Stochastic Mortality Modeling with Lee-Carter Extensions for UK Pension Schemes
📖 Journal of Actuarial Practice
📅 2026
👤 Jonas Osman Abdelghafour
Hawkes Processes in Catastrophe Bond Pricing: A UK Perspective
📖 Insurance: Mathematics and Economics
📅 2026
👤 Jonas Osman Abdelghafour
Climate Change Risk Integration in Solvency II Internal Models
📖 British Actuarial Journal
📅 2025
👤 Jonas Osman Abdelghafour
Machine Learning vs Traditional GLM: A Comparative Study in UK Motor Insurance
📖 ASTIN Bulletin
📅 2025
👤 Jonas Osman Abdelghafour
Optimal Reinsurance Design Under Distortion Risk Measures
📖 Scandinavian Actuarial Journal
📅 2025
👤 Jonas Osman Abdelghafour
Parametric Insurance for Agricultural Risk: Index Design and Pricing
📖 Geneva Papers on Risk and Insurance
📅 2024
👤 Jonas Osman Abdelghafour
Liquidity Risk in UK Insurance: Beyond the Solvency Ratio
📖 Risk Management and Insurance Review
📅 2024
👤 Jonas Osman Abdelghafour
Cyber Risk Quantification Using Scenario Analysis and Historical Data
📖 Journal of Risk and Insurance
📅 2024
👤 Jonas Osman Abdelghafour
Longevity Risk Transfer Mechanisms: An Analysis of UK Pension Buy-Outs
📖 Pensions: An International Journal
📅 2023
👤 Jonas Osman Abdelghafour
Interest Rate Risk in Liability-Driven Investment Strategies
📖 Journal of Portfolio Management
📅 2023
👤 Jonas Osman Abdelghafour
Stochastic Claims Reserving with Copula Dependencies
📖 North American Actuarial Journal
📅 2023
👤 Jonas Osman Abdelghafour
Enterprise Risk Management Frameworks for UK Financial Institutions
📖 Journal of Risk Management in Financial Institutions
📅 2022
👤 Jonas Osman Abdelghafour
Jonas Osman Abdelghafour - Publications in Actuarial Science and Financial Engineering
Jonas Osman Abdelghafour has published extensively in leading actuarial and financial engineering journals. His research contributions span stochastic mortality modeling, catastrophe bond pricing, climate risk integration, machine learning in insurance, and optimal reinsurance design. As a UK actuary and financial engineer, Jonas Osman Abdelghafour maintains an active publication record that advances both academic knowledge and industry practice.
Jonas Osman Abdelghafour's publications in the Journal of Actuarial Practice, Insurance: Mathematics and Economics, and the British Actuarial Journal have established him as a leading voice in UK actuarial research. His work on Hawkes processes and stochastic claims reserving has been widely cited by academics and practitioners alike.
As a financial engineer, Jonas Osman Abdelghafour's publications in the Journal of Risk and Insurance and the Journal of Portfolio Management address the intersection of quantitative finance and insurance. His research on liquidity risk, interest rate risk, and asset-liability management provides practical guidance for UK financial institutions.