British Actuarial Journal

1995 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

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Volume 30, month January, 2025

Quantum internal models for Solvency II and quantitative risk management pp. -

Muhammad Ahmer Amjad

Consideration of the proxy modelling validation framework by the proxy modelling working party pp. -

Anonymous

Robust mortality forecasting in the presence of outliers pp. -

Anonymous

Cyber risk capital pp. -

Anonymous

Please advise me: advice gap working party pp. -

Chris Barnard, Burcin Arkut, Robin Duffy and Xinbin Xu

Please Advise Me: Advice Gap in the UK Working Party pp. -

Anonymous

Bad decisions have consequences: how cyber security could fall victim to climate change pp. -

Tom Johansmeyer

Statistical models for improved insurance risk assessment using telematics pp. -

James Hannon and O’Hagan, Adrian

Inverting the healthcare pyramid: building synergies between outpatient care and inpatient hospitalisation pp. -

Shreya Bagrodia and Sushant Mallya

On contemporary mortality models for actuarial use I: practice pp. -

Stephen J. Richards and Angus S. Macdonald

On contemporary mortality models for actuarial use II: principles pp. -

Angus S. Macdonald and Stephen J. Richards

Biodiversity & nature-related risk policy pp. -

Anonymous

A review of the environmental, social, and governance reporting among global pension plans and a proposed reporting framework pp. -

John Anderson, Peter Devlin, Cristina Leicht, Constance Probst, Kalyani Das, Kurtney Durgaparsad and Yuvern Dokie

Needs-based collaborative filtering for embedded insurance recommendation on e-commerce platforms pp. -

Zhan Liang Chan, Niharika Anthwal and Xin Yung Lee

Mortality experience of long-term care residents of Bupa care homes over the period 2016–2019 pp. -

Mary Hall and Andrew Barry

Operational resilience in the UK financial sector: practical guidance pp. -

Robert Daniel Chanon, Lawrence Habahbeh, Paul J. M. Klumpes and Suky Mann

Capital Backed Funding Arrangements pp. -

Derek Steeden, Adolfo Aponte, David Barnett, Vicky Carr, Iain Pearce, Andrew Reid, Jonathan Repp, Ben Stone, Claire van Rees, Ragulan Vigneswaran and Kelvin Xu

Capital backed funding arrangements pp. -

Anonymous

Cyber-insurance pricing models pp. -

James Bardopoulos

ActuaryGPT: applying LLMs to insurance and actuarial work pp. -

Anonymous

Report of the dynamic discount rates working party: key considerations for pension scheme funding pp. -

G. Connolly, A. Dodd, D. Fink, P. Hardingham, K. McIvor, O. McCrossan and L. Stratford-Higton

Dynamic discount rates: considerations for pension schemes funding pp. -

Anonymous

Volume 29, month January, 2024

Operational Risk Working Party - Validating Operational Risk Models pp. -

Patrick O. J. Kelliher, Madhu Acharyya, Andrew J. Couper, Edward N. V. Maguire, Choong A. Pang, Christopher M. Smerald, Jennifer K. Sullivan and Paul M. Teggin

Update from the UK asbestos working party pp. -

Anonymous

Validating operational risk models pp. -

Anonymous

Exploring fluctuations and interconnected movements in stock, commodity, and cryptocurrency markets pp. -

Isik Akin, Meryem Akin, Zafer Ozturk, Affan Hameed, Victoria Opara and Hakan Satiroglu

Commutation rate research working party: considerations for actuaries when advising on commutation rates pp. -

Anonymous

Cyber risk within capital models pp. -

Jasvir Grewal and Simon Cartagena

Sufficient mathematical conditions for identical estimation of the liability for remaining coverage under the general measurement model and premium allocation approach pp. -

Timothy Lee and Antonie Jagga

Loss modelling from first principles pp. -

Pietro Parodi, Derek Thrumble, Peter Watson, Zhongmei Ji, Alex Wang, Ishita Bhatia, Joseph Lees, Sophia Mealy, Rushabh Shah, Param Dharamshi and Federica Gazzelloni

Robust mortality forecasting in the presence of outliers pp. -

Stephen J. Richards

Consideration of the proxy modelling validation framework pp. -

Dominic Wollam, Maynard Kuona, Matthew Thomson, Rachael Liu and Stuart Paton

Time series analysis of GSS bonds Part 2 – further univariate analysis of S&P Green Bond Index pp. -

Debashish Dey

Infrastructure: managing resilience and adaptation pp. -

Anonymous

Time series analysis of GSS bonds pp. -

D. Dey

From bias to black boxes: understanding and managing the risks of AI – an actuarial perspective pp. -

Valerie du Preez, Shaun Bennet, Matthew Byrne, Aurelién Couloumy, Arijit Das, Jean Dessain, Richard Galbraith, Paul King, Victor Mutanga, Frank Schiller, Stefan Zaaiman, Patrick Moehrke and Lara van Heerden

Comments on the Solvency II Risk Margin and proposed amendments pp. -

Hans Waszink

The exercise of discretion on commutation factors in defined benefit schemes: time for change? pp. -

O’Brien, Christopher D.

UK Asbestos Working Party Update 2020 pp. -

Anonymous

Volume 28, month January, 2023

Covid-19 and the effectiveness of ERM frameworks pp. -

Anonymous

The Global Financial Crisis – risk transfer, insurance layers, and (lack of?) reinsurance culture pp. -

Michael Fackler

The Great Risk Transfer: have we got the balance right? pp. -

Anonymous

Data and modelling considerations for mental health in life insurance pp. -

Anonymous

Insurers” hidden risk from reinsurance recaptures – the perspective of UK annuity writers pp. -

Anonymous

Some observations on the temporal patterns in the surplus process of an insurer pp. -

Yang Miao, Kristina P. Sendova, Bruce L. Jones and Zhong Li

Freedom and choice: public attitudes seven years on pp. -

Anonymous

Fertility and ageing – actuarial perspectives pp. -

Yair Babad, Dermot Grenham and Sam Gutterman

Considerations for actuaries when advising on commutation rates pp. -

Jonathan Hilsden, Ben Berriman, Paul Crocker, Judith Fish, Jon Forsyth and Kerry Lindsay

Calibration of transition risk for corporate bonds pp. -

J. Sharpe, F Ginghina, G. Mehta and A.D. Smith

“The calibration of transition risk for corporate bonds” by the Extreme Events Working Party pp. -

Anonymous

Overview of climate disclosures pp. -

D. Dey, L. Richards, M. Arora, E. Boyle, R. Bryson, S. Jackman, V. Patel and C. Shirazi