EconPapers    
Economics at your fingertips  
 

Annals of Actuarial Science

2006 - 2018

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

Bibliographic data for series maintained by Keith Waters ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 12, issue 02, 2018

Foreword to the RARE Programme pp. 207-208 Downloads
Paul Embrechts
Foreword by the Guest Editors of the RARE special issue pp. 209-210 Downloads
Corina Constantinescu, Enkelejd Hashorva and Marie Kratz
A change of paradigm for the insurance industry pp. 211-232 Downloads
Michel Dacorogna
A simple isochore model evidencing regulation risk pp. 233-248 Downloads
J. Lévy Véhel
Dynamic risk measures for stochastic asset processes from ruin theory pp. 249-268 Downloads
Yasutaka Shimizu and Shuji Tanaka
Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window pp. 269-295 Downloads
Eric C. K. Cheung, Suhang Dai and Weihong Ni
A plan of capital injections based on the claims frequency pp. 296-325 Downloads
Ran Xu, Jae-Kyung Woo, Xixuan Han and Hailiang Yang
Optimal barrier strategy for spectrally negative Lévy process discounted by a class of exponential Lévy processes pp. 326-337 Downloads
Huanqun Jiang
Non-parametric estimation for a pure-jump Lévy process pp. 338-349 Downloads
Chunhao Cai, Junyi Guo and Honglong You
On age difference in joint lifetime modelling with life insurance annuity applications pp. 350-371 Downloads
François Dufresne, Enkelejd Hashorva, Gildas Ratovomirija and Youssouf Toukourou
The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas pp. 372-390 Downloads
Ryan Timmer, John Paul Broussard and G. Geoffrey Booth
Mixture copulas and insurance applications pp. 391-411 Downloads
Maissa Tamraz
Asymptotic tail behaviour of phase-type scale mixture distributions pp. 412-432 Downloads
Rojas-Nandayapa, Leonardo and Wangyue Xie
Validation of aggregated risks models pp. 433-454 Downloads
Michel Dacorogna, Laila Elbahtouri and Marie Kratz
Conditional Monte Carlo for sums, with applications to insurance and finance pp. 455-478 Downloads
Søren Asmussen

Volume 12, issue 01, 2018

A stochastic Expectation–Maximisation (EM) algorithm for construction of mortality tables pp. 1-22 Downloads
Luz Judith R. Esparza and Baltazar-Larios, Fernando
Ruin problems in Markov-modulated risk models pp. 23-48 Downloads
David C.M. Dickson and Marjan Qazvini
The cost and value of UK pensions pp. 49-66 Downloads
Paul J. Sweeting
Yet more on a stochastic economic model: Part 4: a model for share earnings, dividends, and prices pp. 67-105 Downloads
A. D. Wilkie and Şule Şahin
An actuarial investigation into maternal hospital cost risk factors for public patients pp. 106-129 Downloads
Jananie William, Michael A. Martin, Catherine Chojenta and Deborah Loxton
An optimal multi-layer reinsurance policy under conditional tail expectation pp. 130-146 Downloads
Amir T. Payandeh Najafabadi and Ali Panahi Bazaz
Optimal reinsurance: a reinsurer’s perspective pp. 147-184 Downloads
Fei Huang and Honglin Yu
Projection models for health expenses pp. 185-203 Downloads
Marcus Christiansen, Michel Denuit, Nathalie Lucas and Jan-Philipp Schmidt
A History of British Actuarial Thought, Turnbull Craig, Palgrave Macmillan, 2017, Cham, Switzerland, 345pp, ISBN: 978-3-319-33182-9 pp. 204-205 Downloads
Andrew Smith

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
Page updated 2018-12-08