Concepedia
Statistics
Publications
17
Citations
624
H-Index
15
Active since
1984
Affiliations
City, University of London(Current)
University of Turin
SGH Warsaw School of Economics
University of Sussex
Physiological Society
Russell Gerrard is an author at City, University of London specializing in business, finance, and economics.
Top concepts
FinanceBusinessEconomicsManagementPortfolio OptimizationInsuranceAsset PricingRisk ManagementFinancial EngineeringFinancial Decision-making
Publications per year
1984–2022
Optimal investment choices post-retirement in a defined contribution pension scheme
Russell Gerrard, Steven Haberman, Elena Vigna · Insurance Mathematics and Economics · 2004 · 147 citations · Full text
Economics, Portfolio Optimization, Asset Pricing +7
Mean-variance portfolio selection for a non-life insurance company
Łukasz Delong, Russell Gerrard · Mathematical Methods of Operations Research · 2007 · 70 citations
Mean-variance Portfolio Selection, Portfolio Optimization, Portfolio Selection +7
The Management of Decumulation Risks in a Defined Contribution Pension Plan
Russell Gerrard, Steven Haberman, Elena Vigna · North American Actuarial Journal · 2006 · 53 citations
Mathematical Programming, Flexible Tool, Retirement Decumulation +17
Stochastic pension fund control in the presence of Poisson jumps
Bernard Chiwiya Ngwira, Russell Gerrard · Insurance Mathematics and Economics · 2006 · 45 citations
Stochastic Simulation, Economics, Asset Pricing +8
Choosing the optimal annuitization time post-retirement
Russell Gerrard, Bjarne Højgaard, Elena Vigna · Quantitative Finance · 2010 · 43 citations
Economics, Portfolio Optimization, Optimal Annuitization +13
1–5 of 17