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 (). Access Statistics for this journal.
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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
- 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
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