2006, 2005, 2004, 2003, 2002, 2001, 2000, 1999, 1998, 1997, 1996, 1995
click on one of the above years to view relevant publications

2006

Fukukawa, K.; Ennew, C.; Diacon, S., "An Eye for An Eye: Investigating the Impact on Consumer Perception of Corporate Unfairness on Aberrant Consumer Behaviour", Journal of Research in Ethical Issues in Organizations.

Diacon, S., "Framing Effects and Risk Perceptions: The Effect of Prior Performance Presentation Format on Investment Fund Choice", Journal of Economic Psychology, forthcoming

Diacon, S., "Utility Analysis, Luxuries and Risk", Economic Letters, forthcoming.

Dowd, K., "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts", Journal of Macroeconomics, forthcoming.

Aragones, J.; Blanco, C.; Dowd, K., "The Ghost at the Banquet Managing Model Risk", Futures and Options World.

Cairns, A.; Blake, D.; Dowd, K., "A Two-Factor Short Rate Model for Stochastic Mortality", Journal of Risk and Insurance, forthcoming 2006.

Cairns, A.; Blake, D.; Dowd, K., "Stochastic Lifestyling: Optimal Dynamic Asset Allocation for Defined-Contribution Pension Plans", Journal Economic Dynamics and Control, forthcoming 2006.

Cairns, A.; Blake, D.; Dowd, K., "Pricing Death Frameworks for the Valuation and Securitization of Mortality Risk", ASTIN Bulletin, Vol.36 (1), pp. 79-120.

Cotter, J.; Dowd, K., "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements", Journal of Banking and Finance, forthcoming 2006.

Dowd, K., "Validating Multiple-Period Density Forecasting Models", Journal of Forecasting, forthcoming 2006.

Dowd, K., "Evaluating Copulas", Financial Engineering News, Vol.46, forthcoming 2006.

Dowd, K.; Blake, D., "After VaR: The Theory, Estimation, and Insurance Applications of Quantile-based Risk Measures", Journal of Risk and Insurance, Vol.73 (2), pp. 193-228.

Dowd, K.; Blake, D.; Cairns, A.; Dawson, P., "Survivor Swaps", Journal of Risk and Insurance, Vol.73 (1), pp. 1-17.

Dowd, K.; Cairnes, A.; Blake, D., "Mortality-Dependent Measures of Financial Risk", Insurance: Mathematics and Economics, forthcoming 2006.

Drake, L.; Fleissig, A., "Admissible Monetary Aggregates and UK Inflation Targeting", Oxford Economic Papers, forthcoming.

Drake, L.; Hall, M.; Simper, R., "The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Financial Services Sector", Journal of Banking and Finance, 30(5), pp1443 - 1466.

Fenn, P.; Rickman, N.; Gray, A., "Standard fees for legal aid: an empirical analysis of incentives and contracts", Oxford Economic Papers.

Burke, A.; Hanley, A., "Bank Interest Margins and Business Start-up Collateral: Testing for Conexity", Scottish Journal of Political Economy, vol 53 (3).

Hanley, A., "The Role of Private Knowledge in Reducing the Information Wedge", Journal of Business Finance & Accounting, Vol.33 (3), pp. 415-433.

Girma, S.; Hanley, A., "New Ventures and their Credit Terms", Small Business Economics, vol 26, pp 351-367.

Hanley, A.; Ennew, C.; Binks, M., "The Price of UK Commercial Credit Lines: A Research Note", Journal of Business, Finance and Accounting, forthcoming.

Klumpes, P.; Diacon, S.; Fenn, P.; O'Brien, C.; Yildirim, C., "European Insurance Markets: Recent Trends and Future Regulatory Developments", in Vernard, B. and Cummins, D., (eds), "International Insurance Markets: Between Global Dynamics and Local Contingencies", forthcoming

O'Brien, C.; Diacon, S., "Closed life funds", The Actuary, August, p37.

O'Brien, C., "Modernizing Insurance Solvency Regulation: Evidence from the UK", Journal of Insurance Regulation.

O'Brien, C., "The downfall of Equitable Life in the UK: The mismatch of strategy and risk management", Risk Management and Insurance Review, vol 9 (2), pp 189-204.

O'Brien, C., Diacon, S., "Behind closed doors", Run off Business, supplement: Closed life books, summer, 4-9 & 19.

O'Brien, C.; Woods, M., "Accounting for Pensions", Financial Management (CIMA), pp. 25-27.

Van der Ende, J.; Ayadi, R.; O'Brien, C., "The Future of Insurance Regulation and Supervision in the EU: New Developments, New Challenges", report of a Centre for European Policy Studies task force.

Young, R.; Faure, M.; Fenn, P., "Defences in Negligence: Implications for Tortfeasor Care", International Review of Law and Economics, forthcoming.

2005

Diacon, S.; O'Brien, C; and Blake, A., "The Economic Value of General Insurance", Association of British Insurers.

Diacon, S.; Starkey, K.; O'Brien, C. and Odindo, C., "Strategies, size and success in UK long-term insurance companies", Insurance Research and Practice, Vol.20 (i), pp. 5-15

Dowd, K., "Coherent Risk Measures", Financial Engineering News, Vol.41 (January-February), pp. 9-10.

Dowd, K., "The Pagan Report on Modelling and Forecasting at the Bank of England", Greek Economic Review, forthcoming.

Dowd, K.; Blanco, C.; Mark, R., "Stress Test", Futures and Options World, Vol.March, pp. 58-62.

Dowd, K.; Blanco, C.; Mark, R., "An Integrated Framework", Futures and Options World, Vol.February, pp. 50-55.

Kelliher, P.; Bartlett, D.; Chaplin, M.; Dowd, K.; O'Brien, C., "Liquidity risk in life insurance". The Actuary, June, pp. 24-25.

Kelliher, P., Bartlett, D., Chaplin, M., Dowd, K. & O'Brien, C., "Liquidity management in UK life assurance: a discussion paper", a report of the Faculty and Institute of Actuaries working party on risk management in UK life assurers.

Dowd, K.; "Measuring Market Risk", Second edition. Chichester and New. York: John Wiley and Sons, Hardback. 390 pp.

Dowd, K.; "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts", Journal of Macroeconomics, Forthcoming.

Dowd, K.; Blake, B.; Cairns, A. J. G.; and Dawson, P. E.; "Survivor Swaps", Journal of Risk and Insurance, Forthcoming.

Cairns, A. J. G.; Blake, D.; and Dowd K.; "Stochastic Lifestyling: Optimal Dynamic Asset Allocation for Defined-Contribution Pension Plans", Journal of Economic Dynamics and Control, Forthcoming.

Cairns, A. J. G.; Blake, D.; and Dowd, K.; "A Two-Factor Short Rate Model for Stochastic Mortality", Journal of Risk and Insurance, Forthcoming.

Dowd, K.; "Copulas and Coherence: Portfolio Analysis in a Non-Normal World", Journal of Portfolio Management, Fall 2005.

Cairns, A. J. G.; Blake, D.; Dawson P. E.; and Dowd, K.; "Pricing Risk on Longevity Bonds", Life and Pensions, Volume 1, No. 2 (November 2005), pp. 41-44.

Dowd, K.; Blake D.; and Cairns. A. J. G.; "PensionMetrics: Designing Defined-Contribution Pension Schemes", Risk, Volume 18, No. 5 (May 2005), pp. 81-82.

Dowd, K.; "Evaluating Copulas", Financial Engineering News, No. 46, Forthcoming.

Dowd, K.; "Risk Management: Some Guidelines for Practitioners", Society of Actuaries Newsletter, November 2005, forthcoming.

Aragonés, J. R.; Blanco C.; and Dowd, K.; "The Ghost at the Banquet: Managing Model Risk", Futures and Options World, Forthcoming September issue.

Dowd, K.; "Everything You Need to Know About Backtesting", Financial Engineering News, No. 45, September-October 2005, pp. 19, 22.

Dowd, K.; "Market Risk: An Interview with Kevin Dowd", Channel, Volume 2, Issue No. 1, 2005, pp. 20-23.

Dowd, K.; "Distortion Risk Measures", Financial Engineering News, No. 44, July-August 2005, pp. 7, 12, 14.

Blanco, C.; Dowd, K.; and Mark, R.; "A Liquid Diet", Futures and Options World, June 2005, pp. 43-46.

Dowd, K.; "Estimating Risk Measures", Financial Engineering News, No. 43, May-June 2005, pp. 13, 16.

Bartlett, D.; Chaplin, M.; Dowd, K.; Kelliher, P,; O'Brien, C., "Risk management by UK life assurers: a survey", a report of the Faculty and Institute of Actuaries working party on risk management in UK life assurers.

Blanco, C.; Dowd, K.; and Mark, R.; "Art or Science?", Futures and Options World, May 2005, pp. 50-53.

Blanco, C.; Dowd, K.; and Mark, R.; "Russian Roulette", Futures and Options World, April 2005, pp. 45-48.

Dowd, K.; "Spectral Risk Measures", Financial Engineering News, No. 42, March-April 2005, pp. 11-12.

Blake, D.; Cairns, A. J. G.; Cox, S. H.; Dawson, P. E.; Dowd K.; and MacMinn, R.; "UK: The Benefits of Longevity Bonds", Pensions International, February 2005, Issue Number 67, pp. 6-7.

Blanco, C.; Dowd, K.; and Mammarelli, C.; "The Risk Edge: Next Generation of Commodity Spread Models"; The Risk Desk, Volume V, February 2005.

Drake, L.; Mills, T., "A New Empirically Weighted Aggregate for the US", Economic Inquiry, Vol. 43 (January), pp 138 - 157.

Drake, L.; Simper, R., "Police Efficiency in Offences Cleared: An Analysis of English 'Basic Command Units'", International Review of Law and Economics, 25(2), June, pp186 - 208.

Drake, L.; Simper, R., "The Economics of Managerialism and the Drive for Efficiency in Policing", Managerial and Decision Economics, 25(8), Dec, pp509 - 523.

Drake, L.; Simper, R., "The Measurement of Police Force Efficiency: An Assessment of UK Home Office Policy", Contemporary Economic Policy, 23 (October), pp 465- 482.

Faria, A.; Fenn, P.; Bruce, A., "Technological Flexibility and Efficiency: Evidence from Portuguese Manufacturing Industry Using a Stochastic Frontier Approach", Applied Economics, forthcoming.

Fenn, P.; Young, R., "Causality and Causation in Tort Law", International Review of Law and Economics, forthcoming.

Hanley, A., "The Higher Cost of Follow-Up Loans: An Asset Straight Jacket?", Small Business Economics, forthcoming.

Hanley, A.; Crook, J., "Information Asymmetry: Private Knowledge Beats Collateral in Reducing the Information Wedge", Journal of Business Finance and Accounting, Vol.3 (1-2), pp. 415-433.

Gooroochurn, N. and Hanley, A., "Spillover Effects in Long-Haul Visitors between Two Regions in Long-Haul Arrivals?", Regional Studies, v39, n6

Görg, H. and Hanley, A., "Labour demand effects of international outsourcing: Evidence from plant level data" International Review of Economics and Finance, Vol. 14. No. 3, pp. 365-376

Gorg, H. and Hanley, A., "Net Employment Effects of International Outsourcing Evidence from Plant Level Data", International Review of Economics and Finance, forthcoming.

Gorg, H.; Hanley, A., "International Outsourcing and Productivity: Evidence from the Irish Electronics Industry", North American Journal of Economics and Finance, Vol. 16. No. 2. pp. 255-269

O'Brien, C., Fenn, P. & Diacon, S., "How long do people expect to live? Results and implications", a report for the Faculty and Institute of Actuaries.

O'Brien, C. & Diacon, S., "Closed life funds; causes, consequences and issues", a report for ABN Amro.

O'Brien C, 'Life assurance companies' returns to Financial Services Authority (end-2004): a preliminary survey'

2004

Diacon, S., "Investment Risk: A Comparative Study of the Perceptions of Consumers and Advisers", International Journal of Bank Marketing, forthcoming.

Diacon, S.; Fenn, P.; O'Brien, C., "Looking at general insurers reserves", General Insurance magazine, New Year 2004, Issue no. 100, pp48-50.

Diacon, S., O'Brien, C., Drake, L. & O'Sullivan, N., "Mutual life offices: a contribution to the governance debate", report for the Financial Services Research Forum.

Dowd, K., "A modified Berkowitz back-test", Risk, Vol.17 (4), p. 86.

Dowd, K., "Rejoinder to Huang", Journal of Portfolio Management, Vol.30 (3), p. 127.

Dowd, K., "Subadditivity and VaR", Financial Engineering News, Vol.40 (November), pp. 7-10.

Dowd, K., "The Inflation 'Fan Charts': An Evaluation", Greek Economic Review, Vol.23 (1), pp. 99-111.

Dowd, K., "Value at Risk", Encyclopaedia of Actuarial Science, forthcoming.

Dowd, K.; Blake, D.; Cairns, A., "Long-term Value at Risk", Journal of Risk Finance, Vol.5 (2), pp. 52-57.

Dowd, K.; Fackler, P., "Estimating VaR with Copulas", Financial Engineering News, Vol.39 (September-October), pp. 9-21.

Drake, L.; Simper, R., "An Evaluation of the Choices of Inputs and Outputs in the Efficiency Measurement of Police Forces", Journal of Socio-Economics, Vol.32, pp.701-710.

Drake, L.; Flessig, A., "Semi-Non Parametric Estimates of Currency Substitution: The Demand for Sterling in Europe", Review of International Economics, Vol.12 (3), pp.374-394.

Fenn, P.; Ashby, S., "Workplace Risk, Establishment Size and Union Density", British Journal of Industrial Relations, vol. 42, no. 3, September 2004, pp. 461-80

Fenn, P.; Gray, A.; Rickman, N. and Towse, A., 'Making amends for negligence', British Medical Journal, Feb 2004, No. 328, pp417 - 418.

Fenn, P.; Rickman, N.; Gray, A., "Crisis? What crisis? Responses to Making Amends", British Medical Journal, forthcoming.

Fenn, P, Rickman N, Gray A., "The Economics of Clinical Negligence Reform in England", Economic Journal, vol. 114, no. 496, June 2004, pp. F272-92

Clarke, P.; Gray, A.; Briggs, A.; Farmer, A.; Fenn, P.; Stevens, R.; Matthews, D.; Stratton, I. and Holman, R., "A model to estimate the lifetime health outcomes of patients with type 2 diabetes: the United Kingdom Prospective Diabetes Study (UKPDS) Outcomes Model". Diabetologia.

Smith, D.; Fenn, P.; Drummond, M., "Cost Effectiveness of Photodynamic Therapy with Verteporfin for Age-Related Macular Degeneration The UK Case", British Journal of Opthalmology, Vol 88, no.9, 1107-1112.

Görg, H and Hanley, A; "Does Outsourcing Increase Profitability?", Economic and Social Review, Vol.35 (3), pp. 367-387.

Klumpes, P., 'Performance Benchmarking in Financial Services: Evidence from the UK Life insurance industry', Journal of Business, Vol 77(1) (April 2004).

O'Brien, C., 'Constraints on Discretion: distibuting surplus in with profits life insurance', Journal of Financial Regulation and Compliance, Vol 12(2), pp118-127.

O'Brien C, 'Life assurance companies' returns to Financial Services Authority (end-2003): a preliminary survey'

O'Brien, C., 'Participating business', Teugels, J. L. and Sundt, B. (eds), Encyclopaedia of Actuarial Science, Vol 3, pp1251-1256

O'Brien, C., 'Product Innovation in Financial Services: A Survey', Journal of Actuarial Practice, Vol.11, pp5-42.

O'Brien, C., 'Regulating the regulators', The Actuary, April 2004, pp.36-37.

O'Brien, C., 'Surplus in life and pension insurance', Teugels, J. L. and Sundt, B. (eds), Encyclopaedia of Actuarial Science, Vol 3, pp1640-1645.

O'Brien, C., 'Valuation of life insurance liabilities', Teugels, J. L. and Sundt, B. (eds), Encyclopaedia of Actuarial Science, Vol 3, pp1727-1740.

O'Brien, C. and Dowd, K., 'Stochastic modelling: enhancing life insurers' risk management', Practical Investors' Journal, Vol. 2, Winter, pp8-12.

Young, R.; Faure, M.; Fenn, P., "Causality and Causation in Tort Law", International Review of Law and Economics, Vol 24, pp507-523

2003

Diacon, S. and O'Sullivan, N., 'Board Composition and Performance in UK Life Insurance Companies', British Journal of Management, Vol.14 (2), pp. 115 - 129

Dowd, K., 'Measuring Annuity Risks', Journal of Accounting and Finance, Vol.2, pp.99-107.

Dowd, K.; Blake, D. and Cairns, A., 'PensionMetrics 2: Stochastic pension plan design during the distribution phase', Insurance: Mathematics and Economics, Vol 33. pp 29-47.

Dowd, K., 'Survivor Bonds: A Comment on Blake and Burrows', Journal of Risk and Insurance, Vol.70 (2), pp 339-348.

Drake, L., 'Costs and Efficiency in Banking' in Mullineux and Murinde, eds, Handbook of International Banking, Macmillan

Drake, L.; Fleissig, A. and Swofford. J L., 'A Semi-Nonparametric Approach to the Neoclassical Consumer Theory and the Demand for UK Monetary Assets', Economica, Vol.7 (1), pp. 99 - 121.

Drake, L. and Simper, R., 'The Measurement of English and Welsh Police Force Efficiency: A Comparison of Distance Function Models', European Journal of Operational Research, 147, pp. 165-186

Drake, L. and Hall, M., 'Efficiency in Japanese Banking: An Empirical Analysis', Journal of Banking and Finance, 27 (5), May 2003, pp. 891-917

Faria, A.; Fenn, P. and Bruce, A., 'A count data model of technology adoption', Journal of Technology Transfer, Vol 28, No. 1, pp. 63-80 (2003)

Fenn, P. & Rickman, N. 'Calculating "Reasonable" Success Fees for RTA Claims', A report to the Civil Justice Council, October 2003.

Fenn P. and Rickman, N., 'Costs of Low Value Employers' Liability Claims 1997-2002', Report for the Department of Constitutional Affairs, July 2003., July 2003.

Fenn, P. and Rickman, N., 'Costs of Low Value RTA Claims 1997-2002', A report prepared for the Civil Justice Council, 31st January 2003.

Burke, A. and Hanley, A., 'How do Banks Pick Safer Ventures? A Theory Relating the Importance of Risk Aversion and Collateral to Interest Margins and Credit Rationing', The Journal of Entrepreneurial Finance and Business Ventures, v8, n2, pp. 13-24

Gorg, H. and Hanley, A., 'Outsourcing helps improve your firm's performance - or does it?', Journal of Financial Transformation.

Klumpes, P., 'Actuarial Assumptions For Pension Funding and Accounting', Journal of Business Finance & Accounting, January- March 2003, pp. 175-205

Klumpes, P., 'Competition among Pressure Groups for Political Influence over the Determination of Financial Services Regulation', Economic Affairs, Vol.Sept, pp. 5 - 11

Klumpes, P., "Competition Among Stakeholder Groups", Economic Affairs, Vol.Sept, pp. 5 - 11, forthcoming 2003.

Klumpes, P. and Whittington, M., "Determinants of Actuarial Valuation Method Changes for Pension Funding and Reporting: Evidence from the UK", Journal of Business Finance and Accounting, Vol.30 (1/2), pp. 175 - 205.

Klumpes, P., 'Determinants of Unfunded Liabilities in OECD', European Accounting Review, Vol.12 (3), pp. 489 - 513

Klumpes, P., 'Editorial: Financial Services Regulation', Journal of The Institute of Economic Affairs, Vol. 23 No. 3, September 2003, pp 1 - 2

Klumpes, P., 'Fair Valuation of Insurance Liabilities', British Actuarial Journal, Vol 6 (1), PP 688 - 692

Klumpes P, 'Governance and Corporate Control: Is The Feeling Mutual?', The Journal of the Insurance Institute, January 2003, pp. 34-38

Klumpes, P., 'Hidden Liabilities: Unfunded Pensions in 6 EU', Accounting Forum, Vol.27 (3), pp. 185 - 200

Klumpes, P., 'Meeting Risk Head On', CPA Australia, July 2003, pp. 12-13

Klumpes, P., 'Obituary to Tony Steels', British Accounting Review, December 2003

Klumpes, P., Tippett, M. and Biepke, N., 'Option of Waiting to Divest', Real Options, pp. 69-90

Klumpes, P.; Zulfquir, S. and Tippett, M., 'The Real Option to Disinvest', Journal of Business Finance & Accounting, forthcoming

Klumpes, P., 'What is the Price of Pension Liabilities?' The Actuary, August 2003 pp. 40 - 41

O'Brien C, 'Life assurance companies' returns to Financial Services Authority (end-2002): a preliminary survey'

O'Brien, C., 'Life insurance accounting worries', The Actuary, July 2003, p.26

O'Brien, C., 'The Regulation of Life Assurers in a Low Solvency Environment: The UK Experience', Economic Affairs, Vol. 23, No. 3, September 2003

2002

Diacon S and O'Sullivan N, 'The Impact of Ownership, Governance and Non-Audit Services on Audit Fees: Evidence from the Insurance Industry', International Journal of Auditing, Vol. 6.

Diacon S, Starkey K and O'Brien C, 'Size and Efficiency in European Long-term Insurance Companies: An International Comparison', The Geneva Papers on Risk & Insurance, Vol. 27, No. 3, pp. 444-466

Dowd K, 'A Bootstrap Backtest', Risk Vol. 15, No. 10, pp93-94

Dowd K, 'Assessing the Pre-Commitment Approach to Bank Capital Regulation', Journal of Risk Finance, 3 (4), pp.35-40

Dowd K, 'Estimating Expected Tail Loss', Financial Engineering News, pp.3

Dowd K, Chappell D, 'The Optimal Extraction of a Privately Owned Renewable Resource', The Mathematical Scientist, 27 (2), pp75-79

Drake L and Howcroft J B, 'An Insight into the Size Efficiency of a UK Bank Branch Network', Managerial Finance, Vol. 28 (9), pp. 24-36

Drake L and Simper R, 'Economies of Scale in UK Building Societies: A Re-Appraisal Using An Entry/Exit Model', Journal of Banking and Finance, Vol. 26 (12), pp. 2365-2382

Drake L and Simper R, 'X-Efficiency and Scale Economies in Policing: A Comparative Study Using the Distribution Free Approach and DEA', Applied Economics, Vol. 34, pp. 1859-1870

Faria A, Fenn P and Bruce A, 'Determinants of Adoption of FPTs: Evidence from Portuguese Manufacturing Industry', Economics of Innovation and New Technology, Vol 11, No 6

Faria A, Fenn P and Bruce A, 'Technological Flexibility and Efficiency: Evidence from Portuguese Manufacturing Industry Using a Stochastic Frontier Approach', Economics of Innovation and New Technology, forthcoming 2002

Fenn P, 'Counting the cost of clinical negligence' British Medical Journal, Vol. 325 (7358), pp 233-234

Fenn P, 'The Impact of Conditional Fees on the Outcome of Personal Injury Cases', Insurance Research & Practice, 17 (2)

Fenn P, Wolstenholme J, Gray A, Keene J, Hope T, and Jacoby R, 'Estimating the relationship between disease progression and costs of care in Alzheimer's Disease', British Journal of Psychiatry, forthcoming

Klumpes P, 'Incentives Facing Life Insurance Firms to Report Actuarial Earn', Journal of Accounting, Auditing & Finance, Summer 2002, Vol. 17 (3), pp. 237-256

Klumpes P, 'Great (Earnings) Expectations', The Journal of The Insurance Institute, July 2002, pp. 18-22

Klumpes P, 'Evaluating Alternative Approaches to Fair Valuation', British Actuarial Journal, December 2002, Vol. 8 (II), pp. 334-338

MacMinn R, 'Value & Risk', Journal of Banking & Finance

O'Brien C, 'Guaranteed Annuity Options: Five Issues for resolution', British Actuarial Journal, Vol. 8, (III), pp593-629

O'Brien C, 'Life assurance companies' returns to Financial Services Authority (end-2001): a preliminary survey'

O'Brien, C., "Management development in insurance", General Insurance, May/early Summer, pp. 15-16.

O'Brien C, 'Regulating insurers to protect against risk', General Insurance, September/Autumn, pp31-33

2001

Ashby S and Young B, 'The Strategic Importance of Insurance as a Mitigant for Operational Risk'

Diacon S and Ennew C, 'Consumer Perceptions of Financial Risk', The Geneva Papers in Risk & Insurance: Issues & Practice, Vol. 26, No.3, pp. 389-409

Dowd K, Aragones J & Blanco C, 'Aproximación del Valor de Riesgo a Través de la Teoría del Valor Extremo", Analisis Financiero, Tercer Cuatrimestre, 2000, No. 82, pp. 78-85

Dowd K., 'Are Free Markets the Cause of Financial Instability', Critical Review, vol. 14, No. 1, 2000, pp. 57-67

Dowd K, "Central Banks: Who Needs Them?", Policy Options, pp. 37-40

Dowd K and Cronin D, 'Does Monetary Policy Have A Future?', Cato Journal, Vol. 21, No. 2, Fall 2001, pp. 227-244

Dowd K, Blake D and Cairns A, 'Enhancing Annuities with Equity", Journal of Pensions Management: An International Journal, Vol. 7, No. 1, pp. 6-8.

Dowd K, "Enterprise Risk Management: A Better Option", Chartered Financial Analyst, Vol. 7, No. 4, pp. 28-29.

Dowd K, 'Estimating the Failure Probabilities of Financial Institutes: A Simple Approach.', Journal of Risk & Finance, Vol. 2, No. 4, Summer 2001, pp. 33-38

Dowd K., 'Estimating VaR with Order Statistics', Journal of Derivatives, Vol. 8, No. 3, Spring 2001, pp. 23-30

Dowd K, Aragones J, and Blanco C "Incorporating Stress Tests into Market Risk Modeling", Derivatives Quarterly, Vol. 7, No. 3, pp. 44-49.

Dowd K, Blake D and Cairns A J G, 'Pensionmetrics: Stochastic Pension Plan Design and Value-at-Risk during the Accumulation Phase.', Insurance: Mathematics and Economics, Vol. 29, No. 2, October 2001, pp 187-215

Dowd K, 'Sharpe Thinking.', 'Risk' Risk Management for Investors Special Report, June 2001, pp. S34-S37

Dowd, K., 'The Emergence of Fiat Money: A Reconsideration.', Cato Journal, Vol. 20, No. 3, Winter 2001, pp. 467-476

Dowd, K and Chappell, D., 'The Optimal Extraction of a Privately Owned Renewable Resource', Greek Economic Review

Drake L, 'Efficiency in UK Banking', Applied Financial Economics, Vol. 11, pp. 557-571

Drake L and Mills T C, 'A New Empirical Weighted Monetary Aggregate for the UK', International Journal of Finance and Economics, Vol. 6 (3), July 2001, pp. 217-234

Drake L and Simper R, 'The economic Evaluation of Policing Activity: An Application of a Hybrid Methodology', European Journal of Law and Economics, Vol. 12, pp. 173-192

Drake L, 'Mutuals in the Financial System', in Johnston Birchall, ed, The New Mutualism, Macmillan

Fenn P and Rickman N, 'Asymmetric Information and Insurance Claims.', Journal of Risk and Insurance, 2001

Fenn P and Rickman N, 'Clinical negligence in the UK: Would it be safe to throw the baby out with the bath water?', Economic Affairs, Vol. 21, No 4

Fenn P, Gray A and Rickman N, 'Disclosure, Experts and Information in Litigation', Hume Papers in Public Policy, Vol. 8, No. 3, pp 11-22

Fenn P, Bevan G and Davis G, 'Mediation - can it reduce expenditure', Family Law, 2001; 31: 186-191

Fenn P, Gray A and Wolstenholme J, 'Long-Term Care Insurance: Some Evidence on Dependency Costs', Insurance Trends

Fenn P, McGuire A, Irwin D, Gray A, Anderson P, Lovering A and McGowan A, 'The excess cost of acute exacerbations of chronic bronchitis in patients aged 45 and older in England and Wales', Value in Health, No (4) 5, 370

Klumpes P, 'A Case Study of the SASB of NSW', Accounting, Accountability and Auditing, Vol. 14 (2), pp. 166-189

Klumpes P, 'Health Care in Australia - A Generational Accounting', Financial Accountability and Management, Vol. 17 (2), pp.171-190

Klumpes P, 'Option of Waiting to invest', R & D Management Journal, Vol. 31 (2), pp. 149-161

Klumpes P, 'Market Sensitivity to Discounting Assumptions', Accountancy, October 2001, p. 95

Klumpes P, 'Pension Accounting Research in the 21st Century', Journal of Accounting Literature, Vol. 20, pp. 30-61

O'Brien C, 'Guaranteed Annuity Options: Five Issues for Resolution, Centre for Risk & Insurance Studies: Insurance Company Performance 2001 Part II

O'Brien C, 'Life assurance companies' returns to Financial Services Authority: a preliminary survey'

O'Brien C, 'The performance of recent entrants to the UK life assurance market: a threat to established players?', Insurance Research & Practice, Vol 16, part 2, 26-39

O'Brien C, 'Towards a global standard', lloyds.com

2000

Ashby S, 'A Monopolist's Demand for Risk Control and Financial Risk Transfer', American Risk and Assurance Association 2000 Annual meeting

Ashby S and Diacon S, 'Strategic Rivalry and Crisis Management', Risk Management: An International Journal, No 2(2), 7-15

Diacon S, Fuukawa K and Ennew C, 'Ethically Questionable Behaviour in Consumption: An Exploratory Study', Proceedings of the Academy of marketing Conference

Diacon S, Fenn P and Hodges R, 'A Matter of Trust', Management Accounting (UK), No 78(5), 29-30

Diacon S, Fenn P and Hodges R, 'Accounting for Risk in the NHS', Research Report for the Chartered Institute of Management Accountants

Diacon S, Fenn P and Gray A, 'The Current Cost of Medical Negligence in NHS Hospitals: Analysis of Claims Database', British medical Journal, No 320:7249, 1567-1571

Dowd K, 'Accounting for Value at Risk', Journal of Risk Finance, No 2(1), 51-58

Dowd K, 'Adjusting for Risk: An Improved Sharpe Ration', International review of Economics and Finance, No 9, 209-222

Dowd K, 'Bank Capital Adequacy Versus Deposit Insurance', Journal of Financial Services Research, No 17(1), 7-15

Dowd K, 'Estimating Value-at-Risk: A Subjective Approach', Journal of Risk Finance, No 1(4), 43-46

Dowd K, 'Money and The Market: Essays on Free Banking', London & New York Routledge, 226

Dowd K, 'The Gibson Paradox and the Gold Standard: Evidence from the United Kingdom', Applied Economic Letters, No 7, 711-713

Dowd K, 'Using Futures Prices to Control Inflation: reply to Garrison & White', Journal of Money, Credit and Banking, No 32(1), 142-145

Fenn P and Faure M 'Retroactive Liability and the Insurability of Long Tail Risks', International Review of Law and Economics, No 19, 487-500

Fenn P, Rickman N, Gray A, Diacon S and Hodges R 'Current cost of medical negligence in NHS hospitals: analysis of claims database', British Medical Journal, No 320, 1567-1571

Fenn P, Gray P, Raikou M, McGuire A, Stevens R, Cull C, Stratton I, Adler A, Holman R, Turner R on behalf of the United Kingdom Prospective Diabetes Study Group 'Cost effectiveness of an intensive blood glucose policy in patients with type 2 diabetes: economic analysis alongside randomised controlled trial (UKPDS 41)', British Medical Journal, No 320, 1373-1378

MacMinn R, 'Risk and Choice: A perspective on the Integration of Finance and Insurance', Risk Management and Insurance review, No 3(1), 69-80

MacMinn R and Garven J, 'On Corporate Insurance', Handbook of Insurance, Boston, Kluwer

MacMinn R, Brockett P, Fung H, Lai G and Witt R, 'Great (and not so Great) Expectations: An Endogenous Economic Explication of Insurance Cycles and Liability Crises', Journal of Risk and Insurance

1999

Ashby S, 'The Demand for Insurance and Self-Protection by a Monopolist', 12th Australasian Finance & Banking Conference

Diacon S, Ennew C and Clarkson K, 'Measuring Consumer Perceptions of Risk in Financial Services', AMA SERVSIG Conference

Diacon S and O'Sullivan N, 'Internal Governance and Organisational Structure: Some Evidence for The UK Insurance Industry', Corporate Governance: An International Review, No 7(4), 363-373

Dowd K, 'A VaR Approach to Risk-return Analysis', Journal of Portfolio Management, No 25, 60-67

Dowd K, 'An Almost Ideal Monetary Rule', Greek Economic Review, No 19(2), 53-62

Dowd K, 'Does Asymmetric Information Justify Bank Capital Adequacy Regulation', Cato Journal, No 19(1), 39-41

Dowd K, 'Financial Risk Management', Financial Analysts Journal, No 55(4), 65-71

Dowd K, 'Too big to fail? Long-Term capital Management and the Federal Reserve', Cato Institute Briefing Paper, No 52

Fenn P and Faure M, 'Retroactive Liability and The Insurability of Long Tail Risks', International Review of Law and Economics

Fenn P and Gray A ‘Estimating the Long Term Cost Savings from the Treatment of Alzheimer’s Disease: a Modelling Approach’, Pharmacoeconomics, No 16(9), 165-174

Fenn P, Gray A and Rickman N ‘Professional autonomy and the cost of legal aid’, Oxford Economic Papers, No 51, 545-558

Fenn P, Gray A and Rickman N 'The reform of legal aid in England and Wales', Fiscal Studies, No 20(3), 261-286

Fenn P and Rickman N ‘Delay and settlement in litigation’, Economic Journal, No 109 (457), 476-492

Fenn P and Salzberger E ‘Judicial independence: some evidence from the English Court of Appeal’, Journal of Law and Economics, No 42(2), 831-847

MacMinn R and Brockett P, 'Genetic Testing, Insurance Economics, and Societal Responsibility', North American Actuarial Journal, No 3(1)

O'Brien C, 'Actuaries and Accountability', Presidential address to the Manchester Actuarial Society

 
 

1998

Ashby S, 'Reflections on The Role of Risk Management', 10th Young Operational Research Society Conference

Ashby S and Diacon S 'The Corporate Demand for Insurance: A Strategic Perspective' The Geneva Papers on Risk and Insurance: Issues and Practice, No 86, 34-51

Dowd K, 'Monetary Policy in the 21st Century: An Impossible Task?', Cato Journal, No 17(3), 327-331

Dowd K, 'The Battle of the Systems: A Comment on Tilly', Journal of Institutional and Theoretical Economics, No 154(1), 39-43

Dowd K, 'VAR by Increments', Risk - Special Report on Enterprise-Wide Risk Management, 31-32

Fenn P and Briggs A‘Confidence intervals or surfaces? Uncertainty on the cost effectiveness plane’, Health Economics,

Fenn P, Cousy H and Van den Burgh R, 'Introduction: Issues in Law and Economics', The Geneva Papers in Risk and Insurance, No 87, 147 152

Fenn P, Gray A and Others ‘A cost-effectiveness analysis of improved blood pressure control in hypertensive Type 2 diabetic patients (UKPDS 59)’, British Medical Journal

Fenn P and Rickman N ‘Economic evaluation and the supply price of pharmaceuticals’ in G Duru and S Haddad (eds)  Recent Advances in the Econometrics of Medical Drugs

Fenn P and Rickman N ‘Insuring litigation risk: some recent developments in England and Wales’, Geneva Papers on Risk and Insurance

O'Brien C "A draft of a proposed international accounting standard: life assurance", Transactions of the 26th International Congress of Actuaries

O'Brien C 'The derivation and application of accounting standards to the market value of liabilities', in I T Vanderhoof and F I Altman (eds) The fair Value of Insurance Liabilities (Kluwer)
 
 

1997

Diacon S, Fenn P and Levine K, 'Insurance Consultation, Human Genetics Advisory Commission'

Diacon S, Fenn P and Levine K, 'Insurance Consultation', The Implications of Genetic Testing for Insurance

Dowd K, ' Anarchy, Warfare and Social Order: Comment on Hirshleifer', Journal of Political Economy, No 105(3), 648-651

Dowd K, 'The Regulation of Bank Capital Adequacy', Advances in Austrian Economics, No 4, 95-110

Dowd K and Chappell D, 'A Simple Model of the Gold Standard', Journal of Money, Credit and Banking, No 29(1), 94-105

Fenn P ‘Introduction’, Risk, Decision and Policy, Special Issue on Insurance

Fenn P ‘Occupational health and safety regulation’ in P Newman (ed) The New Palgrave Dictionary of Economics and the Law (Macmillan Press)

Fenn P and Briggs A ‘Trying to do better than average: statistical inference for cost-effectiveness ratios’ Health Economics, 6(5), 491-97

Fenn P and Csaba I ‘Contractual choice in the managed health care market: an empirical analysis’ Journal of Health Economics

Fenn P and Diacon S ‘Disability and Insurance’ in T Sorrel (Ed) Ethics and Health Insurance (Routledge)

Fenn P, Gray A, Weinberg J, Miller E and McGuire A ‘An economic evaluation of varicella vaccination for health care workers’ Epidemiology and Infection

Fenn P and Hodges R 'Long-tail Liabilities and Claims Management in the NHS' in R Baldwin and P Cane (eds) Risk Management and the Law (Kluwer)

Fenn P and Rickman N ‘Four offers and a trial’ The Social Context of Law: Essays in Honour of Donald Harris (Oxford University Press)
 
 

1996

Ashby S and Diacon S 'Incentives for the Management of Workplace Risk', Safety Science

Ashby S and Diacon S 'Motives for Occupational Risk Management in Large UK Companies' Safety Science, Vol 22, No 3, 229-243.

Ashby S and Diacon S 'The Value of Corporate Risk Management: Empirical Evidence from Large UK Companies' Risk Decision and Policy, Vol 1, No 2, 203-215.

Diacon S and Ennew C  'Ethical issues in the Marketing of Life Insurance in the UK', European Journal of Marketing, Vol 30, No 5, 67-80

Diacon S and Ennew C 'Can Business Ethics Enhance Corporate Governance? Evidence from a Survey of UK Insurance Executives', Journal of Business Ethics

Diacon S and Keane J, 'The Causes of Insurance Cycles in The UK', Journal of the Society of Fellows, Chartered Insurance Institute, No 10(2), 82-89

Dowd K, 'Competition and Finance: A New Interpretation of Financial and Monetary Economics', Basingstoke and New York, MacMilland Press & St Martin's Press, 572

Dowd K, 'Costly Verification and Banking', Oxford Economic Papers, No 48, 601-617

Dowd K, 'Private Money: The Path to Monetary Stability', London, 71

Dowd K, 'Re-examining the Case for Government Deposit Insurance: Reply', Southern Economic Journal, No 62(4), 1092

Dowd K, 'Some Unplesant Budgetary Arithmetic of a Proposal to End Inflation: A Reply', Economic Journal, No 106(436), 635-636

Dowd K, 'The Analytics of Bimetallism', The Manchester School, No 64(3), 281-297

Dowd K, 'The Case for Financial Laissez-Faire', Economic Journal, No 106(436), 679-687

Fenn P and Csaba I (1996) 'Long term contracts in the market for health care' in D. Campbell and P. Vincent-Jones (eds.) Contract and Economic Organisation (Dartmouth Press)

Fenn P, Gray A and McGuire ‘An economic evaluation of Hepatitis A vaccination for frequent travellers’ Journal of Infection

Fenn P, Gray A and Rickman N (1996) 'Controlling lawyers' costs through standard fees: an economic analysis' in R Young and D Wall (eds) Access to Criminal Justice (Blackstone)

Fenn P and McGuire A (1996) 'The economist's approach to the measurement of health outcomes' in H.McBeth (Ed) Measuring Health Outcomes Oxford University Press

Fenn P, McGuire A, Jones D and Backhouse M (1996) 'Modelling programme costs in economic evaluation' Journal of Health Economics

Keane J and Diacon S (1996) 'The Causes of Insurance Cycles in the UK', Journal of the Society of Fellows, Chartered Insurance Institute, Vol 10, Pt 2, 82-89
 
 

1995

Fenn P 'Sickness and disability insurance', in C.Downs (ed.) Social and Private Insurance (London; Association of British Insurers)

Fenn P, McGuire A, Phillips V, Jones D and Backhouse M 'The analysis of censored treatment cost data in economic evaluation', Medical Care, 33(8), 851-863.

Fenn P, Baldwin R and others, Regulation in Question: The Growing Agenda (MSD)

Fenn P and Dingwall R 'Mutual Trust?' British Medical Journal, vol 310, no. 6982