British Actuarial Journal

1995 - 2026

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 20, month September, 2015

British Actuarial Journal celebrates its 20th anniversary pp. 449-455

Anonymous

Revisions to UK Corporate Governance Code and new FRC guidance on risk management ‐ Abstract of Discussion pp. 456-460

Anonymous

A methodology for assessing basis risk ‐ Abstract of the London Discussion pp. 461-490

Anonymous

ROC Working Party: Towards the Optimal Reserving Process. The Fast Close process pp. 491-511

Neil Bruce, Alastair Lauder, Cameron Heath, Camilla Bennett, Chi Wong, Gregory Overton, Joe Ryan, Katherine Laidlar, Keith Taylor and Tim Jenkins

Towards the optimal reserving process: the fast close process ‐ Abstract of the Edinburgh Discussion pp. 512-527

Anonymous

Non-traditional investments: key considerations for insurers* pp. 528-552

G. Mee

Non-traditional investments: key considerations for insurers ‐ Abstract of the London Discussion pp. 553-571

Anonymous

Volume 20, month July, 2015

Sovereign disaster risk financing and insurance impact appraisal pp. 241-256

T.-L. Teh

How worthwhile is financial protection against disasters for developing countries?: a panel discussion about how actuaries are helping to answer this question ‐ Abstract of the London Discussion pp. 257-276

Anonymous

Modelling and liquidity premium on corporate bonds and liquidity premium working party presentation ‐ Abstract of the London Discussion pp. 277-297

Anonymous

Adverse selection in a start-up long-term care insurance market pp. 298-347

C. Adams, C. Donnelly and A. Macdonald

Adverse selection in a start-up long-term care insurance market ‐ Abstract of the London Discussion pp. 348-365

Anonymous

Quantitative approaches to model uncertainty: update on recent research ‐ Abstract of the London Discussion pp. 366-386

Anonymous

Model and parameter uncertainty in critical illness insurance ‐ Abstract of the Edinburgh Discussion pp. 387-403

Anonymous

Presentation of Spring Lecture by Prof Robert Winston ‐ Abstract of the London Discussion pp. 404-422

Anonymous

Presentation of Autumn Lecture by Professor Carol Jagger ‐ Abstract of the Edinburgh Discussion pp. 423-440

Anonymous

Presentation of Honorary Fellowship to Dr Peter England pp. 441-442

Anonymous

Presentation of Honorary Fellowship to Professor Karel Van Hulle pp. 443-445

Anonymous

Presentation of the Finlaison Medal to Mr David Hart pp. 446-448

Anonymous

Volume 20, month March, 2015

SOLVENCY II TECHNICAL PROVISIONS FOR GENERAL INSURERS pp. 7-129

S. Dreksler, C. Allen, A. Akoh-Arrey, J. A. Courchene, B. Junaid, J. Kirk, W. Lowe, O’Dea, S., J. Piper, M. Shah, G. Shaw, D. Storman, S. Thaper, L. Thomas, M. Wheatley and M. Wilson

Solvency II technical provisions for general insurers (Brian Hey prize) ‐ Abstract of the London Discussion pp. 130-146

Susan Dreksler

Heavy models, light models and proxy models: a working paper ‐ Abstract of the London Discussion pp. 147-166

Christopher Hursey

Long-term care: a review of global funding models pp. 167-208

S. Elliott, S. Golds, I. Sissons and H. Wilson

Long-term care: a review of global funding ‐ Abstract of the Edinburgh Discussion pp. 209-224

Sue Elliott

The autumn lecture presented by Dr Robert Black ‐ Abstract of the Edinburgh Discussion pp. 225-238

R. Black

Presentation of the Finlaison Medal to Brian Wilson pp. 239-240

Brian Wilson

Volume 19, month September, 2014

Britain's Fiscal Watchdog: A View from the Kennel pp. 531-555

Anonymous

Difficult risks and capital models pp. 556-616

R. Frankland, S. Eshun, L. Hewitt, P. Jakhria, S. Jarvis, A. Rowe, A. D. Smith, A. C. Sharp, J. Sharpe and T. Wilkins

Difficult Risks and Capital Models: A report from the Extreme Events Working Party Abstract of the London Discussion pp. 617-635

Parit Jakhria

Difficult risks and capital models: a report from the Extreme Events Working Party ‐ Abstract of the Edinburgh Discussion pp. 636-649

Alexander Sharp

Mortality seminar series: exploring the future; defining the questions ‐ Abstract of the London Discussion pp. 650-691

Andrew Cairns

Investigating risk reporting practices in the global insurance industry pp. 692-727

P. Klumpes, A. Kumar and R. Dubey

Investigating risk reporting practices in the global insurance industry ‐ Abstract of the London Discussion pp. 728-746

Paul Klumpes

Investigating risk reporting practices in the global insurance industry ‐ Abstract of the Edinburgh Discussion pp. 747-756

Paul Klumpes

Financial repression: what does it mean for savers and investors? pp. 757-771

Paul Fulcher, Richard Boardman, Ian Collier, Hans-Christof Gasser, Rod Price, Paul Shelley and Sarah Softley

Financial repression: what does it mean for savers and investors? ‐ Abstract of the Edinburgh Discussion pp. 772-779

Paul Fulcher

Volume 19, month July, 2014

IMF Working Paper Monetary and Capital Markets Department Possible Unintended Consequences of Basel III and Solvency II pp. 273-325

Ahmed Al-Darwish, Michael Hafeman, Gregorio Impavido, Malcolm Kemp and Padraic O'Malley

Possible unintended consequences of Basel III and Solvency II ‐ Abstract of the Edinburgh discussion pp. 326-340

Malcolm Kemp

Unintended Consequences of Basel III and Solvency II ‐ Abstract of the London Discussion pp. 341-345

Malcolm Kemp

Market-Consistent Valuation of a Defined Benefit Pension Find's Employer Covenant and its Use in Risk-Based Capital Assessment† pp. 346-403

Craig Turnbull

Valuing Sponsor Support† pp. 404-429

Adam Sutton and Richard Setchim

Options for Assessing Employer Covenant and Holistic Balance Sheet* ‐ Abstract of the London Discussion pp. 430-457

C.J. Turnbull and Adam Sutton

Options for Assessing Employer Covenant and Holistic Balance Sheet* ‐ Abstract of the Edinburgh Discussion pp. 458-467

C.J. Turnbull

Seeking diversification through efficient portfolio construction using cash-based and derivative instruments pp. 468-498

M. W. Jones

Seeking Diversification through Efficient Portfolio Construction Using Cash-based and Derivative Instruments ‐ Abstract of the London Discussion pp. 499-517

Malcolm W. Jones

Seeking Diversification through Efficient Portfolio Construction Using Cash-based and Derivative Instruments ‐ Abstract of the Edinburgh Discussion pp. 518-530

M. W. Jones

Volume 19, month March, 2014

Mortality improvement by socio-economic circumstances in England (1982 to 2006) pp. 1-35

J. L. C. Lu, W. Wong and M. Bajekal

Mortality Improvement by Socio-Economic Circumstances in England (1982 to 2006) ‐ Abstract of the London discussion pp. 36-54

Joseph Lu

Long-term care – a review of global funding models (a working paper) pp. 55-95

S. Elliott, S. Golds, I. Sissons and Wilson, J. K. (Hamish)

Long-term care – a review of global funding models ‐ Abstract of the London discussion pp. 96-115

Wilson, J. K. (Hamish)

A Value-at-Risk framework for longevity trend risk pp. 116-139

S. J. Richards, I. D. Currie and G. P. Ritchie

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion pp. 140-156

Stephen Richards

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the London discussion pp. 157-167

Stephen Richards

Triangle-free reserving pp. 168-218

Pietro Parodi

Triangle-free reserving A non-traditional framework for estimating reserves and reserve uncertainty ‐ Abstract of the London discussion pp. 219-233

Pietro Parodi

Through the Economist's Crystal Ball – Difficult Times Lie Ahead: Introduction pp. 234-234

Jeremy Peat O.B.E.

Through the Economist's Crystal ball – Difficult Times Lie Ahead pp. 235-254

Jeremy Peat

Presentation of the Finlaison Medal to Professor Mary Hardy pp. 255-257

Anonymous