British Actuarial Journal

1995 - 2025

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

Volume 18, month September, 2013

What Solvency II firms can learn from the Swiss Solvency experience pp. 503-522

Michael Eves and Philipp Keller

Solvency II Technical Provisions – what actuaries will be doing differently pp. 523-545

Susan Dreksler, Jerome Kirk and Jonathan Piper

Transforming consumer information pp. 546-603

A. Ritchie, J. Corrigan, S. Graham, A. Hague, A. Higham, J. Holt, P. Mowbray and H. Robinson

Transforming consumer information ‐ Abstract of the London discussion pp. 604-623

Alan Ritchie

Is there a place in the UK Defined Contribution pensions market for a guaranteed savings product? pp. 624-656

S. Eason, P. Barker, G. Foroughi, J. Harsant, D. Hunter, S. Jarvis, G. Jones, V. Knava, P. Murphy, K. Murray, J. Muthulingam, N. Odozi, T. Page, K. Washoma and Anthony Webb

Report of the Investment Products for Retirement Savings Working Party: “Is there a place in the UK Defined Contribution pensions market for a guaranteed savings product?” ‐ Abstract of the London discussion pp. 657-675

Scott Eason

Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach – Funding Report for the Actuarial Profession pp. 676-680

Niloufar Abourashchi, Iain Clacher, David Hillier, Mark Freeman, Malcolm Kemp and Qi Zhang

Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach ‐ Abstract of the Leeds discussion pp. 681-694

Mark Freeman

Summary of Professor Sir Brian Hoskins’* lecture pp. 695-703

Brian Hoskins

Volume 18, month July, 2013

Meeting defined benefit pension obligations: measurement, risk and flight paths pp. 271-307

J. Hatchett, M. Hurd and I. Clacher

Meeting defined benefit pension obligations: measurement, risk and flight paths ‐ Abstract of the Edinburgh discussion pp. 308-325

Jon Hatchett

Meeting defined benefit pension obligations: measurement, risk and flight paths ‐ Abstract of the London discussion pp. 326-344

Jon Hatchett

Financial Management of the UK Pension Protection Fund pp. 345-393

J-P. Charmaille, M.G. Clarke, J. Harding, C. Hildebrand, I.W. Mckinlay, S.R. Rice and P. Reynolds

Financial Management of the United Kingdom Pension Protection Fund ‐ Abstract of the Edinburgh discussion pp. 394-412

Martin Clarke

Financial Management of the United Kingdom Pension Protection Fund ‐ Abstract of the London discussion pp. 413-430

Martin Clarke

Mortality in Ireland 1901 to 2006 pp. 436-451

M. Hall

Mortality and smoking prevalence: An empirical investigation in ten developed countries pp. 452-466

Torsten Kleinow and Andrew J.G. Cairns

Cancer survival extension from drug treatments pp. 467-485

Nicola Oliver and Helen Chung

Life insurance underwriting in the United States – yesterday, today and tomorrow pp. 486-502

Allen M. Klein

Volume 18, month March, 2013

Presentation of a Finlaison medal to Professor Angus Macdonald pp. 1-2

Anonymous

Address pp. 3-12

David Martin

Calculating and communicating tail association and the risk of extreme loss pp. 13-72

Paul Sweeting and Fotis Fotiou

Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London Discussion pp. 73-83

Paul Sweeting

Summary of Sir Harry Burns’ (Chief Medical Officer for Scotland) lecture ‘Health & well-being in Scotland: Time for a rethink?’ pp. 84-90

Anonymous

A common risk classification system for the Actuarial Profession pp. 91-121

P. O. J. Kelliher, D. Wilmot, J. Vij and P. J. M. Klumpes

A common risk classification system for the Actuarial Profession ‐ Abstract of the London discussion pp. 122-144

Patrick Kelliher

A common risk classification system for the Actuarial Profession ‐ Abstract of the Edinburgh discussion pp. 145-162

Patrick Kelliher

A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice pp. 163-234

Neil Allan, Neil Cantle, Patrick Godfrey and Yun Yin

A review of the use of complex systems applied to risk appetite and emerging risks in ERM practice ‐ Abstract of the London discussion pp. 235-256

Neil Cantle

A review of the use of complex systems applied to risk appetite and emerging risks in ERM Practice ‐ Abstract of the Edinburgh Discussion pp. 257-269

Neil Cantle