Dr Hamza Hanbali
Senior Lecturer, Actuarial Studies
Department of Economics
20 Scholarly works
0 Projects
HIGHLIGHTS
2026
Journal article
Tontine meets Tobin: a portfolio-theoretic view of retirement income design
DOI: 10.1080/03461238.2026.27202682026
Journal article
Liquidity Shocks, Homeownership, and Income Inequality: Impact of Early Pension Withdrawals and Reduced Deposit
DOI: 10.1007/s11146-026-10074-72025
Journal article
Time-varying pareto optimal risk sharing for annuities
DOI: 10.1017/asb.2025.100582025
Journal article
Insurance cycles detection using neural networks
DOI: 10.1017/S17484995250000532025
Journal article
Mean-variance longevity risk-sharing for annuity contracts
DOI: 10.1016/j.insmatheco.2024.12.0012024
Journal article
COAALA: A Novel Approach to Understanding Extreme Stock-Bond Comovement
DOI: 10.1093/jjfinec/nbae0062023
Journal article
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
DOI: 10.1080/03461238.2022.2092419
RECENT SCHOLARLY WORKS
2022
Journal article
Monotone tail functions: Definitions, properties, and application to risk-reducing strategies
DOI: 10.1016/j.cam.2022.1144842022
Journal article
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
DOI: 10.1016/j.insmatheco.2022.07.0082022
Journal article
Erratum: Pricing insurance policies with offsetting relationship (Annals of Actuarial Science (2021) (1-27) DOI: 10.1017/S1748499521000208)
DOI: 10.1017/S1748499521000221