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 4, issue 2, 2009

Tax-Efficient Pension Choices in the UK pp. 177-197

Paul Sweeting

Modelling Income Protection Claim Termination Rates by Cause of Sickness I: Recoveries pp. 199-239

S. Y. Ling, H. R. Waters and A. D. Wilkie

Modelling Income Protection Claim Termination Rates by Cause of Sickness II: Mortality of UK Assured Lives pp. 241-259

S. Y. Ling, H. R. Waters and A. D. Wilkie

Modelling Income Protection Claim Termination Rates by Cause of Sickness III: Mortality pp. 261-286

S. Y. Ling, H. R. Waters and A. D. Wilkie

Calendar Year Effects, Claims Inflation and the Chain-Ladder Technique pp. 287-301

D. Brydon and R. J. Verrall

Papers from Actuarial Journals Worldwide pp. 303-337

Anonymous

Actuarial Mathematics for Life Contingent Risks. By David C. M. Dickson, Mary R. Hardy and Howard R. Waters (Cambridge University Press, 2009. 493pp. ISBN: 9780521118255) pp. 339-342

Philip Cooper

Nonlife Actuarial Models, Theory, Methods and Evaluation. By Yiu-Kuen Tse (Cambridge University Press, 2009. 544pp. ISBN: 9780521764650) pp. 342-343

Nick Woodward

Loss Models — from data to decisions (3rd edition). By Stuart A. Klugman, Harry H. Panjer and Gordon E. Willmot (John Wiley & Sons, 2008. 726 pp. ISBN: 9780470187814) pp. 343-345

Hiten Kothari

Generalized Linear Models for Insurance Data. By Piet de Jong and Gillian Z. Heller (Cambridge University Press, 2008. 196pp. ISBN: 9780521879149) pp. 345-346

Ian Thomas

Regression Modeling with Actuarial and Financial Applications. By Edward W. Frees (Cambridge University Press, 2009. 584pp. ISBN: 978-0-521-13596-2) pp. 347-349

Khaled Farag

Volume 4, issue 1, 2009

Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method pp. 7-31

D. H. Alai, M. Merz and M. V. Wüthrich

Mortality in Ireland at Advanced Ages, 1950-2006: Part 1: Crude Rates pp. 33-66

S. F. Whelan

Mortality in Ireland at Advanced Ages, 1950-2006: Part 2: Graduated Rates pp. 67-104

S. F. Whelan

Chain-Ladder as Maximum Likelihood Revisited pp. 105-121

D. Kuang, B. Nielsen and J. P. Nielsen

Papers from Actuarial Journals Worldwide pp. 123-157

Anonymous

The Handbook of Insurance-Linked Securities. Edited by Pauline Barrieu and Luca Albertini (John Wiley & Sons, 2009. 362pp. ISBN: 97804707433836) pp. 159-160

Justin Grainger

Insurance Risk and Ruin. By David C. M. Dickson (Cambridge University Press, 2005. 229pp. ISBN: 0521846404) pp. 160-162

Seow Fan Chong

Operational Risk Assessment: The Commercial Imperative of a more Forensic and Transparent Approach. By Brendon Young and Rodney Coleman (Chichester, John Wiley & Sons, 2009. 430pp. ISBN: 0470753870) pp. 163-165

Huang Chuxin Esther

Market Valuation Methods in Life and Pension Insurance. By Thomas Moller and Mogens Steffensen (Cambridge University Press, 2007. 279pp. ISBN: 9780521868778) pp. 165-166

Justin Grainger

Erratum pp. 167-168

Anonymous

Volume 3, issue 1-2, 2008

Mortality Modelling and Forecasting: a Review of Methods pp. 3-43

H. Booth and L. Tickle

A Model for Ischaemic Heart Disease and Stroke I: The Model pp. 45-81

T. Chatterjee, A. S. Macdonald and H. R. Waters

A Model for Ischaemic Heart Disease and Stroke II: Modelling Obesity pp. 83-103

T. Chatterjee, A. S. Macdonald and H. R. Waters

A Model for Ischaemic Heart Disease and Stroke III: Applications pp. 105-119

T. Chatterjee, A. S. Macdonald and H. R. Waters

Froot and Stein Revisited Once Again pp. 121-126

Montserrat Guillén, Nils Høgh, Jens Perch Nielsen and Ana M. Pérez-Marín

Stochastic Actuarial Modelling of a Defined-Benefit Social Security Pension Scheme: An Analytical Approach pp. 127-185

Subramaniam Iyer

Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance pp. 187-214

Bruce T. Porteous and Pradip Tapadar

Individual Claim Loss Reserving Conditioned by Case Estimates pp. 215-256

Greg Taylor, Gráinne McGuire and James Sullivan

Papers from Actuarial Journals Worldwide pp. 257-326

Anonymous

Loss Models: From Data to Decisions. By Stuart A. Klugman, Harry H. Panjer & Gordon E. Willmot 3rd edition, John Wiley & Sons, 2008. 726pp. ISBN: 9780470187814 pp. 327-333

James Sharpe

Interdisciplinary Statistics: Statistical and Probabilistic Methods in Actuarial Science. By Philip J. Boland, Chapman & Hall, 2007. 351pp. ISBN: 9781584886952 pp. 329-330

Helen France

Synthetic CDOs: Modelling, Valuation and Risk Management. By Craig Mounfield, Cambridge University Press, 2008. 369pp. ISBN: 9780521897884 pp. 330-332

Feifei Zhang

Financial and Actuarial Mathematics. By Wai-Sum Chan & Yiu-Kuen Tse, McGraw Hill, 2008. 400pp. ISBN: 9780071258562 pp. 332-333

Angus S. Macdonald

Volume 2, issue 2, 2007

Option Based Portfolio Insurance Revisited pp. 195-215

R. Bouchaib

Some Finite Time Ruin Problems pp. 217-232

D. C. M. Dickson

The United Kingdom State Pension System: Analysis of Proposed Reforms and the Viability of Immigration-Based Policies in Response to Demographic Ageing pp. 233-270

K. N. Kotecha

Automatic Fraud Detection — Does it Work? pp. 271-288

I. Lægreid

A Dynamic Family History model Of Hereditary Nonpolyposis Colorectal Cancer and Critical Illness Insurance pp. 289-325

L. Lu, A. S. Macdonald, H. R. Waters and F. Yu

Health Insurance, Genetic Testing and Adverse Selection pp. 327-347

R. D. MacMinn, P. L. Brockett and J. A. Raeburn

Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk pp. 349-367

V. K. Malinovskii

Papers from Actuarial Journals Worldwide pp. 369-409

Anonymous

A Course in Credibility Theory and its Applications. By H. Bühlmann & A. Gisler (Springer, 2005) pp. 411-412

Gautam Kakar

Erratum. A.A.S. 1, 319-343 (2007). Application of a Polygenic Model of Breast and Ovarian Cancer to Critical Illness Insurance pp. 413-419

Anonymous

Volume 2, issue 1, 2007

Modelling the Claim Duration of Income Protection Insurance Policyholders using Parametric Mixture Models pp. 1-24

D. G. W. Pitt

Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles pp. 25-50

M. Merz and M. V. Wüthrich

Defining and Measuring Investment Risk in Defined Benefit Pension Funds pp. 51-66

S. F. Whelan

On Immunisation and S-Convex Extremal Distributions pp. 67-90

C. Courtois and M. Denuit

Bayesian Nonparametric Approach to Credibility Modelling pp. 91-114

A. Gangopadhyay and W.-C. Gau

‘Freedom with Publicity’ — The Actuarial Profession and United Kingdom Insurance Regulation from 1844 to 1945 pp. 115-145

Philip Booth

Papers from Actuarial Journals Worldwide pp. 147-185

Anonymous

Quantitative Risk Management: Concepts, Techniques, Tools. By Alexander J. McNeil, Rüdiger Frey & Paul Embrechts (Princeton University Press, 2005) pp. 187-189

Tafadzwa Gwanoya

The Econometrics of Individual Risk: Credit, Insurance and Marketing. By Christian Gourieroux & Joann Jasiak (Princeton University Press, 2007) pp. 190-191

Huang Chuxin Esther