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Annals of Actuarial Science

2006 - 2017

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.

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Volume 11, issue 02, 2017

Telematic driving profile classification in car insurance pricing pp. 213-236 Downloads
Wiltrud Weidner, Fabian W.G. Transchel and Robert Weidner
Comparing the riskiness of dependent portfolios via nested L-statistics pp. 237-252 Downloads
Ranadeera G.M. Samanthi, Wei Wei and Vytaras Brazauskas
Explicitly incorporating virtues into actuarial education pp. 253-285 Downloads
Anthony Asher
Demographic risk in deep-deferred annuity valuation pp. 286-314 Downloads
Min Ji and Rui Zhou
An analysis of operational risk events in US and European Banks 2008–2014 pp. 315-342 Downloads
Yifei Li, Neil Allan and John Evans
A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting pp. 343-389 Downloads
Man Chung Fung, Gareth W. Peters and Pavel V. Shevchenko
Application of bivariate negative binomial regression model in analysing insurance count data pp. 390-411 Downloads
Feng Liu and David Pitt
Stochastic Interest Rates, Daragh McInerney and Tomasz Zastawniak, Cambridge University Press, Cambridge, August 2015, 169pp. (paperback), ISBN: 9780521175692 pp. 420-421 Downloads
Advait Kapadia

Volume 11, issue 01, 2017

Optimal strategies for a non-linear premium-reserve model in a competitive insurance market pp. 1-19 Downloads
Athanasios A. Pantelous and Eudokia Passalidou
Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results pp. 20-45 Downloads
Fei Huang and Bridget Browne
Mortality forecasting using a modified CMI Mortality Projections Model for China II: cities, towns and counties pp. 46-66 Downloads
Fei Huang
A note on the optimal dividends paid in a foreign currency pp. 67-73 Downloads
Julia Eisenberg and Paul Krühner
Yet more on a stochastic economic model: Part 3A: stochastic interpolation: Brownian and Ornstein–Uhlenbeck (OU) bridges pp. 74-99 Downloads
A. D. Wilkie and Şule Şahin
Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages pp. 100-127 Downloads
A. D. Wilkie and Şule Şahin
Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates pp. 128-163 Downloads
A. D. Wilkie and Şule Şahin

Volume 10, issue 02, 2016

The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund pp. 169-202 Downloads
Robert J. Thomson and Taryn L. Reddy
Aggregation of 1-year risks in life and disability insurance pp. 203-221 Downloads
Boualem Djehiche and Björn Löfdahl
Modelling the reverse select and ultimate mortality experience of UK ill-health retirement occupational pension scheme members pp. 222-235 Downloads
Mary Hall and Linda Daly
On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy pp. 236-269 Downloads
Eric C.K. Cheung and Haibo Liu
An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events pp. 270-284 Downloads
Garfield O. Brown and Winston S. Buckley
LOESS smoothed density estimates for multivariate survival data subject to censoring and masking pp. 285-302 Downloads
Peter Adamic and Jenna Guse
The fuzzy Bornhuetter–Ferguson method: an approach with fuzzy numbers pp. 303-321 Downloads
Jochen Heberle and Anne Thomas

Volume 10, issue 01, 2016

Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters pp. 1-51 Downloads
A. D. Wilkie and Şule Şahin
Optimal design of a bonus-malus system: linear relativities revisited pp. 52-64 Downloads
Chong It Tan
Optimal reinsurance under multiple attribute decision making pp. 65-86 Downloads
Başak Bulut Karageyik and David C.M. Dickson
Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas pp. 87-117 Downloads
Benjamin Avanzi, Jamie Tao, Bernard Wong and Xinda Yang
Pricing in General Insurance, Pietro Parodi, CRC Press, 2015, 560pp. (hardback), £56.99. ISBN: 9781466581449 pp. 118-119 Downloads
Alan Chalk

Volume 9, issue 02, 2015

Prediction uncertainties in the Cape Cod reserving method pp. 239-263 Downloads
Annina Saluz
Modelling the liquidity premium on corporate bonds pp. 264-289 Downloads
Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil and Alex Veys
The missing link: economic exposure and pension plan risk pp. 290-303 Downloads
Paul Sweeting, Alexandre Christie and Edward Gladwyn
Experience rating with Poisson mixtures pp. 304-321 Downloads
Garfield O. Brown and Winston S. Buckley
On a discrete-time risk model with claim correlated premiums pp. 322-342 Downloads
Xueyuan Wu, Mi Chen, Junyi Guo and Can Jin

Volume 9, issue 01, 2015

Whither actuarial research? pp. 1-2 Downloads
Michael Sherris
On a bivariate risk process with a dividend barrier strategy pp. 3-35 Downloads
Luyin Liu and Eric C. K. Cheung
Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents pp. 36-57 Downloads
Fulvio Gismondi, Jacques Janssen and Raimondo Manca
Trends in disguise pp. 58-71 Downloads
Vytaras Brazauskas, Bruce L. Jones and Ričardas Zitikis
A comparison of modern investment-linked pension savings products pp. 72-84 Downloads
Per Linnemann, Kenneth Bruhn and Mogens Steffensen
Home equity release for long-term care financing: an improved market structure and pricing approach pp. 85-107 Downloads
Doug Andrews and Jaideep Oberoi
The effect of model uncertainty on the pricing of critical illness insurance pp. 108-133 Downloads
(Ozkok) Dodd, Erengul, George Streftaris, Howard R. Waters and Andrew D. Stott
Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study pp. 134-166 Downloads
Wei Yang and Pradip Tapadar
Modelling cause-of-death mortality and the impact of cause-elimination pp. 167-186 Downloads
Daniel H. Alai, Arnold (-Gaille), Séverine and Michael Sherris
Portfolio Theory and Risk Management, Maciej J. Capinski, Ekkehard Kopp, Cambridge University Press, 2014, 169pp. (hardback), £50. ISBN: 9781107003675 pp. 187-188 Downloads
David Sanders

Volume 8, issue 02, 2014

Journal rankings: do they matter? pp. 215-216 Downloads
David C.M. Dickson
Bonus–Malus systems with Weibull distributed claim severities pp. 217-233 Downloads
Weihong Ni, Corina Constantinescu and Athanasios A. Pantelous
Annuitisation and cross-subsidies in a two-tiered retirement saving system pp. 234-252 Downloads
Benjamin Avanzi and Sachi Purcal
Crop microinsurance: tackling poverty, one insurance policy at a time pp. 253-280 Downloads
Agrotosh Mookerjee, Daniel Clarke, Dermot Grenham, James Sharpe and Daniel Stein
A quantitative comparison of simulation strategies for mortality projection pp. 281-297 Downloads
Jackie Li
Risk aggregation in the presence of discrete causally connected random variables pp. 298-319 Downloads
Peng Lin, Martin Neil and Norman Fenton
A yield-macro model for actuarial use in the United Kingdom pp. 320-350 Downloads
Şule Şahin, Andrew J.G. Cairns, Torsten Kleinow and A. David Wilkie
Best estimate reserves and the claims development results in consecutive calendar years pp. 351-373 Downloads
Annina Saluz and Alois Gisler
Stochastic economic models for actuarial use: an example from China pp. 374-403 Downloads
Fei Huang, Adam Butt and Kin-Yip Ho
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 pp. 482-482 Downloads
Gautam Kakar

Volume 8, issue 01, 2014

A Lesson from Ireland's Depression pp. 1-8 Downloads
Shane Whelan
Monetary policy, asset prices and financial institutions pp. 9-41 Downloads
Philip Booth
On the prediction of claim duration for income protection insurance policyholders pp. 42-62 Downloads
Qing Liu, David Pitt and Xueyuan Wu
The density of the time of ruin in the classical risk model with a constant dividend barrier pp. 63-78 Downloads
Shuanming Li and Yi Lu
On the nature of Phase-type Poisson distributions pp. 79-98 Downloads
Sophie Hautphenne, Guy Latouche and Giang T. Nguyen
A yield-only model for the term structure of interest rates pp. 99-130 Downloads
Şule Şahin, Andrew J.G. Cairns, Torsten Kleinow and A. David Wilkie
Estimation of Disability Transition Probabilities in Australia I: Preliminary pp. 131-155 Downloads
Evan A. Hariyanto, David C.M. Dickson and David G.W. Pitt
Estimation of Disability Transition Probabilities in Australia II: Implementation pp. 156-175 Downloads
Evan A. Hariyanto, David C. M. Dickson and David G. W. Pitt
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 pp. 176-176 Downloads
Robert Jarvis
Page updated 2017-11-23