British Actuarial Journal

1995 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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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

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

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

M. Sherris

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

Volume 1, month December, 1995

More on a Stochastic Asset Model for Actuarial Use pp. 777-964

A.D. Wilkie

Pension Fund Asset Valuation and Investment pp. 965-977

A.C.L. Dyson and C.J. Exley

1994 General Insurance Convention, 12-15 October 1994 pp. 979-983

C. J. W. Czapiewski

Current Issues in Life Assurance. Seminar, 26 April 1995 pp. 985-989

Graham Clay

British Pensions Policy Making in the 1980s. By Steven Nesbitt (Avebury, Aldershot, 1995) pp. 995-995

Paul King

Volume 1, month October, 1995

Asset Shares and their Use in the Financial Management of a With-Profits Fund pp. 603-688

P.D. Needleman and T.A. Roff

Loss Reserves in the London Market pp. 689-760

G.P.M. Maher

Academics, Quants and Actuaries: Who's Setting the Pace? Inaugural Joint Seminar with Inquire, 6 June 1995 pp. 761-765

Julie Griffiths

Products in a Changing Environment: Disclosure, Evolution and Revolution. Seminar, 19 June 1995 pp. 767-773

P.W. Mansell

Practical Risk Theory for Actuaries. By C.D. Daykin, T. Pentikäinen and M. Pesonen (Chapman and Hall, 1994) £35.00 pp. 775-776

M.R. Hardy

Expert Systems in Business and Finance: Issues and Applications. Edited by Paul R. Wilkins and Lance B. Eliot (John Wiley and Sons Inc., 1993) pp. 776-777

Louise Pryor

Volume 1, month August, 1995

An Introduction to Offshore Life Assurance Business pp. 421-469

G.F. Boal and L.S. Tyrer

Pension Fund Asset Valuation and Investment pp. 471-557

A.C.L. Dyson and C.J. Exley

The Pensions Bill. A Discussion Meeting Held at the Faculty of Actuaries, 20 February 1995 pp. 559-579

Anonymous

Closed Pension Funds. Seminars, 10 March and 20 March 1995 pp. 581-582

M. Z. Khorasanee

Permanent Health Insurance Pricing. Seminar, 5 April 1995 pp. 583-589

J. M. Marshall

A Calculating Profession: Victorian Actuaries among the Statisticians. By Timothy L. Alborn (Science in Context, 7, 3, 433–468, 1994) pp. 591-592

Trevor Sibbett

Charles Babbage and the Assurance of Lives. By Martin Campbell-Kelly (IEEE Annals of the History of Computing 6, 3, 5–14, 1994) pp. 592-592

Trevor Sibbett

Volume 1, month June, 1995

Capital Projects pp. 155-249

C.G. Lewin, S.A. Carne, N.F.C. de Rivaz, R.E.G. Hall, K.J. McKelvey and A.D. Wilkie

The Risk Premium on Ordinary Shares pp. 251-330

A.D. Wilkie

The Prospect of Mortality: England and Wales and the United States of America, 1962–1989 pp. 331-350

M.J. Murphy

Notes on the FT-SE Actuaries Share Indices (United Kingdom Series) in 1994 pp. 351-372

J.C.H. Brumwell

Risk and its Management in Financial Institutions. 2nd FIMAG Asset Liability Convention, 22–24 June 1994 pp. 373-392

R. Craggs

Life — Exposed to Risk! Joint Actuarial Convention, 18–20 September 1994 pp. 393-397

I.D. Baron

Current Issues in Life Assurance. Seminar, 2 November 1994 pp. 399-403

R. C. Dix

Life Office Modelling. Seminar, 27 January 1995 pp. 405-407

A. J. Pelkiewicz

Modelling Survival Data in Medical Research. By D. Collett (Chapman & Hall, 1994) £19.99 pp. 410-410

A.S. Macdonald

Volume 1, month April, 1995

Introduction to the British Actuarial Journal pp. 1-3

Malcolm Murray and Christopher Daykin

Address by the President of the Institute of Actuaries: Turning Promises into Reality pp. 5-36

Christopher David Daykin

Address by the President of the Faculty of Actuaries pp. 41-59

George Malcolm Murray

Occupational Pension Schemes should not need to change their Long-Term Investment Strategy in order to meet a Minimum Solvency Standard pp. 61-78

Anonymous

The Puzzle of Life Office Tax pp. 79-105

T.C. Sole

A Review of Panjer's Recursion Formula and its Applications pp. 107-124

D.C.M. Dickson

Life — an Assured Future! Joint Actuarial Convention, Blackpool, 21–23 November 1993 pp. 125-128

Harold Snow

Control Requirements for Derivatives. Seminar, 8 December 1994 pp. 129-132

E.F. Smith

The Actuary as Expert Witness. Seminar, 9 December 1994 pp. 133-144

Philip Carrington

Global Asset Allocation—Techniques for Optimizing Portfolio Management. Edited by Jess Lederman and Robert A. Klein (John Wiley and Sons, Inc.1994) £39.95 pp. 149-150

D.C. Bowie

The Reduced Utility of a Life Plan. By R. Koch (University of Stellenbosch) pp. 150-151

John Prevett

Unapproved Pension Schemes. By A. Langley and R. K. Mulcahy (Butterworth Law Publishers Ltd., 1994) £65.00 pp. 151-152

Andrew J. G. Cairns

A World of Propensities. By Karl R. Popper (Thoemmes Antiquarian Books Ltd., Bristol1990) £5.99 pp. 152-153

David Craighead

Macro Markets. By R. J. Shiller (Oxford University Press, 1993) £20.00 pp. 153-154

R.G. Thomas

Life Insurance, a Non-Life Approach. By Bart Kling (Thesis Publishers, Amsterdam, 1993) pp. 154-154

A.S. Macdonald