# Annals of Actuarial Science
2006 - 2020
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.
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**Volume 14, issue 2, 2020**
- Longevity trend risk over limited time horizons pp. 262-277
*Stephen J. Richards*, *Iain D. Currie*, *Torsten Kleinow* and *Gavin P. Ritchie*
- Asymmetry in mortality volatility and its implications on index-based longevity hedging pp. 278-301
*Kenneth Q. Zhou* and *Johnny Siu-Hang Li*
- Optimal portfolio choice with tontines under systematic longevity risk pp. 302-315
*Irina Gemmo*, *Ralph Rogalla* and *Jan-Hendrik Weinert*
- Linking annuity benefits to the longevity experience: alternative solutions pp. 316-337
*Annamaria Olivieri* and *Ermanno Pitacco*
- Variability in pension products: a comparison study between The Netherlands and Denmark pp. 338-357
*Anne G. Balter*, *Malene Kallestrup-Lamb* and *Jesper Rangvid*
- An investigation into the impact of deprivation on demographic inequalities in adults pp. 358-383
*Les Mayhew*, *Gillian Harper* and *Andrés M. Villegas*
- Mortality in the US by education level pp. 384-419
*Cristian Redondo Lourés* and *Andrew J. G. Cairns*
- Mortality data reliability in an internal model pp. 420-444
*Fabrice Balland*, *Alexandre Boumezoued*, *Laurent Devineau*, *Marine Habart* and *Tom Popa*
- CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family pp. 445-460
*Kevin Dowd*, *Andrew J. G. Cairns* and *David Blake*
- Identifiability in age/period mortality models pp. 461-499
*Andrew Hunt* and *David Blake*
- Identifiability in age/period/cohort mortality models pp. 500-536
*Andrew Hunt* and *David Blake*
- Constraints, the identifiability problem and the forecasting of mortality pp. 537-566
*Iain D. Currie*
**Volume 14, issue 1, 2020**
- Alternative modelling and inference methods for claim size distributions pp. 1-19
*Mathias Raschke*
- A graphical model approach to simulating economic variables over long horizons pp. 20-41
*Jaideep S. Oberoi*, *Aniketh Pittea* and *Pradip Tapadar*
- Insurance ratemaking using the Exponential-Lognormal regression model pp. 42-71
*George Tzougas*, *Woo Hee Yik* and *Muhammad Waqar Mustaqeem*
- Forecasting health expenses using a functional data model pp. 72-82
*Jens Piontkowski*
- The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits pp. 83-92
*Eric R. Ulm*
- Estimation of conditional mean squared error of prediction for claims reserving pp. 93-128
*Mathias Lindholm*, *Filip Lindskog* and *Felix Wahl*
- The profiles of public and private patients in maternal healthcare: a longitudinal study to examine adverse selection pp. 129-137
*Jananie William*, *Bronwyn Loong*, *Catherine Chojenta* and *Deborah Loxton*
- Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices pp. 138-149
*A. D. Wilkie* and *Åžule Åžahin*
- Forecasting age distribution of death counts: an application to annuity pricing pp. 150-169
*Han Lin Shang* and *Steven Haberman*
- Risk management with Tail Quasi-Linear Means pp. 170-187
*BÃ¤uerle, Nicole* and *Tomer Shushi*
- Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements pp. 188-218
*Otto Konstandatos*
**Volume 13, issue 2, 2019**
- The design of pension contracts: on the perspective of customers pp. 219-240
*Zhaoxun Mei*
- Beta transform and discounted aggregate claims under dependency pp. 241-267
*Zhehao Zhang* and *Shuanming Li*
- Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown pp. 268-294
*Xia Han*, *Zhibin Liang* and *Caibin Zhang*
- An analysis of the feasibility of an extreme operational risk pool for banks pp. 295-307
*Yifei Li*, *Neil Allan* and *John Evans*
- An identity based on the generalised negative binomial distribution with applications in ruin theory pp. 308-319
*David C. M. Dickson*
- A review of global banking regulation under an assumption of complexity pp. 320-333
*John Evans* and *Yifei Li*
- Back-testing the chain-ladder method pp. 334-359
*Andrea Gabrielli* and *WÃ¼thrich, Mario V.*
- Analysis of financial events under an assumption of complexity pp. 360-377
*Yifei Li* and *John Evans*
- Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data pp. 378-399
*Michel Denuit*, *Montserrat Guillen* and *Julien Trufin*
- Methods for generating coherent distortion risk measures pp. 400-416
*Ranadeera G.M. Samanthi* and *Jungsywan Sepanski*
- Implementing Enterprise Risk Management â€“ From Methods to Applications, James Lam, Wiley, 2017, 432pp. (hardback), Â£80. ISBN 9780471745198 pp. 417-419
*Mayukh Gayen*
- Loss Coverage: Why Insurance Works Better with Some Adverse Selection, Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018, 274pp, ISBN: 978-1-107-49590-6 pp. 420-425
*Michael Hoy*
- Loss Coverage: Why Insurance Works Better with Some Adverse Selection, Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018, 274pp, ISBN: 978-1-107-49590-6 â€“ ERRATUM pp. 426-426
*Michael Hoy*
**Volume 13, issue 1, 2019**
- An actuarial investigation into maternal out-of-hospital cost risk factors pp. 1-35
*Jananie William*, *Catherine Chojenta*, *Michael A. Martin* and *Deborah Loxton*
- Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios pp. 36-66
*Kangjing Tan* and *Aaron Bruhn*
- Real-time Bayesian non-parametric prediction of solvency risk pp. 67-79
*Liang Hong* and *Ryan Martin*
- An analysis of power law distributions and tipping points during the global financial crisis pp. 80-91
*Yifei Li*, *Lei Shi*, *Neil Allan* and *John Evans*
- Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages pp. 92-108
*A. D. Wilkie* and *Åžule Åžahin*
- Cohort effects in mortality modelling: a Bayesian state-space approach pp. 109-144
*Man Chung Fung*, *Gareth W. Peters* and *Pavel V. Shevchenko*
- Modelling multi-state health transitions in China: a generalised linear model with time trends pp. 145-165
*Katja Hanewald*, *Han Li* and *Adam W. Shao*
- Assessing basis risk in index-based longevity swap transactions pp. 166-197
*Jackie Li*, *Johnny Siu-Hang Li*, *Chong It Tan* and *Leonie Tickle*
- Optimal insurance control for insurers with jump-diffusion risk processes pp. 198-213
*Linlin Tian* and *Lihua Bai*
- Leases for Lives â€“ Life Contingent Contracts and the Emergence of Actuarial Science in 18th-Century England, by David R. Bellhouse, CambridgeCambridge: Cambridge University Press, 2017 xii, 261 pp; ISBN:9781107111769 pp. 214-216
*Chris Lewin*
- Financial Enterprise Risk Management,Paul Sweeting, 2nd edition, Cambridge University Press, 2017, 601pp. (hardback), ISBN: 978-1-107-18461-9 pp. 217-218
*Gemma Gregson*
**Volume 12, issue 2, 2018**
- A change of paradigm for the insurance industry pp. 211-232
*Michel Dacorogna*
- A simple isochore model evidencing regulation risk pp. 233-248
*VÃ©hel, J. LÃ©vy*
- Dynamic risk measures for stochastic asset processes from ruin theory pp. 249-268
*Yasutaka Shimizu* and *Shuji Tanaka*
- Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window pp. 269-295
*Eric C. K. Cheung*, *Suhang Dai* and *Weihong Ni*
- A plan of capital injections based on the claims frequency pp. 296-325
*Ran Xu*, *Jae-Kyung Woo*, *Xixuan Han* and *Hailiang Yang*
- Optimal barrier strategy for spectrally negative LÃ©vy process discounted by a class of exponential LÃ©vy processes pp. 326-337
*Huanqun Jiang*
- Non-parametric estimation for a pure-jump LÃ©vy process pp. 338-349
*Chunhao Cai*, *Junyi Guo* and *Honglong You*
- On age difference in joint lifetime modelling with life insurance annuity applications pp. 350-371
*Dufresne, FranÃ§ois*, *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
*Ryan Timmer*, *John Broussard* and *G. Geoffrey Booth*
- Mixture copulas and insurance applications pp. 391-411
*Maissa Tamraz*
- Asymptotic tail behaviour of phase-type scale mixture distributions pp. 412-432
*Leonardo Rojas-Nandayapa* and *Wangyue Xie*
- Validation of aggregated risks models pp. 433-454
*Michel Dacorogna*, *Laila Elbahtouri* and *Marie Kratz*
- Conditional Monte Carlo for sums, with applications to insurance and finance pp. 455-478
*Asmussen, SÃ¸ren*
**Volume 12, issue 1, 2018**
- A stochastic Expectationâ€“Maximisation (EM) algorithm for construction of mortality tables pp. 1-22
*Luz Judith R. Esparza* and *Fernando Baltazar-Larios*
- Ruin problems in Markov-modulated risk models pp. 23-48
*David C.M. Dickson* and *Marjan Qazvini*
- The cost and value of UK pensions pp. 49-66
*Paul J. Sweeting*
- Yet more on a stochastic economic model: Part 4: a model for share earnings, dividends, and prices pp. 67-105
*A. D. Wilkie* and *Åžule Åžahin*
- An actuarial investigation into maternal hospital cost risk factors for public patients pp. 106-129
*Jananie William*, *Michael A. Martin*, *Catherine Chojenta* and *Deborah Loxton*
- An optimal multi-layer reinsurance policy under conditional tail expectation pp. 130-146
*Amir Payandeh* and *Ali Panahi Bazaz*
- Optimal reinsurance: a reinsurerâ€™s perspective pp. 147-184
*Fei Huang* and *Honglin Yu*
- Projection models for health expenses pp. 185-203
*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
*Andrew Smith*
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