Dr Debbie Falden

Lecturer in Actuarial and Financial Mathematics
Mathematical Sciences

Part of
School of Physical Sciences
Faculty of Science and Engineering

Contact

Debbie.Falden@liverpool.ac.uk

Publications

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2024

Calibration of risk aversion to real pension asset allocation

Falden, D., Steffensen, M., & Dehn-Toftehøj, J. -P. (2024). Calibration of risk aversion to real pension asset allocation.

: Journal article

2023

Stable dividends under linear-quadratic optimisation

Avanzi, B., Falden, D. K., & Steffensen, M. (2023). Stable dividends under linear-quadratic optimisation. Quantitative Finance, 23(9), 1199-1215. doi:10.1080/14697688.2023.2227661

DOI: 10.1080/14697688.2023.2227661
: Journal article

Reserve-dependent Management Actions in life insurance

Falden, D. K., & Nyegaard, A. K. (2023). Reserve-dependent Management Actions in life insurance. Scandinavian Actuarial Journal, 2023(1), 1-19. doi:10.1080/03461238.2022.2061868

DOI: 10.1080/03461238.2022.2061868
: Journal article

2022

Stable Dividends under Linear-Quadratic Optimization

: Preprint

2021

Retrospective Reserves and Bonus with Policyholder Behavior

Falden, D. K., & Nyegaard, A. K. (n.d.). Retrospective Reserves and Bonus with Policyholder Behavior. Risks, 9(1), 15. doi:10.3390/risks9010015

DOI: 10.3390/risks9010015
: Journal article