Publications

1. Price Optimisation (GLMs, Lagrangian): A guide to insurance pricing and optimisation

2. Investigating Efficient Market Hypothesis in FTSE: Testing weak-form EMH including cointegration, random walk, markov property and volatility analysis

3. Optimality in Pension Funding: The difference in terms of risk-return profiles between PAYG and fully funded systems, and using portfolio theory to achieve optimality via a blended system

4. Key Users of Financial Reports: Identifying the key users of financial reports and contrasts their information needs. It examines, using examples, the extent to which current financial reporting practices meet those needs