## 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

**1-24 Modelling the Claim Duration of Income Protection Insurance Policyholders using Parametric Mixture Models***by*Pitt, D. G. W.**25-50 Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles***by*Merz, M. & Wüthrich, M. V.**51-66 Defining and Measuring Investment Risk in Defined Benefit Pension Funds***by*Whelan, S. F.**67-90 On Immunisation and S-Convex Extremal Distributions***by*Courtois, C. & Denuit, M.**91-114 Bayesian Nonparametric Approach to Credibility Modelling***by*Gangopadhyay, A. & Gau, W.-C.**115-145 ‘Freedom with Publicity’ — The Actuarial Profession and United Kingdom Insurance Regulation from 1844 to 1945***by*Booth, P. M.