
    Co-authors: G. Giordano and S. Haberman
  107. 41st Society of Actuaries Actuarial Research Conference. (Conference) University of Montreal (2006).
    Paper: The Effects on the Funding and Contribution Variance using the Modified Spread Method
    Author: Owadally M
    Co-authors: D. Gomez and S. Haberman
  108. 41st Society of Actuaries Actuarial Research Conference. (Conference) University of Montreal (2006).
    Paper: Entropy, Longevity and Annuities
    Author: Khalaf-Allah M
    Co-authors: S. Haberman and R. Verrall
  109. Modelling Mortality Dynamics for Pensions and Annuity Business. (Seminar) MIB School of Management, Trieste (2005). Invited speaker.
    Paper: Forecasting Mortality Rates - Applications and Examples
    Author: Haberman S
    Co-authors: A. Renshaw
  110. Modelling Mortality Dynamics for Pensions and Annuity Business. (Seminar) Valuation of Guaranteed Annuity Options (2005). Invited speaker.
    Paper: Valuation of Guaranteed Annuity Options
    Author: Haberman S
    Co-authors: L.Ballotta
  111. National Association of Forensic Economists Annual Conference. (Workshop) Dublin (2005). Invited speaker.
    Paper: The Ogden Tables and Contingencies other than Mortality
    Author: Haberman S
    Co-authors: R. Verrall
  112. CIMA Annual Conference. (Conference) London (2005). Invited speaker.
    Paper: The UK Pensions Crisis
    Author: Haberman S
  113. British Society for Population Studies Annual Conference. (Conference) University of Kent (2005).
    Paper: Jewish Population and Death Rates in England and Wales, 2001
    Author: Schmool M
    Co-authors: S. Haberman
  114. Convegno metodi matematici e statistici per l'analisi dei dati assicurativi e finanziari MAF 2004. (Workshop) Salerno (2004). Invited speaker.
    Paper: Modelling and Forecasting of Mortality Rates
    Author: Haberman S
    Co-authors: A. Renshaw
  115. 3rd Meeting on Social Security and Complementary Pension Systems. (Conference) CIEF, Instituto Superior de Economia e Gestao, UTL, Lisbon (2004). Invited speaker.
    Paper: Risk Measurement and Management for Defined Benefit Pension Schemes
    Author: Haberman S
  116. 7th International Conference on Insurance, Mathematics and Economics. (Conference) Lyon (2003). Organising Committee.
  117. IMA - The Future of Pension Schemes. (Seminar) The Royal Society, London (2003). Invited speaker.
    Paper: Risk Measurement and Management for Defined Benefit Pension Schemes
    Author: Haberman S
  118. GE Day Italia. (Seminar) Milan (2003). Invited speaker.
    Paper: Longevity Risk and Annuities: Methods for Modelling and Forecasting Mortality
    Author: Haberman S
    Co-authors: R Verrall
  119. First International West-East Accounting and Finance Conference. (Conference) University of Greenwich (2003).
    Paper: The Relationship between Macroeconomic Variables and Lapsation of Life Insurance: the Malaysian Experience
    Author: Lim C C
    Co-authors: S Haberman
  120. Applied Mathematics and Applications of Mathematics AMAM. (Conference) Nice, France (2003).
    Paper: Modelling and Valuation of Guarantees in With-Profit and Unitised With-Profit Life Insurance Contracts
    Author: Haberman S
    Co-authors: L.Ballotta
  121. 7th International Congress on Insurance: Mathematics and Economics. (Conference) ISFA, University of Lyon 1 (2003).
    Paper: The Income Drawdown Option: Quadratic Loss
    Author: Haberman S
    Co-authors: R J Gerrard, E Vigna
  122. 7th International Congress on Insurance: Mathematics and Economics. (Conference) ISFA, University of Lyon 1 (2003).
    Paper: Optimal Investment Choices Post-Retirement in a Defined Contribution Pension Scheme
    Author: Vigna E
    Co-authors: R J Gerrard, S Haberman
  123. 13th International AFIR Colloquium. (Conference) University of Maastricht (2003).
    Paper: Optimal Investment Choices Post-Retirement in a Defined Contribution Pension Scheme
    Author: Haberman S
    Co-authors: R J Gerrard, E Vigna
  124. AMESES Conference. (Conference) University of Verona (2002). Invited speaker.
    Paper: Modelling and Valuation of With Profit and Unitised With Profit Life Insurance Policies
    Author: Haberman S
    Co-authors: L Ballotta and N Wang
  125. 37th Society of Actuaries Actuarial Research Conference. (Conference) University of Waterloo (2002).
    Paper: Pricing of Guaranteed Annuity Conversion Options
    Author: Ballotta L
    Co-authors: S Haberman
  126. Sixth International Congress on Insurance, Mathematics and Economics. (Conference) Cempare Technical University of Lisbon (2002).
    Paper: Lee Carter Mortality Forecasting with Age Specific Enhancement
    Author: Haberman S
    Co-authors: A Renshaw
  127. Sixth International Congress on Insurance, Mathematics and Economics. (Conference) Cempare Technical University of Lisbon (2002).
    Paper: Investment Choices Post Retirement in a Defined Contribution Pension Scheme
    Author: Vigna E
    Co-authors: R Gerrard and S Haberman
  128. Sixth International Congress on Insurance, Mathematics and Economics. (Conference) Cempare Technical University of Lisbon (2002).
    Paper: Investment Choices Post Retirement in a Defined Contribution Pension Scheme
    Author: Vigna E
    Co-authors: R Gerrard and S Haberman
  129. CeRP Conference, Developing an Annuity Market in Europe. (Conference) Ral Collegio Carlo Alberto, Moncalieri, Turin (2002). Invited speaker.
    Paper: Guaranteed Annuity Conversion Options and their Valuation. Invited paper
    Author: Haberman S
    Co-authors: L Ballotta
  130. 8th International Vilnius Conference on Probability Theory and Mathematical Statistics. (Conference) Technical University of Vilnius, Lithuania (2002). Invited speaker.
    Paper: Valuation of Guaranteed Annuity Conversion Options
    Author: Haberman S
    Co-authors: L Ballotta
  131. Sixth International Congress on Insurance, Mathematics and Economics. (Conference) Pricing of Guaranteed Annuity Conversion Options (2002).
    Paper: Pricing of Guaranteed Annuity Conversion Options
    Author: Ballotta L
    Co-authors: S Haberman
  132. Institute and Faculty of Actuaries Conference, Ageing Population Burden or Benefit? (Conference) Edinburgh (2002).
    Paper: Modelling and Forecasting Mortality Trends
    Author: Haberman S
    Co-authors: A Renshaw
  133. Fifth International Congress on Insurance, Mathematics and Economics. (Conference) Penn State University (2001).
    Paper: Optimal Investment Strategies and Risk Measures in Defined Contribution Pension Schemes
    Author: Vigna E
    Co-authors: S Haberman
  134. International Actuarial Association Pensions Seminar. (Conference) Brighton (2001). Invited speaker.
    Paper: Funding Defined Benefit Schemes
    Author: Haberman S
  135. Colloque Epagne et Retraite. ISFA. (Conference) University of Lyon CB (2001). Invited speaker.
    Paper: Modelling Defined Benefit and Defined Contribution Pension Schemes. Invited Paper
    Author: Haberman S
  136. 11th Annual International AFIR Colloquium. (Conference) Toronto (2001).
    Paper: Smoothing in Defined Benefit Pension Schemes: Asset Valuation and Spreading Gains/Losses
    Author: Haberman S
    Co-authors: N Lutula
  137. Convegno internazionale di studio presieduto da Franco Modigliani. (Conference “Pension Reforms and Labour Markets in Europe). (Conference) University of Brescia (2000). Invited speaker.
    Paper: UK Retirement Provision: A Review. Invited Paper
    Author: Haberman S
  138. Institute and Faculty of Actuaries Health Care Convention. (Conference) Torquay (2000).
    Paper: Modelling Solvency of PHI Portfolios
    Author: Haberman S
    Co-authors: Z Butt and B Rickayzen
  139. 31st ASTIN Colloquium. (Conference) Multiple State Models, Simulation and Insurer Insolvency. Invited Plenary Paper (2000).
    Paper: Multiple State Models, Simulation and Insurer Insolvency. Invited Plenary Paper
    Author: Haberman S
    Co-authors: Z Butt and B Rickayzen
  140. 31st ASTIN Colloquium. (Conference) Porto Cervo, Sardinia (2000).
    Paper: Frailty Models and Applications to Mortality Graduation and Forecasting
    Author: Haberman S
    Co-authors: Z Butt
  141. 35th Society of Actuaries Actuarial Research Conference. (Conference) Laval University, Quebec (2000).
    Paper: Asset Valuation and the Dynamics of Pension Funding with Random Investment Returns
    Author: Owadally M
    Co-authors: S Haberman
  142. Fourth International Congress on Insurance: Mathematics and Economics. (Conference) University of Barcelona (2000).
    Paper: Optimal Investment Strategies for Defined Contribution Pension Schemes II
    Author: Vigna E
    Co-authors: S Haberman
  143. Fourth International Congress on Insurance: Mathematics and Economics. (Conference) University of Barcelona (2000).
    Paper: Simulation-based Approach to Optimal Pension Pricing in a Competitive Market II
    Author: Savoulli I
    Co-authors: S Haberman
  144. 8th Annual Meeting of the Belgian Statistical Society. (Workshop) Herbeumont, Belgium (2000). Invited speaker.
    Paper: Modern Statistical Methods and Actuarial Science. Invited paper
    Author: Haberman S
    Co-authors: A Renshaw
  145. Institute and Faculty of Actuaries Life Insurance Convention. (Conference) Birmingham (1999).
    Paper: Modelling Time Trends in Permanent Health Insurance Experience
    Author: Haberman S
    Co-authors: A Renshaw
  146. Society of Actuaries Annual Conference. (Conference) San Francisco (1999). Invited speaker.
    Paper: Actuarial Developments in the Last 50 Years. Invited presentation
    Author: Haberman S
  147. Institute and Faculty of Actuaries Health Care Convention. (Conference) Warwick (1999).
    Paper: Time Trends in PHI Transition Intensities
    Author: Haberman S
    Co-authors: A Renshaw
  148. 34th Society of Actuaries Actuarial Research Conference. (Conference) Drake University, Des Moines, Iowa (1999).
    Paper: Efficient Amortization of Actuarial Gains/Losses and Optimal Funding in Pension Plans
    Author: Owadally M
    Co-authors: S Haberman
  149. 34th Society of Actuaries Actuarial Research Conference,. (Conference) Drake University, Des Moines, Iowa (1999).
    Paper: Ruin Probabilities in Life Insurance
    Author: Levikson B
    Co-authors: E Frostig, S Haberman
  150. Third International Congress on Insurance: Mathematics and Economics. (Conference) City University (1999).
    Paper: Bivariate Extreme Values in Finance and Insurance
    Author: Dixon M
    Co-authors: S Haberman
  151. Third International Congress on Insurance: Mathematics and Economics. (Conference) City University (1999).
    Paper: Ruin Probabilities in Life Insurance
    Author: Levikson B
    Co-authors: E Frostig, S Haberman
  152. Third International Congress on Insurance: Mathematics and Economics. (Conference) City University (1999).
    Paper: Modelling the Recent Time Trends in UK PHI Recovery, Mortality and Claim Inception Transition Intensities
    Author: Haberman S
    Co-authors: A Renshaw
  153. Third International Congress on Insurance: Mathematics and Economics. (Conference) City University (1999).
    Paper: Simulation-based Approach to Optimal Premium Pricing in a Competitive Market
    Author: Savoulli I
    Co-authors: S Haberman
  154. Third International Congress on Insurance: Mathematics and Economics. (Conference) City University (1999).
    Paper: An Investigation into Parametric Models for Mortality Projections, with Applications to Immediate Annuitants' and Life Office Pensioners' Data
    Author: Sithole T
    Co-authors: S Haberman , R Verrall
  155. Third International Congress on Insurance: Mathematics and Economics. (Conference) City University (1999).
    Paper: Optimal Investment Strategy for Defined Contribution Pension Schemes
    Author: Vigna E
    Co-authors: S Haberman
  156. Royal Statistical Society Annual Conference. (Conference) University of Warwick (1999). Invited speaker.
    Paper: Royal Statistical Society Annual Conference
    Author: Haberman S
  157. 7th Annual Conference of National Association for Numeracy and Mathematics in Colleges. (Conference) Coventry (1999). Invited speaker.
    Paper: Mathematics in Insurance and Finance. Invited presentation
    Author: Haberman S
  158. 3rd International Conference on Insurance, Mathematics and Economics. (Conference) London (1999). Chair and Organising Committee.
  159. Second International Congress on Insurance: Mathematics and Economics. (Conference) Lausanne (1998).
    Paper: Simulation Approaches to Assessment of Optimal Funding Strategies for Pension Schemes
    Author: Haberman S
    Co-authors: D. Smith
  160. Second International Congress on Insurance: Mathematics and Economics. (Conference) Lausanne (1998).
    Paper: Optimal Premium Pricing in a Competitive Insurance Environment
    Author: Savoulli I
    Co-authors: S. Haberman
  161. Institute and Faculty of Actuaries Health Care Convenion. (Conference) Warwick (1998).
    Paper: Modelling Time Trends for 1975-1994 in PHI Recovery, Mortality and Claim Inception Transition Intensities
    Author: Haberman S
    Co-authors: D. Heeney, M. Hills, A. Renshaw and D. Walsh
  162. Institute of Actuaries Annual Health Care Convention. (Conference) Warwick (1998). Organising Committee.
  163. 26th International Congress of Actuaries. (Conference) Birmingham (1998). Organising Committee.
  164. Institute of Actuaries Pensions Convention. (Conference) York (1998).
    Paper: Optimal Pension Funding: A Simulation based Analysis
    Author: Haberman S
    Co-authors: D Smith
  165. 5th International Conference on Insurance, Solvency and Finance. (Conference) London (1997). Session/Day Chair and Organising Committee.
  166. Institute of Actuaries Health Care Convention. (Conference) Institute & Faculty of Actuaries, Warwick (1997).
    Paper: Analysis of Trends in PHI Claims Inception Rates
    Author: Haberman S
    Co-authors: D Walsh
  167. Annual Meeting of Israel Association of Statisticians. (Conference) University of Haifa (1997). Invited speaker.
    Paper: Applications of Generalized Linear Models in Actuarial Science
    Author: Haberman S
    Co-authors: A Renshaw
  168. Institute of Actuaries Annual Health Care Convention. (Conference) Warwick (1997). Organising Committee.
  169. Staple Inn Actuarial Society. (Workshop) Staple Inn Hall, London (1997). Invited speaker.
    Paper: Multiple State Modelling and Long Term Care Insurance
    Author: Haberman S
    Co-authors: E Pitacco, A Olivieri
  170. Workshop on the Interplay between Insurance, Finance and Control. (Workshop) Aarhus University (1997).
    Paper: Dynamic Programming Approach to Pension Funding
    Author: Haberman S
    Co-authors: J H Sung
  171. Finanza Matematica e Matematica Attuariale: Aspetti Teorici e Pratice". (Seminar) University of Trieste (1996). Invited speaker.
    Paper: Aspects of Stochastic Modelling of Defined Benefit Pension Arrangements. Invited paper
    Author: Haberman S
  172. Assessment of the Risk of Cardiovascular Disease: Medical and Insurance Perspectives. (Conference) Royal Society of Medicine, London (1996). Invited speaker.
    Paper: Interpretation of Data for Insurance Purposes and the Development of Risk Predictor Models. Invited paper
    Author: Haberman S
  173. Advances in Actuarial Science, Universite Libre de Bruxelles. (Seminar) Brussels (1995). Invited speaker.
    Paper: Modelling Defined Benefit Pension Funds and the Effect of Stochastic Investment Returns. Invited paper
    Author: Haberman S
  174. Institute and Faculty of Actuaries Convention, The Pensions Actuary - Putting Theory into Practice. (Conference) Harrogate (1995). Invited speaker.
    Paper: Introduction to Stochastic Modelling of Defined Benefit Pension Schemes
    Author: Haberman S
    Co-authors: D Dufresne
  175. Annual Conference of Applied Statisticians of Ireland. (Conference) Killarney (1995). Invited speaker.
    Paper: Annual Conference of Applied Statisticians of Ireland
    Author: Haberman S
    Co-authors: A Renshaw
  176. Joint meeting of Staple Inn Actuarial Society and Royal Statistical Society. (Conference) London (1994).
    Paper: Pension Funding Modelling and Stochastic Investment Returns
    Author: Haberman S
  177. Fourth International Conference on Insurance, Finance and Solvency. (Conference) Philadelphia, USA (1994).
    Paper: Defined Benefit Pension Schemes and Pension Funding Models
    Author: Haberman S
  178. International Meeting on Risk Theory. (Conference) Switzerland (1993).
    Paper: Pension Funding and Stochastic Investment Models of Investment Returns
    Author: Haberman S
  179. Groupe Consultatif Summer School on Health Insurance. (Conference) Brussels (1993). Invited speaker.
    Paper: The Graduation of Multiple State Transition Intensities for Permanent Health Insurance
    Author: Haberman S
  180. Ninth Annual Meeting of Actuarial Teachers. (Conference) Oxford, UK (1992).
    Paper: AIDS, Markov Chains and Life Contingencies
    Author: Haberman S
  181. International Conference at Faculty of Economics and Econometrics. (Conference) Amsterdam (1992). Invited speaker.
    Paper: Defined Benefit Pension Schemes and Pension Funding Methods
    Author: Haberman S
  182. 2nd AFIR International Colloquium. (Conference) Brighton (1991). Organising Committee.
  183. Third International Conference on Insurance, Finance and Solvency. (Conference) Rotterdam (1991).
    Paper: Effect of Autoregressive Rates of Return on the Variability of Pension Contributions and Fund Levels
    Author: Haberman S
  184. Second AFIR Colloquium. (Conference) Brighton, UK (1991).
    Paper: Pension Funding Methods and Autoregressive Interest Rate Models
    Author: Haberman S
  185. Eighth Annual Meeting of UK Actuarial Teachers. (Conference) Oxford, UK (1991).
    Paper: Funding Methods and Autoregressive Interest Rate Models
    Author: Haberman S
  186. Biennial Joint Meeting of Institute of Actuaries and Assurance Medical Society. (Conference) London (1991). Invited speaker.
    Paper: Measurement of Impaired Lives Mortality
    Author: Haberman S
  187. Biennial Convention of Institute of Actuaries of Australia. (Conference) Australia (1991).
    Paper: Stochastic Approach to Pension Funding Methods
    Author: Haberman S
  188. Biennial Convention of Institute of Actuaries of Australia. Australia (1991). Invited speaker.
    Paper: Current Developments in Actuarial Education in the UK
    Author: Haberman S
  189. Productivity and Performance in Insurance. (Workshop) Paris (1990). Invited speaker.
    Paper: British Life Insurance: The Role of the Actuary and 1992
    Author: Haberman S
  190. Social Security in Europe. (Conference) Lisbon, Portugal (1990). Invited speaker.
    Paper: UK System of Pension Provision and Social Insurance
    Author: Haberman S
  191. Insurance Activity and Actuarial Science. (Conference) Lisbon, Portugal (1990). Invited speaker.
    Paper: Relationships between Insurance Industry and Universities in a Technologically Developed Society
    Author: Haberman S
  192. First AFIR Colloquium. (Conference) Paris (1990).
    Paper: Stochastic Approach to Pension Funding Methods
    Author: Haberman S
  193. XXI ASTIN Colloquium. (Conference) New York (1989).
    Paper: Fitting of Loss Distributions using Generalised Linear Models
    Author: Renshaw A
    Co-authors: Haberman, S
  194. Applications of Mathematics in Insurance, Finance and Actuarial Work. (Conference) London (1989). Organising Committee and Session/Day Chair.
  195. Meeting of Staple Inn Actuarial Society and Royal Statistical Society General Applications Section. (Seminar) London (1988).
    Paper: Generalised Linear Models in Actuarial Work
    Author: Renshaw A
    Co-authors: Haberman, S

Media appearances (30)

  1. Cass Business School and Hymans Robertson win bid for Longevity Basis Risk Quantification project. (2013) institutionalassetmanager.co.uk (website).
  2. Financial Times. (2013) The Financial Times (newspaper).
  3. Steven haberman, cass business school. (2013) Financial times (newspaper).
  4. Cass MSc students share inaugural NMG Consulting award. (2013) PR Log (website).
  5. Top Uk business school works to further strengthen ties between UK and UAE. (2013) Ame Info.
  6. shiek Ahmed bin Saeed al Maktoum recieves honourary degree at Cass business School Dubai. (2013) AME Info.com (website).
  7. Cass Business School. (2013) SME Advisor.com (website).
  8. from analyst and banker to teacher and researcher. (2013) The Financial Times (newspaper).
  9. Mother of inventor. (2012) The Guardian (newspaper).
  10. Strategie de communication. (2010) L'Etudiant.
  11. La Cass Business School, a la pointe de la com. (2010) L'Etudiant.
  12. Cash, actuarially. (2010) www.timeshighereducation.co.uk (website).
  13. Cass Business School started Spendenaktion. (2010) caredu.de (website).
  14. Plus d'ethique dans les MBA? (2010) Le Figaro (newspaper).
  15. A change of tack. (2010) www.ft.com (website).
  16. (2009) The Independent (newspaper).
  17. La b-school studia la ripresa. (2009) Italia Oggi (newspaper).
  18. La b-school studia la ripresa. (2009) Milano Finanza (newspaper).
  19. La b-school studia la ripresa. (2009) Milano Finanza (newspaper).
  20. The business of survival. (2009) The Independent (newspaper).
  21. Back to the classrooom. (2009) Spectator Business (magazine).
  22. The class of 2020? (2008) Times Higher Education Supplement (television).
  23. China: Why Western B-Schools Are Leaving. (2008) Business Week.
  24. Research ratings may be a sign of an institution's quality, but schools must be able to teach. (2008) www.independent.co.uk (website).
  25. Classroom charisma. (2008) The Independent (newspaper).
  26. The long and the short of it. (2008) Times Higher Education Supplement (newspaper).
  27. Executive Education: Ask the Expert. (2008) CNN Executive Education.
  28. Research your development. (2006) The Independent (newspaper).
  29. Executive Education: Ask the Expert. (2006) CNN Executive Education.
  30. EU Pensions mortality assumptions. (2006) The Actuary.