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Content
September 2018, Volume 12, Issue 02
- 207-208 Foreword to the RARE Programme
by Embrechts, Paul
- 209-210 Foreword by the Guest Editors of the RARE special issue
by Constantinescu, Corina & Hashorva, Enkelejd & Kratz, Marie
- 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 01
- 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. & Şahin, Şule
- 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 02
- 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
- 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 01
- 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. & Şahin, Şule
- 100-127 Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages
by Wilkie, A. D. & Şahin, Şule
- 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. & Şahin, Şule
September 2016, Volume 10, Issue 02
- 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
March 2016, Volume 10, Issue 01
- 1-51 Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters
by Wilkie, A. D. & Şahin, Şule
- 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, Başak & 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
September 2015, Volume 9, Issue 02
- 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
March 2015, Volume 9, Issue 01
- 1-2 Whither actuarial research?
by Sherris, Michael
- 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, Ričardas
- 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
September 2014, Volume 8, Issue 02
- 215-216 Journal rankings: do they matter?
by Dickson, David C.M.
- 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 Şahin, Şule & 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
- 482-482 Actuarial Mathematics for Life Contingent Risks, 2nd Ed., Dickson David C. M., Hardy Mary R., Waters Howard R., Cambridge University Press, 2013, 616pp. (hardback), £50. ISBN: 9781107044074
by Kakar, Gautam
March 2014, Volume 8, Issue 01
- 1-8 A Lesson from Ireland's Depression
by Whelan, Shane
- 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 Şahin, Şule & 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, Garrett Stephen, Published for the Institute and Faculty of Actuaries, Elsevier; 2nd Edition (2013), 450pp. (hardback), £48.99. ISBN 9780080982403
by Jarvis, Robert
September 2013, Volume 7, Issue 02
- 169-174 Risk and Regulation – a broader view on their consistency
by Xie, Zhigang
- 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-Marín, 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
- 345-346 Risk Modelling in General Insurance, Gray Roger J., Pitts Susan M., 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 Klugman Stuart A., Panjer Harry H. and Willmot Gordon E.: 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, Khmaladze Estáte V., Chapman and Hall/CRC, 2013, 242pp., £49.99. ISBN978-1466505735
by Garg, Himanshu
March 2013, Volume 7, Issue 01
- 1-2 Enterprise Risk Management
by McNeil, Alexander J.
- 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
- 149-150 Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, Fraser John, Simkins Betty J., 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 Rösch Daniel, Scheule Harald, 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 Cruz Marcelo, 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 Reuvid Jonathan, 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, Buckham David, Wahl Jason Rose Stuart, 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 Canabarro Eduardo, Risk Books, 2009, 356pp., £125.00. ISBN: 978-1-906348-34-2
by Forfar, David O.
- 162-163 Bank and insurance capital management, de Weert Frans, Chichester: Wiley Finance, 2011, 246pp. (hardback), £45.00. ISBN: 978-0-470-66477-3
by Malyon, Brett
- 164-166 Financial Enterprise Risk Management, Sweeting Paul, Cambridge University Press, 2011, 562pp. (hardback), £70.00. ISBN9780521111645
by Kelliher, Patrick
- 167-168 Quantitative Operational Risk Models, Bolancé Catalina, Guillén Montserrat, Gustafsson Jim, and Nielsen Jens Perch, Chapman & Hall/CRC Finance series, 2012, 209pp. (hardback), £44.99. ISBN9781439895924
by Penman, Alan
September 2012, Volume 6, Issue 02
- 231-234 Sexless and beautiful data: from quantity to quality
by Guillén, Montserrat
- 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.
- 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 01
- 1-4 Ancient or Modern?
by Verrall, R. J.
- 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
- 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 02
- 139-141 The Usefulness of Stochastic Mortality Modelling
by Sweeting, P.J.
- 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.
- 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 01
- 1-6 On Writing Actuarial Science
by Thomson, R. J.
- 7-17 Prediction Uncertainty in the Bornhuetter-Ferguson Claims Reserving Method: Revisited
by Alai, D. H. & Merz, M. & Wüthrich, M. V.
- 19-32 Mortality Projections using Generalized Additive Models with applications to annuity values for the Irish population
by Hall, M. & Friel, N.
- 33-52 Smoothing dispersed counts with applications to mortality data
by Djeundje, V. A. B. & Currie, I. D.
- 53-99 Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009
by Wilkie, A. D. & Şahin, Şule & Cairns, A. J. G. & Kleinow, Torsten
- 137-138 G. A. (Sandy) Mackenzie, The decline of the traditional pension: A comparative study of threats to retirement security, Cambridge University Press, 2010, 279pp. (hardback), £55.00 (US$85.00). ISBN: 9780521518475
by Brundle, Darryl
September 2009, Volume 4, Issue 02
- 173-176 Mathematics: Curse or Blessing?
by Schmidli, H.
- 177-197 Tax-Efficient Pension Choices in the UK
by Sweeting, Paul
- 199-239 Modelling Income Protection Claim Termination Rates by Cause of Sickness I: Recoveries
by Ling, S. Y. & Waters, H. R. & Wilkie, A. D.
- 241-259 Modelling Income Protection Claim Termination Rates by Cause of Sickness II: Mortality of UK Assured Lives
by Ling, S. Y. & Waters, H. R. & Wilkie, A. D.
- 261-286 Modelling Income Protection Claim Termination Rates by Cause of Sickness III: Mortality
by Ling, S. Y. & Waters, H. R. & Wilkie, A. D.
- 287-301 Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique
by Brydon, D. & Verrall, R. J.
- 339-342 Actuarial Mathematics for Life Contingent Risks. By David C. M. Dickson, Mary R. Hardy and Howard R. Waters (Cambridge University Press, 2009. 493pp. ISBN: 9780521118255)
by Cooper, Philip
- 342-343 Nonlife Actuarial Models, Theory, Methods and Evaluation. By Yiu-Kuen Tse (Cambridge University Press, 2009. 544pp. ISBN: 9780521764650)
by Woodward, Nick
- 343-345 Loss Models — from data to decisions (3rd edition). By Stuart A. Klugman, Harry H. Panjer and Gordon E. Willmot (John Wiley & Sons, 2008. 726 pp. ISBN: 9780470187814)
by Kothari, Hiten
- 345-346 Generalized Linear Models for Insurance Data. By Piet de Jong and Gillian Z. Heller (Cambridge University Press, 2008. 196pp. ISBN: 9780521879149)
by Thomas, Ian
- 347-349 Regression Modeling with Actuarial and Financial Applications. By Edward W. Frees (Cambridge University Press, 2009. 584pp. ISBN: 978-0-521-13596-2)
by Farag, Khaled
March 2009, Volume 4, Issue 01
- 1-6 Guest Editorial
by Rantala, J.
- 7-31 Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method
by Alai, D. H. & Merz, M. & Wüthrich, M. V.
- 33-66 Mortality in Ireland at Advanced Ages, 1950-2006: Part 1: Crude Rates
by Whelan, S. F.
- 67-104 Mortality in Ireland at Advanced Ages, 1950-2006: Part 2: Graduated Rates
by Whelan, S. F.
- 105-121 Chain-Ladder as Maximum Likelihood Revisited
by Kuang, D. & Nielsen, B. & Nielsen, J. P.
- 159-160 The Handbook of Insurance-Linked Securities. Edited by Pauline Barrieu and Luca Albertini (John Wiley & Sons, 2009. 362pp. ISBN: 97804707433836)
by Grainger, Justin
- 160-162 Insurance Risk and Ruin. By David C. M. Dickson (Cambridge University Press, 2005. 229pp. ISBN: 0521846404)
by Chong, Seow Fan
- 163-165 Operational Risk Assessment: The Commercial Imperative of a more Forensic and Transparent Approach. By Brendon Young and Rodney Coleman (Chichester, John Wiley & Sons, 2009. 430pp. ISBN: 0470753870)
by Esther, Huang Chuxin
- 165-166 Market Valuation Methods in Life and Pension Insurance. By Thomas Moller and Mogens Steffensen (Cambridge University Press, 2007. 279pp. ISBN: 9780521868778)
by Grainger, Justin
September 2008, Volume 3, Issue 1-2
- 1-1 The Way Ahead
by Macdonald, A. S.
- 3-43 Mortality Modelling and Forecasting: a Review of Methods
by Booth, H. & Tickle, L.
- 45-81 A Model for Ischaemic Heart Disease and Stroke I: The Model
by Chatterjee, T. & Macdonald, A. S. & Waters, H. R.
- 83-103 A Model for Ischaemic Heart Disease and Stroke II: Modelling Obesity
by Chatterjee, T. & Macdonald, A. S. & Waters, H. R.
- 105-119 A Model for Ischaemic Heart Disease and Stroke III: Applications
by Chatterjee, T. & Macdonald, A. S. & Waters, H. R.
- 121-126 Froot and Stein Revisited Once Again
by Guillén, Montserrat & Høgh, Nils & Nielsen, Jens Perch & Pérez-Marín, Ana M.
- 127-185 Stochastic Actuarial Modelling of a Defined-Benefit Social Security Pension Scheme: An Analytical Approach
by Iyer, Subramaniam
- 187-214 Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance
by Porteous, Bruce T. & Tapadar, Pradip
- 215-256 Individual Claim Loss Reserving Conditioned by Case Estimates
by Taylor, Greg & McGuire, Gráinne & Sullivan, James
- 327-333 Loss Models: From Data to Decisions. By Stuart A. Klugman, Harry H. Panjer & Gordon E. Willmot 3rd edition, John Wiley & Sons, 2008. 726pp. ISBN: 9780470187814
by Sharpe, James
- 329-330 Interdisciplinary Statistics: Statistical and Probabilistic Methods in Actuarial Science. By Philip J. Boland, Chapman & Hall, 2007. 351pp. ISBN: 9781584886952
by France, Helen
- 330-332 Synthetic CDOs: Modelling, Valuation and Risk Management. By Craig Mounfield, Cambridge University Press, 2008. 369pp. ISBN: 9780521897884
by Zhang, Feifei
- 332-333 Financial and Actuarial Mathematics. By Wai-Sum Chan & Yiu-Kuen Tse, McGraw Hill, 2008. 400pp. ISBN: 9780071258562
by Macdonald, Angus S.
September 2007, Volume 2, Issue 02
- 193-194 Taking Stock
by Hardy, M. R.
- 195-215 Option Based Portfolio Insurance Revisited
by Bouchaib, R.
- 217-232 Some Finite Time Ruin Problems
by Dickson, D. C. M.
- 233-270 The United Kingdom State Pension System: Analysis of Proposed Reforms and the Viability of Immigration-Based Policies in Response to Demographic Ageing
by Kotecha, K. N.
- 271-288 Automatic Fraud Detection — Does it Work?
by Lægreid, I.
- 289-325 A Dynamic Family History model Of Hereditary Nonpolyposis Colorectal Cancer and Critical Illness Insurance
by Lu, L. & Macdonald, A. S. & Waters, H. R. & Yu, F.
- 327-347 Health Insurance, Genetic Testing and Adverse Selection
by MacMinn, R. D. & Brockett, P. L. & Raeburn, J. A.
- 349-367 Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk
by Malinovskii, V. K.
- 411-412 A Course in Credibility Theory and its Applications. By H. Bühlmann & A. Gisler (Springer, 2005)
by Kakar, Gautam
March 2007, Volume 2, Issue 01
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