Annals of Actuarial Science

2006 - 2024

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 11, issue 2, 2017

Telematic driving profile classification in car insurance pricing pp. 213-236

Wiltrud Weidner, Fabian W.G. Transchel and Robert Weidner

Comparing the riskiness of dependent portfolios via nested L-statistics pp. 237-252

Ranadeera G.M. Samanthi, Wei Wei and Vytaras Brazauskas

Explicitly incorporating virtues into actuarial education pp. 253-285

Anthony Asher

Demographic risk in deep-deferred annuity valuation pp. 286-314

Min Ji and Rui Zhou

An analysis of operational risk events in US and European Banks 2008–2014 pp. 315-342

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

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

Feng Liu and David Pitt

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 412-419

Anonymous

Stochastic Interest Rates, Daragh McInerney and Tomasz Zastawniak, Cambridge University Press, Cambridge, August 2015, 169pp. (paperback), ISBN: 9780521175692 pp. 420-421

Advait Kapadia

Volume 11, issue 1, 2017

Optimal strategies for a non-linear premium-reserve model in a competitive insurance market pp. 1-19

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

Fei Huang and Bridget Browne

Mortality forecasting using a modified CMI Mortality Projections Model for China II: cities, towns and counties pp. 46-66

Fei Huang

A note on the optimal dividends paid in a foreign currency pp. 67-73

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

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

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

A. D. Wilkie and Şule Şahin

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 164-212

Anonymous

Volume 10, issue 2, 2016

The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund pp. 169-202

Robert J. Thomson and Taryn L. Reddy

Aggregation of 1-year risks in life and disability insurance pp. 203-221

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

Mary Hall and Linda Daly

On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy pp. 236-269

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

Garfield O. Brown and Winston S. Buckley

LOESS smoothed density estimates for multivariate survival data subject to censoring and masking pp. 285-302

Peter Adamic and Jenna Guse

The fuzzy Bornhuetter–Ferguson method: an approach with fuzzy numbers pp. 303-321

Jochen Heberle and Anne Thomas

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 322-377

Anonymous

Volume 10, issue 1, 2016

Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters pp. 1-51

A. D. Wilkie and Şule Şahin

Optimal design of a bonus-malus system: linear relativities revisited pp. 52-64

Chong It Tan

Optimal reinsurance under multiple attribute decision making pp. 65-86

Başak Bulut Karageyik and David C.M. Dickson

Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas pp. 87-117

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

Alan Chalk

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 120-168

Anonymous

Volume 9, issue 2, 2015

Prediction uncertainties in the Cape Cod reserving method pp. 239-263

Annina Saluz

Modelling the liquidity premium on corporate bonds pp. 264-289

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

Paul Sweeting, Alexandre Christie and Edward Gladwyn

Experience rating with Poisson mixtures pp. 304-321

Garfield O. Brown and Winston S. Buckley

On a discrete-time risk model with claim correlated premiums pp. 322-342

Xueyuan Wu, Mi Chen, Junyi Guo and Can Jin

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 343-390

Anonymous

Volume 9, issue 1, 2015

On a bivariate risk process with a dividend barrier strategy pp. 3-35

Luyin Liu and Eric C. K. Cheung

Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents pp. 36-57

Fulvio Gismondi, Jacques Janssen and Raimondo Manca

Trends in disguise pp. 58-71

Vytaras Brazauskas, Bruce L. Jones and Ričardas Zitikis

A comparison of modern investment-linked pension savings products pp. 72-84

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

Doug Andrews and Jaideep Oberoi

The effect of model uncertainty on the pricing of critical illness insurance pp. 108-133

(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

Wei Yang and Pradip Tapadar

Modelling cause-of-death mortality and the impact of cause-elimination pp. 167-186

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

David Sanders

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 189-238

Anonymous

Volume 8, issue 2, 2014

Bonus–Malus systems with Weibull distributed claim severities pp. 217-233

Weihong Ni, Corina Constantinescu and Athanasios A. Pantelous

Annuitisation and cross-subsidies in a two-tiered retirement saving system pp. 234-252

Benjamin Avanzi and Sachi Purcal

Crop microinsurance: tackling poverty, one insurance policy at a time pp. 253-280

Agrotosh Mookerjee, Daniel Clarke, Dermot Grenham, James Sharpe and Daniel Stein

A quantitative comparison of simulation strategies for mortality projection pp. 281-297

Jackie Li

Risk aggregation in the presence of discrete causally connected random variables pp. 298-319

Peng Lin, Martin Neil and Norman Fenton

A yield-macro model for actuarial use in the United Kingdom pp. 320-350

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

Annina Saluz and Alois Gisler

Stochastic economic models for actuarial use: an example from China pp. 374-403

Fei Huang, Adam Butt and Kin-Yip Ho

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 404-481

Anonymous

Actuarial Mathematics for Life Contingent Risks, 2nd Ed., David C. M. Dickson, Mary R. Hardy, Howard R. Waters, Cambridge University Press, 2013, 616pp. (hardback), £50. ISBN: 9781107044074 pp. 482-482

Gautam Kakar

Volume 8, issue 1, 2014

Monetary policy, asset prices and financial institutions pp. 9-41

Philip Booth

On the prediction of claim duration for income protection insurance policyholders pp. 42-62

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

Shuanming Li and Yi Lu

On the nature of Phase-type Poisson distributions pp. 79-98

Sophie Hautphenne, Guy Latouche and Giang T. Nguyen

A yield-only model for the term structure of interest rates pp. 99-130

Şule Şahin, Andrew J.G. Cairns, Torsten Kleinow and A. David Wilkie

Estimation of Disability Transition Probabilities in Australia I: Preliminary pp. 131-155

Evan A. Hariyanto, David C.M. Dickson and David G.W. Pitt

Estimation of Disability Transition Probabilities in Australia II: Implementation pp. 156-175

Evan A. Hariyanto, David C. M. Dickson and David G. W. Pitt

Introduction to the Mathematics of Finance: A Deterministic Approach, Stephen Garrett, Published for the Institute and Faculty of Actuaries, Elsevier; 2nd Edition (2013), 450pp. (hardback), £48.99. ISBN 9780080982403 pp. 176-176

Robert Jarvis

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE pp. 177-214

Anonymous