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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. - Downloads
Muhammad Ahmer Amjad
Consideration of the proxy modelling validation framework by the proxy modelling working party pp. - Downloads
Anonymous
Robust mortality forecasting in the presence of outliers pp. - Downloads
Anonymous
Cyber risk capital pp. - Downloads
Anonymous
Please advise me: advice gap working party pp. - Downloads
Chris Barnard, Burcin Arkut, Robin Duffy and Xinbin Xu
Please Advise Me: Advice Gap in the UK Working Party pp. - Downloads
Anonymous
Bad decisions have consequences: how cyber security could fall victim to climate change pp. - Downloads
Tom Johansmeyer
Statistical models for improved insurance risk assessment using telematics pp. - Downloads
James Hannon and O’Hagan, Adrian
Inverting the healthcare pyramid: building synergies between outpatient care and inpatient hospitalisation pp. - Downloads
Shreya Bagrodia and Sushant Mallya
On contemporary mortality models for actuarial use I: practice pp. - Downloads
Stephen J. Richards and Angus S. Macdonald
On contemporary mortality models for actuarial use II: principles pp. - Downloads
Angus S. Macdonald and Stephen J. Richards
Biodiversity & nature-related risk policy pp. - Downloads
Anonymous
A review of the environmental, social, and governance reporting among global pension plans and a proposed reporting framework pp. - Downloads
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. - Downloads
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. - Downloads
Mary Hall and Andrew Barry
Capital Backed Funding Arrangements pp. - Downloads
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. - Downloads
Anonymous
Cyber-insurance pricing models pp. - Downloads
James Bardopoulos
ActuaryGPT: applying LLMs to insurance and actuarial work pp. - Downloads
Anonymous
Report of the dynamic discount rates working party: key considerations for pension scheme funding pp. - Downloads
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. - Downloads
Anonymous

Volume 29, month January, 2024

Operational Risk Working Party - Validating Operational Risk Models pp. - Downloads
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. - Downloads
Anonymous
Validating operational risk models pp. - Downloads
Anonymous
Exploring fluctuations and interconnected movements in stock, commodity, and cryptocurrency markets pp. - Downloads
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. - Downloads
Anonymous
Cyber risk within capital models pp. - Downloads
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. - Downloads
Timothy Lee and Antonie Jagga
Loss modelling from first principles pp. - Downloads
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. - Downloads
Stephen J. Richards
Consideration of the proxy modelling validation framework pp. - Downloads
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. - Downloads
Debashish Dey
Infrastructure: managing resilience and adaptation pp. - Downloads
Anonymous
Time series analysis of GSS bonds pp. - Downloads
D. Dey
From bias to black boxes: understanding and managing the risks of AI – an actuarial perspective pp. - Downloads
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. - Downloads
Hans Waszink
The exercise of discretion on commutation factors in defined benefit schemes: time for change? pp. - Downloads
O’Brien, Christopher D.
UK Asbestos Working Party Update 2020 pp. - Downloads
Anonymous

Volume 28, month January, 2023

Covid-19 and the effectiveness of ERM frameworks pp. - Downloads
Anonymous
The Global Financial Crisis – risk transfer, insurance layers, and (lack of?) reinsurance culture pp. - Downloads
Michael Fackler
The Great Risk Transfer: have we got the balance right? pp. - Downloads
Anonymous
Data and modelling considerations for mental health in life insurance pp. - Downloads
Anonymous
Insurers” hidden risk from reinsurance recaptures – the perspective of UK annuity writers pp. - Downloads
Anonymous
Some observations on the temporal patterns in the surplus process of an insurer pp. - Downloads
Yang Miao, Kristina P. Sendova, Bruce L. Jones and Zhong Li
Freedom and choice: public attitudes seven years on pp. - Downloads
Anonymous
Fertility and ageing – actuarial perspectives pp. - Downloads
Yair Babad, Dermot Grenham and Sam Gutterman
Considerations for actuaries when advising on commutation rates pp. - Downloads
Jonathan Hilsden, Ben Berriman, Paul Crocker, Judith Fish, Jon Forsyth and Kerry Lindsay
Calibration of transition risk for corporate bonds pp. - Downloads
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. - Downloads
Anonymous
Overview of climate disclosures pp. - Downloads
D. Dey, L. Richards, M. Arora, E. Boyle, R. Bryson, S. Jackman, V. Patel and C. Shirazi
Page updated 2025-07-09