Dr Thomas Bernhardt

Lecturer in Financial Mathematics

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Publications

  1. 2021
  2. Published

    QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND

    Bernhardt, T. & Donnelly, C., 22 Jan 2021, In: ASTIN Bulletin. 51, 1, p. 101-130 30 p.

    Research output: Contribution to journalArticlepeer-review

  3. 2020
  4. Published

    On the Continuity of the Root Barrier

    Bayraktar, E. & Bernhardt, T., 28 Oct 2020, In: Proceedings of the American Mathematical Society.

    Research output: Contribution to journalArticlepeer-review

  5. 2019
  6. Published

    Discretionary stopping of stochastic differential equations with generalised drift

    Zervos, M., Rodosthenous, N., Chan Lon, P. & Bernhardt, T., 5 Dec 2019, In: Electronic Journal of Probability. 24, p. 1-39 39 p.

    Research output: Contribution to journalArticlepeer-review

  7. Published

    Modern tontine with bequest: Innovation in pooled annuity products

    Bernhardt, T. & Donnelly, C., 1 May 2019, In: Insurance: Mathematics and Economics. 86, p. 168-188 21 p.

    Research output: Contribution to journalArticlepeer-review

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Research output: Contribution to journalArticlepeer-review