British Actuarial Journal

1995 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

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Volume 30, month January, 2025

Quantum internal models for Solvency II and quantitative risk management pp. -

Muhammad Ahmer Amjad

Consideration of the proxy modelling validation framework by the proxy modelling working party pp. -

Anonymous

Robust mortality forecasting in the presence of outliers pp. -

Anonymous

Cyber risk capital pp. -

Anonymous

Biodiversity & nature-related risk policy pp. -

Anonymous

Capital Backed Funding Arrangements pp. -

Derek Steeden, Adolfo Aponte, David Barnett, Vicky Carr, Iain Pearce, Andrew Reid, Jonathan Repp, Ben Stone, Claire van Rees, Ragulan Vigneswaran and Kelvin Xu

Capital backed funding arrangements pp. -

Anonymous

Cyber-insurance pricing models pp. -

James Bardopoulos

ActuaryGPT: applying LLMs to insurance and actuarial work pp. -

Anonymous

Report of the dynamic discount rates working party: key considerations for pension scheme funding pp. -

G. Connolly, A. Dodd, D. Fink, P. Hardingham, K. McIvor, O. McCrossan and L. Stratford-Higton

Dynamic discount rates: considerations for pension schemes funding pp. -

Anonymous

Volume 29, month January, 2024

Operational Risk Working Party - Validating Operational Risk Models pp. -

Patrick O. J. Kelliher, Madhu Acharyya, Andrew J. Couper, Edward N. V. Maguire, Choong A. Pang, Christopher M. Smerald, Jennifer K. Sullivan and Paul M. Teggin

Update from the UK asbestos working party pp. -

Anonymous

Validating operational risk models pp. -

Anonymous

Exploring fluctuations and interconnected movements in stock, commodity, and cryptocurrency markets pp. -

Isik Akin, Meryem Akin, Zafer Ozturk, Affan Hameed, Victoria Opara and Hakan Satiroglu

Commutation rate research working party: considerations for actuaries when advising on commutation rates pp. -

Anonymous

Cyber risk within capital models pp. -

Jasvir Grewal and Simon Cartagena

Sufficient mathematical conditions for identical estimation of the liability for remaining coverage under the general measurement model and premium allocation approach pp. -

Timothy Lee and Antonie Jagga

Loss modelling from first principles pp. -

Pietro Parodi, Derek Thrumble, Peter Watson, Zhongmei Ji, Alex Wang, Ishita Bhatia, Joseph Lees, Sophia Mealy, Rushabh Shah, Param Dharamshi and Federica Gazzelloni

Robust mortality forecasting in the presence of outliers pp. -

Stephen J. Richards

Consideration of the proxy modelling validation framework pp. -

Dominic Wollam, Maynard Kuona, Matthew Thomson, Rachael Liu and Stuart Paton

Time series analysis of GSS bonds Part 2 – further univariate analysis of S&P Green Bond Index pp. -

Debashish Dey

Infrastructure: managing resilience and adaptation pp. -

Anonymous

Time series analysis of GSS bonds pp. -

D. Dey

From bias to black boxes: understanding and managing the risks of AI – an actuarial perspective pp. -

Valerie du Preez, Shaun Bennet, Matthew Byrne, Aurelién Couloumy, Arijit Das, Jean Dessain, Richard Galbraith, Paul King, Victor Mutanga, Frank Schiller, Stefan Zaaiman, Patrick Moehrke and Lara van Heerden

Comments on the Solvency II Risk Margin and proposed amendments pp. -

Hans Waszink

The exercise of discretion on commutation factors in defined benefit schemes: time for change? pp. -

O’Brien, Christopher D.

UK Asbestos Working Party Update 2020 pp. -

Anonymous

Volume 28, month January, 2023

Covid-19 and the effectiveness of ERM frameworks pp. -

Anonymous

The Global Financial Crisis – risk transfer, insurance layers, and (lack of?) reinsurance culture pp. -

Michael Fackler

The Great Risk Transfer: have we got the balance right? pp. -

Anonymous

Data and modelling considerations for mental health in life insurance pp. -

Anonymous

Insurers” hidden risk from reinsurance recaptures – the perspective of UK annuity writers pp. -

Anonymous

Some observations on the temporal patterns in the surplus process of an insurer pp. -

Yang Miao, Kristina P. Sendova, Bruce L. Jones and Zhong Li

Freedom and choice: public attitudes seven years on pp. -

Anonymous

Fertility and ageing – actuarial perspectives pp. -

Yair Babad, Dermot Grenham and Sam Gutterman

Considerations for actuaries when advising on commutation rates pp. -

Jonathan Hilsden, Ben Berriman, Paul Crocker, Judith Fish, Jon Forsyth and Kerry Lindsay

Calibration of transition risk for corporate bonds pp. -

J. Sharpe, F Ginghina, G. Mehta and A.D. Smith

“The calibration of transition risk for corporate bonds” by the Extreme Events Working Party pp. -

Anonymous

Overview of climate disclosures pp. -

D. Dey, L. Richards, M. Arora, E. Boyle, R. Bryson, S. Jackman, V. Patel and C. Shirazi

Volume 22, month September, 2017

International Mortality and Longevity Symposium pp. 469-489

Anonymous

Ersatz model tests pp. 490-521

S. Jarvis, J. Sharpe and A. D. Smith

Ersatz model tests ‐ Abstract of the London Discussion pp. 522-544

Anonymous

The Autumn lecture: “Exploring a new relationship between the United Kingdom and the European Union” by Vicky Ford ‐ Abstract of the Edinburgh Discussion pp. 545-560

Anonymous

Viable retirement solutions for the long-run: Are there any sustainable retirement solutions out there? pp. 561-594

J. Richards, M. Hurd and I. Clacher

Viable retirement solutions for the long-run: Are there any sustainable retirement solutions out there? ‐ Abstract of the London discussion pp. 595-616

Anonymous

The future of Solvency II in the UK: Treasury Select Committee debrief and working party update ‐ Abstract of the Edinburgh and London Discussion pp. 617-635

Anonymous

Product options for enhanced retirement income pp. 636-656

C. Donnelly and J. Young

Volume 22, month July, 2017

Resource and environment debate on climate change and sustainability risks ‐ Abstract of the London discussion pp. 238-256

Anonymous

Simulation-based capital models: testing, justifying and communicating choices. A report from the life aggregation and simulation techniques working party pp. 257-335

T. Androschuck, S. Gibbs, N. Katrakis, J. Lau, S. Oram, P. Raddall, L. Semchyshyn, D. Stevenson and J. Waters

Simulation-based capital models: testing, justifying and communicating choices ‐ Abstract of the Edinburgh Discussion pp. 336-351

Anonymous

Information for actuaries valuing Periodical Payment Orders pp. 352-423

Anonymous

Information for actuaries valuing Periodical Payment Orders ‐ Abstract of the London Discussion pp. 424-441

Anonymous

Results of survey on hedging practices pp. 442-467

J. M. Cadman, R. Bhatia, N. A. Dissanayake, S. Mageed, I. J. Rogers and G. Zavadlal

Volume 22, month March, 2017

The future of social care funding: who pays?* pp. 10-44

T. Kenny, J. Barnfield, L. Daly, A. Dunn, D. Passey, B. Rickayzen and A. Teow

The future of social care funding: who pays? ‐ Abstract of the London Discussion pp. 45-67

Anonymous

Good practice guide to setting inputs for operational risk models pp. 68-108

P. O. J. Kelliher, M. Acharyya, A. Couper, K. Grant, E. Maguire, P. Nicholas, C. Smerald, D. Stevenson, J. Thirlwell and N. Cantle

Good practice guide to setting inputs for operational risk models by the operational risk working party ‐ Abstract of the London Discussion pp. 109-126

Anonymous

Incentives facing UK-listed companies to comply with the risk reporting provisions of the UK Corporate Governance Code pp. 127-152

P. Klumpes, C. Ledlie, F. Fahey, G. Kakar and S. Styles

Incentives facing UK-listed companies to comply with the risk reporting provisions of the UK corporate governance code ‐ Abstract of the London Discussion pp. 153-176

Anonymous

Designing successful post-retirement solutions by blending growth, income and protection pp. 177-206

L.-A. Morgan and S. A. Lothian

Designing successful post-retirement solutions by blending growth, income and protection ‐ Abstract of the Edinburgh Discussion pp. 207-227

Anonymous

Presentation of a Finlaison Medal to Adrian Waddingham, and Presentation of Honorary Fellowships to Dr Madhavi Bajekal and Professor Sir David Spiegelhalter pp. 228-232

Anonymous

Presentation of Honorary Fellowships to Norma Cohen, Robin de Wilde and Gábor Hanák pp. 233-235

Anonymous