| Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities MC Fung, K Ignatieva, M Sherris Insurance: Mathematics and Economics 58, 103-115, 2014 | 71 | 2014 |
| A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting MC Fung, GW Peters, PV Shevchenko Annals of Actuarial Science 11 (2), 343-389, 2017 | 54 | 2017 |
| A comparative study of pricing approaches for longevity instruments M Leung, MC Fung, C O'Hare Insurance: Mathematics and Economics 82, 95-116, 2018 | 28 | 2018 |
| A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing MC Fung, GW Peters, PV Shevchenko Conference paper: MODSIM2015, 21st International Congress on Modelling and …, 2015 | 21 | 2015 |
| Cohort effects in mortality modelling: a Bayesian state-space approach MC Fung, GW Peters, PV Shevchenko Annals of Actuarial Science 13 (1), 109-144, 2019 | 20 | 2019 |
| Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives MC Fung, K Ignatieva, M Sherris Risks 7 (1), 1-25, 2019 | 15* | 2019 |
| Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components D Toczydlowska, GW Peters, MC Fung, PV Shevchenko Risks (Special Issue: "Ageing Population Risks") 5 (3), 1-77, 2017 | 13 | 2017 |
| The impact of management fees on the pricing of variable annuity guarantees J Sun, PV Shevchenko, MC Fung Risks 6 (3), 1-20, 2018 | 7* | 2018 |
| A hybrid model for pricing and hedging of long-dated bonds J Baldeaux, MC Fung, K Ignatieva, E Platen Applied Mathematical Finance 22 (4), 366-398, 2015 | 5 | 2015 |
