Contact information of Cambridge University Press
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:anacsi. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Keith Waters (email available below). General contact details of provider: https://www.cambridge.org/aas .
Content
September 2020, Volume 14, Issue 2
- 262-277 Longevity trend risk over limited time horizons
by Richards, Stephen J. & Currie, Iain D. & Kleinow, Torsten & Ritchie, Gavin P.
- 278-301 Asymmetry in mortality volatility and its implications on index-based longevity hedging
by Zhou, Kenneth Q. & Li, Johnny Siu-Hang
- 302-315 Optimal portfolio choice with tontines under systematic longevity risk
by Gemmo, Irina & Rogalla, Ralph & Weinert, Jan-Hendrik
- 316-337 Linking annuity benefits to the longevity experience: alternative solutions
by Olivieri, Annamaria & Pitacco, Ermanno
- 338-357 Variability in pension products: a comparison study between The Netherlands and Denmark
by Balter, Anne G. & Kallestrup-Lamb, Malene & Rangvid, Jesper
- 358-383 An investigation into the impact of deprivation on demographic inequalities in adults
by Mayhew, Les & Harper, Gillian & Villegas, Andrés M.
- 384-419 Mortality in the US by education level
by Redondo Lourés, Cristian & Cairns, Andrew J. G.
- 420-444 Mortality data reliability in an internal model
by Balland, Fabrice & Boumezoued, Alexandre & Devineau, Laurent & Habart, Marine & Popa, Tom
- 445-460 CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family
by Dowd, Kevin & Cairns, Andrew J. G. & Blake, David
- 461-499 Identifiability in age/period mortality models
by Hunt, Andrew & Blake, David
- 500-536 Identifiability in age/period/cohort mortality models
by Hunt, Andrew & Blake, David
- 537-566 Constraints, the identifiability problem and the forecasting of mortality
by Currie, Iain D.
March 2020, Volume 14, Issue 1
- 1-19 Alternative modelling and inference methods for claim size distributions
by Raschke, Mathias
- 20-41 A graphical model approach to simulating economic variables over long horizons
by Oberoi, Jaideep S. & Pittea, Aniketh & Tapadar, Pradip
- 42-71 Insurance ratemaking using the Exponential-Lognormal regression model
by Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar
- 72-82 Forecasting health expenses using a functional data model
by Piontkowski, Jens
- 83-92 The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits
by Ulm, Eric R.
- 93-128 Estimation of conditional mean squared error of prediction for claims reserving
by Lindholm, Mathias & Lindskog, Filip & Wahl, Felix
- 129-137 The profiles of public and private patients in maternal healthcare: a longitudinal study to examine adverse selection
by William, Jananie & Loong, Bronwyn & Chojenta, Catherine & Loxton, Deborah
- 138-149 Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices
by Wilkie, A. D. & Åžahin, Åžule
- 150-169 Forecasting age distribution of death counts: an application to annuity pricing
by Shang, Han Lin & Haberman, Steven
- 170-187 Risk management with Tail Quasi-Linear Means
by Bäuerle, Nicole & Shushi, Tomer
- 188-218 Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements
by Konstandatos, Otto
September 2019, Volume 13, Issue 2
- 219-240 The design of pension contracts: on the perspective of customers
by Mei, Zhaoxun
- 241-267 Beta transform and discounted aggregate claims under dependency
by Zhang, Zhehao & Li, Shuanming
- 268-294 Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown
by Han, Xia & Liang, Zhibin & Zhang, Caibin
- 295-307 An analysis of the feasibility of an extreme operational risk pool for banks
by Li, Yifei & Allan, Neil & Evans, John
- 308-319 An identity based on the generalised negative binomial distribution with applications in ruin theory
by Dickson, David C. M.
- 320-333 A review of global banking regulation under an assumption of complexity
by Evans, John & Li, Yifei
- 334-359 Back-testing the chain-ladder method
by Gabrielli, Andrea & Wüthrich, Mario V.
- 360-377 Analysis of financial events under an assumption of complexity
by Li, Yifei & Evans, John
- 378-399 Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
by Denuit, Michel & Guillen, Montserrat & Trufin, Julien
- 400-416 Methods for generating coherent distortion risk measures
by Samanthi, Ranadeera G.M. & Sepanski, Jungsywan
- 417-419 Implementing Enterprise Risk Management – From Methods to Applications, James Lam, Wiley, 2017, 432pp. (hardback), £80. ISBN 9780471745198
by Gayen, Mayukh
- 420-425 Loss Coverage: Why Insurance Works Better with Some Adverse Selection, Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018, 274pp, ISBN: 978-1-107-49590-6
by Hoy, Michael
- 426-426 Loss Coverage: Why Insurance Works Better with Some Adverse Selection, Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018, 274pp, ISBN: 978-1-107-49590-6 – ERRATUM
by Hoy, Michael
March 2019, Volume 13, Issue 1
- 1-35 An actuarial investigation into maternal out-of-hospital cost risk factors
by William, Jananie & Chojenta, Catherine & Martin, Michael A. & Loxton, Deborah
- 36-66 Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios
by Tan, Kangjing & Bruhn, Aaron
- 67-79 Real-time Bayesian non-parametric prediction of solvency risk
by Hong, Liang & Martin, Ryan
- 80-91 An analysis of power law distributions and tipping points during the global financial crisis
by Li, Yifei & Shi, Lei & Allan, Neil & Evans, John
- 92-108 Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages
by Wilkie, A. D. & Åžahin, Åžule
- 109-144 Cohort effects in mortality modelling: a Bayesian state-space approach
by Fung, Man Chung & Peters, Gareth W. & Shevchenko, Pavel V.
- 145-165 Modelling multi-state health transitions in China: a generalised linear model with time trends
by Hanewald, Katja & Li, Han & Shao, Adam W.
- 166-197 Assessing basis risk in index-based longevity swap transactions
by Li, Jackie & Li, Johnny Siu-Hang & Tan, Chong It & Tickle, Leonie
- 198-213 Optimal insurance control for insurers with jump-diffusion risk processes
by Tian, Linlin & Bai, Lihua
- 214-216 Leases for Lives – Life Contingent Contracts and the Emergence of Actuarial Science in 18th-Century England, by David R. Bellhouse, CambridgeCambridge: Cambridge University Press, 2017 xii, 261 pp; ISBN:9781107111769
by Lewin, Chris
- 217-218 Financial Enterprise Risk Management,Paul Sweeting, 2nd edition, Cambridge University Press, 2017, 601pp. (hardback), ISBN: 978-1-107-18461-9
by Gregson, Gemma
September 2018, Volume 12, Issue 2
- 211-232 A change of paradigm for the insurance industry
by Dacorogna, Michel
- 233-248 A simple isochore model evidencing regulation risk
by Véhel, J. Lévy
- 249-268 Dynamic risk measures for stochastic asset processes from ruin theory
by Shimizu, Yasutaka & Tanaka, Shuji
- 269-295 Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window
by Cheung, Eric C. K. & Dai, Suhang & Ni, Weihong
- 296-325 A plan of capital injections based on the claims frequency
by Xu, Ran & Woo, Jae-Kyung & Han, Xixuan & Yang, Hailiang
- 326-337 Optimal barrier strategy for spectrally negative Lévy process discounted by a class of exponential Lévy processes
by Jiang, Huanqun
- 338-349 Non-parametric estimation for a pure-jump Lévy process
by Cai, Chunhao & Guo, Junyi & You, Honglong
- 350-371 On age difference in joint lifetime modelling with life insurance annuity applications
by Dufresne, François & Hashorva, Enkelejd & Ratovomirija, Gildas & Toukourou, Youssouf
- 372-390 The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas
by Timmer, Ryan & Broussard, John Paul & Booth, G. Geoffrey
- 391-411 Mixture copulas and insurance applications
by Tamraz, Maissa
- 412-432 Asymptotic tail behaviour of phase-type scale mixture distributions
by Rojas-Nandayapa, Leonardo & Xie, Wangyue
- 433-454 Validation of aggregated risks models
by Dacorogna, Michel & Elbahtouri, Laila & Kratz, Marie
- 455-478 Conditional Monte Carlo for sums, with applications to insurance and finance
by Asmussen, Søren
March 2018, Volume 12, Issue 1
- 1-22 A stochastic Expectation–Maximisation (EM) algorithm for construction of mortality tables
by Esparza, Luz Judith R. & Baltazar-Larios, Fernando
- 23-48 Ruin problems in Markov-modulated risk models
by Dickson, David C.M. & Qazvini, Marjan
- 49-66 The cost and value of UK pensions
by Sweeting, Paul J.
- 67-105 Yet more on a stochastic economic model: Part 4: a model for share earnings, dividends, and prices
by Wilkie, A. D. & Åžahin, Åžule
- 106-129 An actuarial investigation into maternal hospital cost risk factors for public patients
by William, Jananie & Martin, Michael A. & Chojenta, Catherine & Loxton, Deborah
- 130-146 An optimal multi-layer reinsurance policy under conditional tail expectation
by Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi
- 147-184 Optimal reinsurance: a reinsurer’s perspective
by Huang, Fei & Yu, Honglin
- 185-203 Projection models for health expenses
by Christiansen, Marcus & Denuit, Michel & Lucas, Nathalie & Schmidt, Jan-Philipp
- 204-205 A History of British Actuarial Thought, Turnbull Craig, Palgrave Macmillan, 2017, Cham, Switzerland, 345pp, ISBN: 978-3-319-33182-9
by Smith, Andrew
September 2017, Volume 11, Issue 2
- 213-236 Telematic driving profile classification in car insurance pricing
by Weidner, Wiltrud & Transchel, Fabian W.G. & Weidner, Robert
- 237-252 Comparing the riskiness of dependent portfolios via nested L-statistics
by Samanthi, Ranadeera G.M. & Wei, Wei & Brazauskas, Vytaras
- 253-285 Explicitly incorporating virtues into actuarial education
by Asher, Anthony
- 286-314 Demographic risk in deep-deferred annuity valuation
by Ji, Min & Zhou, Rui
- 315-342 An analysis of operational risk events in US and European Banks 2008–2014
by Li, Yifei & Allan, Neil & Evans, John
- 343-389 A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting
by Fung, Man Chung & Peters, Gareth W. & Shevchenko, Pavel V.
- 390-411 Application of bivariate negative binomial regression model in analysing insurance count data
by Liu, Feng & Pitt, David
- 412-419 Papers From Actuarial Journals Worldwide
by Anonymous
- 420-421 Stochastic Interest Rates, Daragh McInerney and Tomasz Zastawniak, Cambridge University Press, Cambridge, August 2015, 169pp. (paperback), ISBN: 9780521175692
by Kapadia, Advait
March 2017, Volume 11, Issue 1
- 1-19 Optimal strategies for a non-linear premium-reserve model in a competitive insurance market
by Pantelous, Athanasios A. & Passalidou, Eudokia
- 20-45 Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results
by Huang, Fei & Browne, Bridget
- 46-66 Mortality forecasting using a modified CMI Mortality Projections Model for China II: cities, towns and counties
by Huang, Fei
- 67-73 A note on the optimal dividends paid in a foreign currency
by Eisenberg, Julia & Krühner, Paul
- 74-99 Yet more on a stochastic economic model: Part 3A: stochastic interpolation: Brownian and Ornstein–Uhlenbeck (OU) bridges
by Wilkie, A. D. & Åžahin, Åžule
- 100-127 Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages
by Wilkie, A. D. & Åžahin, Åžule
- 128-163 Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates
by Wilkie, A. D. & Åžahin, Åžule
- 164-212 Papers From Actuarial Journals Worldwide
by Anonymous
September 2016, Volume 10, Issue 2
- 169-202 The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund
by Thomson, Robert J. & Reddy, Taryn L.
- 203-221 Aggregation of 1-year risks in life and disability insurance
by Djehiche, Boualem & Löfdahl, Björn
- 222-235 Modelling the reverse select and ultimate mortality experience of UK ill-health retirement occupational pension scheme members
by Hall, Mary & Daly, Linda
- 236-269 On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy
by Cheung, Eric C.K. & Liu, Haibo
- 270-284 An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events
by Brown, Garfield O. & Buckley, Winston S.
- 285-302 LOESS smoothed density estimates for multivariate survival data subject to censoring and masking
by Adamic, Peter & Guse, Jenna
- 303-321 The fuzzy Bornhuetter–Ferguson method: an approach with fuzzy numbers
by Heberle, Jochen & Thomas, Anne
- 322-377 Papers From Actuarial Journals Worldwide
by Anonymous
March 2016, Volume 10, Issue 1
- 1-51 Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters
by Wilkie, A. D. & Åžahin, Åžule
- 52-64 Optimal design of a bonus-malus system: linear relativities revisited
by Tan, Chong It
- 65-86 Optimal reinsurance under multiple attribute decision making
by Bulut Karageyik, BaÅŸak & Dickson, David C.M.
- 87-117 Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
by Avanzi, Benjamin & Tao, Jamie & Wong, Bernard & Yang, Xinda
- 118-119 Pricing in General Insurance, Pietro Parodi, CRC Press, 2015, 560pp. (hardback), £56.99. ISBN: 9781466581449
by Chalk, Alan
- 120-168 Papers From Actuarial Journals Worldwide
by Anonymous
September 2015, Volume 9, Issue 2
- 239-263 Prediction uncertainties in the Cape Cod reserving method
by Saluz, Annina
- 264-289 Modelling the liquidity premium on corporate bonds
by van Loon, Paul R.F. & Cairns, Andrew J.G. & McNeil, Alexander J. & Veys, Alex
- 290-303 The missing link: economic exposure and pension plan risk
by Sweeting, Paul & Christie, Alexandre & Gladwyn, Edward
- 304-321 Experience rating with Poisson mixtures
by Brown, Garfield O. & Buckley, Winston S.
- 322-342 On a discrete-time risk model with claim correlated premiums
by Wu, Xueyuan & Chen, Mi & Guo, Junyi & Jin, Can
- 343-390 Papers From Actuarial Journals Worldwide
by Anonymous
March 2015, Volume 9, Issue 1
- 3-35 On a bivariate risk process with a dividend barrier strategy
by Liu, Luyin & Cheung, Eric C. K.
- 36-57 Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents
by Gismondi, Fulvio & Janssen, Jacques & Manca, Raimondo
- 58-71 Trends in disguise
by Brazauskas, Vytaras & Jones, Bruce L. & Zitikis, RiÄ ardas
- 72-84 A comparison of modern investment-linked pension savings products
by Linnemann, Per & Bruhn, Kenneth & Steffensen, Mogens
- 85-107 Home equity release for long-term care financing: an improved market structure and pricing approach
by Andrews, Doug & Oberoi, Jaideep
- 108-133 The effect of model uncertainty on the pricing of critical illness insurance
by (Ozkok) Dodd, Erengul & Streftaris, George & Waters, Howard R. & Stott, Andrew D.
- 134-166 Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study
by Yang, Wei & Tapadar, Pradip
- 167-186 Modelling cause-of-death mortality and the impact of cause-elimination
by Alai, Daniel H. & Arnold (-Gaille), Séverine & Sherris, Michael
- 187-188 Portfolio Theory and Risk Management, Maciej J. Capinski, Ekkehard Kopp, Cambridge University Press, 2014, 169pp. (hardback), £50. ISBN: 9781107003675
by Sanders, David
- 189-238 Papers From Actuarial Journals Worldwide
by Anonymous
September 2014, Volume 8, Issue 2
- 217-233 Bonus–Malus systems with Weibull distributed claim severities
by Ni, Weihong & Constantinescu, Corina & Pantelous, Athanasios A.
- 234-252 Annuitisation and cross-subsidies in a two-tiered retirement saving system
by Avanzi, Benjamin & Purcal, Sachi
- 253-280 Crop microinsurance: tackling poverty, one insurance policy at a time
by Mookerjee, Agrotosh & Clarke, Daniel & Grenham, Dermot & Sharpe, James & Stein, Daniel
- 281-297 A quantitative comparison of simulation strategies for mortality projection
by Li, Jackie
- 298-319 Risk aggregation in the presence of discrete causally connected random variables
by Lin, Peng & Neil, Martin & Fenton, Norman
- 320-350 A yield-macro model for actuarial use in the United Kingdom
by Åžahin, Åžule & Cairns, Andrew J.G. & Kleinow, Torsten & Wilkie, A. David
- 351-373 Best estimate reserves and the claims development results in consecutive calendar years
by Saluz, Annina & Gisler, Alois
- 374-403 Stochastic economic models for actuarial use: an example from China
by Huang, Fei & Butt, Adam & Ho, Kin-Yip
- 404-481 Papers From Actuarial Journals Worldwide
by Anonymous
- 482-482 Actuarial Mathematics for Life Contingent Risks, 2nd Ed., David C. M. Dickson, Mary R. Hardy, Howard R. Waters, Cambridge University Press, 2013, 616pp. (hardback), £50. ISBN: 9781107044074
by Kakar, Gautam
March 2014, Volume 8, Issue 1
- 9-41 Monetary policy, asset prices and financial institutions
by Booth, Philip
- 42-62 On the prediction of claim duration for income protection insurance policyholders
by Liu, Qing & Pitt, David & Wu, Xueyuan
- 63-78 The density of the time of ruin in the classical risk model with a constant dividend barrier
by Li, Shuanming & Lu, Yi
- 79-98 On the nature of Phase-type Poisson distributions
by Hautphenne, Sophie & Latouche, Guy & Nguyen, Giang T.
- 99-130 A yield-only model for the term structure of interest rates
by Åžahin, Åžule & Cairns, Andrew J.G. & Kleinow, Torsten & Wilkie, A. David
- 131-155 Estimation of Disability Transition Probabilities in Australia I: Preliminary
by Hariyanto, Evan A. & Dickson, David C.M. & Pitt, David G.W.
- 156-175 Estimation of Disability Transition Probabilities in Australia II: Implementation
by Hariyanto, Evan A. & Dickson, David C. M. & Pitt, David G. W.
- 176-176 Introduction to the Mathematics of Finance: A Deterministic Approach, Stephen Garrett, Published for the Institute and Faculty of Actuaries, Elsevier; 2nd Edition (2013), 450pp. (hardback), £48.99. ISBN 9780080982403
by Jarvis, Robert
- 177-214 Papers From Actuarial Journals Worldwide
by Anonymous
September 2013, Volume 7, Issue 2
- 175-191 Optimal premium pricing policy in a competitive insurance market environment
by Pantelous, Athanasios A. & Passalidou, Eudokia
- 192-209 Do not pay for a Danish interest guarantee. The law of the triple blow
by Guillén, Montserrat & Konicz, Agnieszka Karolina & Nielsen, Jens Perch & Pérez-MarÃn, Ana M.
- 210-235 Consumption, investment and life insurance under different tax regimes
by Bruhn, Kenneth
- 236-257 Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives
by Spreeuw, Jaap & Owadally, Iqbal
- 258-287 Actuarial Applications of Multivariate Two-Part Regression Models
by Frees, Edward W. & Jin, Xiaoli & Lin, Xiao
- 288-305 Effects of scheme default insurance on decisions and financial outcomes in defined benefit pension schemes
by Butt, Adam
- 306-344 Papers From Actuarial Journals Worldwide
by Anonymous
- 345-346 Risk Modelling in General Insurance, Roger J. Gray, Susan M. Pitts, Cambridge University Press, 2012, 393 pp. (hardback). ISBN: 9780521863940
by Dickson, David C.M.
- 347-348 Loss Models: From Data to Decisions, 4th Edition, by Stuart A. Klugman, Harry H. Panjer and Gordon E. Willmot: Wiley Series in Probability and Statistics, 2012, 512pp. ISBN: 978-1-118-31532-3
by Zhang, Feifei
- 349-350 Statistical methods with applications to demography and life insurance, Estáte V. Khmaladze, Chapman and Hall/CRC, 2013, 242pp., £49.99. ISBN978-1466505735
by Garg, Himanshu
March 2013, Volume 7, Issue 1
- 3-25 Dependence modelling in multivariate claims run-off triangles
by Merz, Michael & Wüthrich, Mario V. & Hashorva, Enkelejd
- 26-45 Diversification in heavy-tailed portfolios: properties and pitfalls
by Mainik, Georg & Embrechts, Paul
- 46-60 Economic capital modelling for the MTPL man-made catastrophe risk
by Hürlimann, Werner
- 61-100 A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)
by Ganegoda, Amandha & Evans, John
- 101-148 Papers From Actuarial Journals Worldwide
by Anonymous
- 149-150 Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, John Fraser, Betty J. Simkins, John Wiley & Sons, 2010, 577pp. (hardback), £70.00. ISBN: 978-0-470-49908-5
by Dwonczyk, Dean
- 151-152 Stress Testing for Financial Institutions: Applications, Regulations and Techniques, edited by Daniel Rösch, Harald Scheule, Risk Books, 2008, 457pp. £99.00. ISBN: 978-1-906348-11-3
by Jarvis, Robert
- 153-154 The Solvency II Handbook, Developing ERM Frameworks in Insurance and Reinsurance Companies, edited by Marcelo Cruz, Risk Books, 2009, 614pp. (paperback), £145.00. ISBN: 978-1-906348-19-9
by Hathi, Ameet
- 155-157 Managing Business Risk: a practical guide to protecting your business, edited by Jonathan Reuvid, Kogan Page Ltd; 8th edition (2012), 274pp., £50.00 (US$99.00). ISBN: 9780749462826
by Parekh, Aditi
- 158-159 Executive's Guide to Solvency II, David Buckham, Jason Wahl Stuart Rose, John Wiley & Sons, 2011, 194pp. (hardback), £65.00. ISBN: 978-0-470-54572-0
by Malyon, Brett
- 160-161 Counterparty Credit Risk: Measurement, Pricing and Hedging, edited by Eduardo Canabarro, Risk Books, 2009, 356pp., £125.00. ISBN: 978-1-906348-34-2
by Forfar, David O.
- 162-163 Bank and insurance capital management, Frans de Weert, Chichester: Wiley Finance, 2011, 246pp. (hardback), £45.00. ISBN: 978-0-470-66477-3
by Malyon, Brett
- 164-166 Financial Enterprise Risk Management, Paul Sweeting, Cambridge University Press, 2011, 562pp. (hardback), £70.00. ISBN9780521111645
by Kelliher, Patrick
- 167-168 Quantitative Operational Risk Models, Catalina Bolancé, Montserrat Guillén, Jim Gustafsson, and Jens Perch Nielsen, Chapman & Hall/CRC Finance series, 2012, 209pp. (hardback), £44.99. ISBN9781439895924
by Penman, Alan
September 2012, Volume 6, Issue 2
- 235-257 A Semi-Markov Multiple State Model for Reverse Mortgage Terminations
by Ji, Min & Hardy, Mary & Li, Johnny Siu-Hang
- 258-283 Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method
by England, Peter D. & Verrall, Richard J. & Wüthrich, Mario V.
- 284-306 A Bayesian smoothing spline method for mortality modelling
by Luoma, Arto & Puustelli, Anne & Koskinen, Lasse
- 307-343 Computational intelligence with applications to general insurance: a review
by Parodi, Pietro
- 344-380 Computational intelligence with applications to general insurance: a review
by Parodi, Pietro
- 381-400 Bayesian prediction of disability insurance frequencies using economic indicators
by Donnelly, C. & Wüthrich, Mario V.
- 401-438 Papers From Actuarial Journals Worldwide
by Anonymous
- 439-440 Stochastic Processes, Richard F. Bass, Cambridge University Press, 2011, 390pp. (hardback), £45.00. ISBN9781107008007
by Grundey, Philip
- 441-443 Good Governance for Pension Schemes, Paul Thornton and Donald Fleming, Cambridge University Press, 2011, 310pp. (hardback), £95.00. ISBN9780521761611
by Lowther, Suzi
- 444-444 An Elementary Introduction to Mathematical Finance, Sheldon M. Ross, Cambridge University Press; 3rd Edition (2011), 305pp. (hardback), £35.00. ISBN9780521192538
by Kakar, Gautam
March 2012, Volume 6, Issue 1
- 5-22 The divergent approaches of English and South African courts, when considering actuarial expert testimony in the matter of an award for damages for future loss of earnings after a damage-causing event
by du Plessis, H.L.M.
- 23-64 The construction of the claims reserve distribution by means of a semi-Markov backward simulation model
by Gismondi, Fulvio & Janssen, Jacques & Manca, Raimondo
- 65-75 A credibility method for profitable cross-selling of insurance products
by Thuring, Fredrik
- 76-102 Causes of defined benefit pension scheme funding ratio volatility and average contribution rates
by Butt, Adam
- 103-136 Catastrophes and Insurance Stocks – A Benchmarking Approach for Measuring Efficiency
by West, Jason
- 137-152 A comparison of three different pension savings products with special emphasis on the payout phase
by Jørgensen, Peter Løchte & Linnemann, Per
- 153-170 An analysis of stock market volatility
by Adams, Andrew & Armitage, Seth & FitzGerald, Adrian
- 171-219 Papers from actuarial journals worldwide
by Anonymous
- 220-222 Risk and Precaution, Alan Randall, Cambridge University Press; 1st edition (2011), 278pp. (paperback), £18.99. ISBN: 9780521759199
by Kieve, Therese
- 223-225 Terje Aven, Quantitative Risk Assessment – The Scientific Platform, Cambridge University Press, 2011, 211pp. (£35 hardback, £25 e-book [kindle]). ISBN: 978-0-521-76057-7
by Birkenhead, John
- 226-230 Modelling income protection claim termination rates by cause of sickness, Parts I and II – CORRIGENDUM
by Ling, S. Y. & Waters, H. R. & Wilkie, A. D.
September 2011, Volume 5, Issue 2
- 143-162 A Trend-Change Extension of the Cairns-Blake-Dowd Model
by Sweeting, P. J.
- 163-179 Matrix-form Recursive Evaluation of the Aggregate Claims Distribution Revisited
by Siaw, Kok Keng & Wu, Xueyuan & Pitt, David & Wang, Yan
- 181-193 A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations
by Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan
- 195-209 Minimizing the ruin probability through capital injections
by Nie, Ciyu & Dickson, David C. M. & Li, Shuanming
- 211-230 A Natural Hedge for Equity Indexed Annuities
by Bernard, Carole & Boyle, Phelim P.
- 231-251 Automated Graduation using Bayesian Trans-dimensional Models
by Verrall, R.J. & Haberman, S.
- 253-292 Papers from Actuarial Journals Worldwide
by Anonymous
- 293-296 Chapman & Hall/CRC Financial Mathematics Series - Christian Bluhm, Ludger Overbeck and Christoph Wagner, An Introduction To Credit Risk Modelling, Chapman & Hall/CRC Financial Mathematics Series, 2010, 364pp. (hardback), £49.99 ($79.95). ISBN: 9781584889922
by Gwanoya, Tafadzwa
- 297-298 Donald Mackenzie, An Engine, Not a Camera: How Financial Models Shape Markets, MIT Press (Inside Technology Series), 2008, 389pp., £31.95 ($43.00). ISBN: 9780262134606
by Johnson, Timothy
- 299-300 Arne Sandström, Handbook of solvency for actuaries and risk managers (theory and practice), Chapman & Hall/CRC, 2010, 1055pp. (hardback), £89.00 ($139.95). ISBN: 9781439821305
by Casey, Moira
- 301-301 Rob Thoyts, Insurance Theory and Practice, Taylor & Francis, 2010, 323pp. (paperback), £34.99 ($55.99). ISBN: 9780415559058
by Jenkins, Helen
- 303-304 Ralf Korn, Elke Korn and Gerald Kroisandt, Monte Carlo Methods and Models in Finance and Insurance, CRC Press, 2010, 470pp. (hardback), £57.99 ($89.95). ISBN: 9781420076189
by Meldrum, Neil
- 305-306 Edited by Marco Micocci, Greg N. Gregoriou and Giovanni Batista Masala, Pension Fund Risk Management Financial and Actuarial Modeling, Chapman & Hall/CRC, 2010, 728pp. (hardback), £63.99. ISBN: 9781439817520
by Hatchett, John
- 307-308 Michael J. Best, Portfolio Optimization, Chapman & Hall/CRC Finance, 2010, 236pp. (hardback), £49.99. ISBN: 9781420085846
by Comerford, David
- 309-311 Claudio Franzetti, Operational Risk Modelling and Management, Chapman & Hall/CRC finance series, 2011, 389pp. (hardback), £116.60 ($99.95). ISBN: 9781439844762
by Couper, Andrew
- 313-315 International Actuarial Association, Stochastic Modeling: Theory and Reality from an Actuarial Perspective, 2010, 418pp. or electronic, CAD$ 36.00. ISBN: 9780981396828
by Valdez, Emiliano A.
March 2011, Volume 5, Issue 1
Printed from https://ideas.repec.org/s/cup/anacsi.html