British Actuarial Journal

1995 - 2026

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 3, month December, 1997

Human Genetics and Financial Services. A Discussion Meeting with Supporting Papers pp. 969-1058

A.D. Wilkie, D.J. Le Grys, A.S. Macdonald, T.M. Ross and C.D. Daykin

Business Ethics: The New Bottom Line. A Discussion Paper pp. 1059-1075

S. Carmichael

Minimum Funding Requirement: Specimen Calculations pp. 1077-1084

Anonymous

1997 Investment Conference, 25-27 June 1997 pp. 1085-1088

Anonymous

Papers Presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to Regional Actuarial Societies: 1996-97 pp. 1089-1090

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 1091-1091

Anonymous

Volume 3, month October, 1997

Notes for a Discussion on the European Single Currency. Abstract of the Discussion held by the Faculty of Actuaries pp. 765-783

A.D. Wilkie

Development of Education and Continuing Professional Development Strategy pp. 785-834

Anonymous

The Financial Theory of Defined Benefit Pension Schemes pp. 835-966

C.J. Exley, S.J.B. Mehta and A.D. Smith

Mathematical Methods in Risk Theory, By Hans Bühlmann (Springer-Verlag) pp. 967-968

D.C.M. Dickson

Volume 3, month August, 1997

Pension Funding and Expensing in the Minimum Funding Requirement Environment pp. 497-582

P.M. Greenwood and T.W. Keogh

Modelling the Impact of Reinsurance on Financial Strength pp. 583-653

S.M. Coutts and T.R.H. Thomas

Life Insurance Accounting at Current Values: A Danish View pp. 655-673

H. Ramlau-Hansen

The Political Economy of Regulation pp. 675-707

Philip Booth

Notes on the FT/S&P Actuaries World Indices in 1996 pp. 709-743

J.C.H. Brumwell

1995 General Insurance Convention, 18-21 October 1995 pp. 745-750

Anonymous

1996 General Insurance Convention, 2-5 October 1996 pp. 751-759

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 763-764

Anonymous

Volume 3, month June, 1997

Ownership of the Inherited Estate (The Orphan Estate) pp. 255-275

S.L. Smaller, P. Drury, C.M. George, J.W. O'Shea, D.R.L. Paul, C.V. Pountney, J.C.A. Rathbone, P.R. Simmons and J.H. Webb

Notes for a Discussion on the European Single Currency pp. 277-319

A.D. Wilkie

An Actuarial Theory of Option Pricing pp. 321-409

R.S. Clarkson

Maturity Guarantees Revisited: Allowing for Extreme Stochastic Fluctuations using Stable Distributions pp. 411-482

G.S. Finkelstein

Continuous Mortality Investigation Reports, No.15 pp. 483-483

Anonymous

Financial Calculus. By M. Baxter and A. Rennie (Cambridge University Press, 1996) £24.95 - Options Futures and other Derivatives (Third Edition). By J. C. Hull (Prentice-Hall, 1967) £27.50 - Stochastic Calculus applied to Finance. By D. Lamberton and B. Lapeyre (Chapman & Hall, 1996) £30.00 - The Mathematics of Financial Derivatives. By P. Wilmott, S. Howison and J. Dewynne (Cambridge University Press, 1995) £14.99 pp. 485-495

A.S. Macdonald

Volume 3, month April, 1997

Address by the President of the Institute of Actuaries: For Goodness Sake pp. 1-26

D.G.R. Ferguson

Address by the President of the Faculty of Actuaries pp. 29-49

P.H. Grace

Actuaries and Derivatives pp. 51-180

M.H.D. Kemp

A Review of Wilkie's Stochastic Asset Model pp. 181-210

P.P. Huber

Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 1996 pp. 211-235

J.C.H. Brumwell

Actuaries in Pensions — Facing Fresh Challenges: Conference, 9-11 June 1996 pp. 237-239

Anonymous

6th AFIR International Colloquium, Nürnberg, 1-3 October 1996 pp. 241-241

Anonymous

Derivatives in Practice: Seminar, 21 November 1996 pp. 243-245

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 247-248

Anonymous

Investment Mathematics and Statistics. By Andrew Adams, Della Bloomfield, Philip Booth and Peter England (Graham & Trotman, 1993) £56 pp. 249-250

K.R. Vetzal

Life Insurance Mathematics (Second Edition). By H.U. Gerber (Springer, Berlin, 1995) £34 pp. 250-251

H.R. Waters

B.A.J. 2, II pp. 253-253

Anonymous

Volume 2, month December, 1996

How Actuaries Can Use Financial Economics pp. 1057-1193

A.D. Smith

The Financial Management of Unit Trust and Investment Companies pp. 1195-1253

S.J.B. Mehta, M.G. Abbott, D.T. Addison, M. Dodhia, C.J. Hitchen, A.J. Oddie, M.R. Poulding and D.M. Riddington

Merging With-Profits and Unit-Linked Life Funds in a Proprietary Company: Actuarial Considerations Based on a Case Study pp. 1255-1272

R.M. Paul

Ownership of the Inherited Estate (the Orphan Estate) pp. 1273-1322

S.L. Smaller, P. Drury, C.M. George, J.W. O'Shea, D.R.L. Paul, C.V. Pountney, J.C.A. Rathbone, P.R. Simmons and J.H. Webb

Winding up Smaller Pension Schemes: Two Seminars, 30 October 1995 and 17 November 1995 pp. 1323-1325

I.J. Ferguson

1996 Investment Conference, 26–28 June 1996 pp. 1327-1331

D.C. Bowie

Papers Presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to Regional Actuarial Societies: 1995–96 pp. 1333-1333

Anonymous

Bonus-Malus Systems in Automobile Insurance. By Jean Lemaire (Kluwer Academic Publishers, Dordrecht, 1995) pp. 1335-1336

H.R. Waters

Volume 2, month October, 1996

Financial Economics — an Investment Actuary's Viewpoint pp. 809-972

R.S. Clarkson

The Investment Return from a Portfolio with a Dynamic Rebalancing Policy pp. 975-1001

A.J. Wise

Simulating the Relative Solvency of Life Insurers pp. 1003-1019

M.R. Hardy

Adapting for Change …… Life in the Fast Lane. Life Convention, 3-5 December 1995 pp. 1021-1025

N.B. Masters

The Future Role of Insurance in Risk Management. Joint Seminar with the Institute of Risk Management, 23 May 1996 pp. 1027-1031

P.J. Pook

Articles, Papers and Publications of Actuarial Interest pp. 1033-1034

Anonymous

Volume 2, month August, 1996

An Alternative to the Net Premium Valuation Method for Statutory Reporting pp. 527-621

P.G. Scott, S.F. Elliott, L.J. Gray, T.W. Hewitson, D.J. Lechmere, D. Lewis and P.D. Needleman

Merging With-Profits and Unit-Linked Life Funds in a Proprietary Company: Actuarial Considerations Based on a Case Study pp. 623-702

R.M. Paul

An Actuarial Survey of Statistical Models for Decrement and Transition Data, III. Counting Process Models pp. 703-726

A.S. Macdonald

Ruin Problems: Simulation or Calculation? pp. 727-740

D.C.M. Dickson and H.R. Waters

The Joint Development of Insurance and Investment Markets in Poland: An Analysis of Actuarial Risks pp. 741-763

Philip Booth and K.J. Stroinski

Stochastic Investment Modelling: The Case of South Africa pp. 765-801

R.J. Thomson

Continuous Mortality Investigation Reports, No.14 pp. 803-803

Anonymous

Financial Risk in Insurance. Edited by G. Ottaviani (Springer-Verlag, 1995) £52.00 pp. 805-807

M. Sherris

A Mathematical Kaleidoscope: Applications in Industry, Business and Science. By Brain Conolly and Steven Vajda (Albion, 1995) $25.00 pp. 805-805

D.R. Marshall

Volume 2, month June, 1996

Risk-Based Capital in General Insurance pp. 265-323

N.D. Hooker, J.R. Bulmer, S.M. Cooper, P.A.G. Green and P.H. Hinton

The Future of the Profession: A Study Looking Out to 2005 to Identify Challenges for the Profession pp. 325-427

Anonymous

An Actuarial Survey of Statistical Models for Decrement and Transition Data, II. Competing Risks, Non-Parametric and Regression Models pp. 429-448

A.S. Macdonald

The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives pp. 449-477

A.E. Renshaw, S. Haberman and P. Hatzopoulos

Recent Developments in Life Office Financial Reporting pp. 479-517

M.C. Gallen and M.R. Kipling

What's New for Actuaries in the World of Investment? Investment Conference, 28–30 June 1995 pp. 519-526

E. Short

Volume 2, month April, 1996

Asset Shares and Their Use in the Financial Management of a With-Profits Fund pp. 5-18

P.D. Needleman and T.A. Roff

The Role of the Actuary in the National Health Services pp. 19-127

G.C. Orros

An Actuarial Survey of Statistical Models for Decrement and Transition Data - I: Multiple State, Poisson and Binomial Models pp. 129-155

A.S. Macdonald

Bias in Select Mortality Investigations pp. 157-183

R.G. Chadburn

On the Graduation of ‘Amounts’ pp. 185-205

A.E. Renshaw and P. Hatzopoulos

Developments in Social Security and Pensions World-Wide pp. 207-226

C.D. Daykin

Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 1995 pp. 227-249

J.C.H. Brumwell

The Recent Trend of Mortality in the United Kingdom pp. 251-256

C.D. Daykin

The Pensions Actuary — Putting Theory into Practice: Joint Actuarial Convention, 17-19 September 1995 pp. 257-260

D.T. Everett