British Actuarial Journal

1995 - 2026

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 16, month November, 2011

Systemic Risk in Financial Services pp. 195-300

D. Besar, Philip Booth, K. K. Chan, Alistair Milne and J. Pickles

Asset liability management for individual households pp. 405-439

M. A. H. Dempster and E. A. Medova

Asset liability management for individual households ‐ Abstract of the London Discussion pp. 441-467

Michael Dempster

Volume 16, month September, 2011

Posthumous Presentation of an Institute Finlaison Medal to Mrs Doreen Hart pp. 469-470

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Developments in the Management of Annuity Business pp. 471-551

P. G. Telford, B. A. Browne, E. J. Collinge, P. Fulcher, B. E. Johnson, W. Little, J. L. C. Lu, J. M. Nurse, D. W. Smith and F. Zhang

Developments in the Management of Annuity Business ‐ Abstract of the Edinburgh Discussion pp. 553-576

Peter Telford

Developments in the Management of Annuity Business ‐ Abstract of the London Discussion pp. 577-599

Peter Telford

Measurement and Modelling of Dependencies in Economic Capital pp. 601-699

R. A. Shaw, A. D. Smith and G. S. Spivak

Measurement and modelling of dependencies in economic capital ‐ Abstract of the London Discussion pp. 701-721

Richard Shaw

What SSAP 24 can tell us about accounting quality pp. 723-775

P. J. Sweeting

What SSAP24 can tell us about accounting quality ‐ Abstract of the Southampton Discussion pp. 777-784

Paul Sweeting

Volume 16, month July, 2011

Systemic risk in financial services ‐ Abstract of the London Discussion pp. 301-319

Alistair Milne

Systemic risk in financial services ‐ Abstract of the Edinburgh Discussion pp. 321-340

Alistair Milne

ERM for insurance companies – adding the investor's point of view pp. 341-384

A. N. Hitchcox, P. J. M. Klumpes, K. W. McGaughey, A. D. Smith and N. H. Taverner

ERM for insurance companies – adding the investor's point of view ‐ Abstract of the London Discussion pp. 385-404

Andrew Hitchcox

Volume 16, month May, 2011

A Meta-study of the General Insurance Reserving Issues Taskforce and Reserving Oversight Committee Research in this area between 2004 and 2009 ‐ Abstract of the Discussion pp. 81-104

Elisabeth Gibson

Economic Scenario Generators and Solvency II pp. 121-159

E. M. Varnell

Economic Scenario Generators and Solvency II ‐ Abstract of the Discussion pp. 161-179

Elliot Varnell

Volume 16, month March, 2011

What Longevity Predictors Should Be Allowed for When Valuing Pension Scheme Liabilities? pp. 1-38

A. M. Madrigal, F. E. Matthews, D. D. Patel, A. T. Gaches and S. D. Baxter

What Longevity Predictors Should be Allowed for When Valuing Pension Scheme Liabilities? ‐ Abstract of the Discussion pp. 39-62

Steven Baxter

Management Actions in a With-Profits Fund Discussion held at the Faculty of Actuaries pp. 105-119

P. J. Tuley

Lessons from the Scottish Enlightenment pp. 181-194

Michael Atiyah

Volume 15, month September, 2009

100 Years of State Pension: Learning from the Past pp. 483-501

Anonymous

Governance and Risk Management in United Kingdom Insurance Companies pp. 503-556

S. P. Deighton, R. C. Dix, J. R. Graham and J. M. E. Skinner

Governance and Risk Management in United Kingdom Insurance Companies. Discussion held at the Institute of Actuaries pp. 557-572

Anonymous

Dynamic Asset Allocation Techniques pp. 573-655

S. Jarvis, A. Lawrence and S. Miao

Dynamic Asset Allocation Techniques. Discussion held at the Institute of Actuaries pp. 656-677

Anonymous

Disease Management Programmes for Major Depression: Making the Financial Case pp. 679-725

J. Buckle

Disease Management Programmes for Major Depression: Making the Financial Case. Discussion held at the Institute of Actuaries pp. 726-746

Anonymous

The U.K. With-Profits Life Insurance Industry: A Market Analysis pp. 747-777

Christopher O'Brien

Volume 15, month July, 2009

Solvency II and the Convergence of Standards for Insurance, Banking and Pensions. A Panel Discussion pp. 225-226

Anonymous

Management Actions in a With-Profits Fund pp. 227-257

P. J. Tuley

Management Actions in a With-Profits Fund. Abstract of the Discussion held by the Institute of Actuaries pp. 258-273

Anonymous

Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party. Abstract of the Discussion Held by the Faculty of Actuaries pp. 275-293

R. Frankland, A. D. Smith, T. Wilkins, E. Varnell, A. Holtham, E. Biffis, S. Eshun and D. Dullaway

100 Years of State Pension: Learning from the Past. Discussion Held at the Institute of Actuaries pp. 295-315

Anonymous

Longevity Risk and Annuity Pricing with the Lee-Carter Model pp. 317-343

S. J. Richards and I. D. Currie

Longevity Risk and Annuity Pricing with the Lee–Carter Model. Discussion Held at the Faculty of Actuaries pp. 344-365

Anonymous

Actuarial Aspects of Internal Models for Solvency II pp. 367-459

D. Brooks, R. J. Care, M. B. Chaplin, A. M. Kaufman, K. A. Morgan, D. N. Roberts, J. M. E. Skinner, D. J. K. Huntington-Thresher, P. J. Tuley and D. L. Wong

Actuarial Aspects of Internal Models for Solvency II. Discussion Held at the Institute of Actuaries pp. 460-482

Anonymous

Volume 15, month March, 2009

Scoping Mortality Research: (Report of the Mortality Research Steering Group) pp. 33-83

C. Macdonald

Discussion Held by the Institute of Actuaries pp. 84-98

Anonymous

Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party pp. 99-201

R. Frankland, A. D. Smith, T. Wilkins, E. Varnell, A. Holtham, E. Biffis, S. Eshun and D. Dullaway

Abstract of the discussion pp. 202-217

Anonymous

Volume 15, month January, 2009

Introduction pp. 1-1

Anonymous

A Review of Lifetime Risk Factors for Mortality pp. 17-64

D. Kuh, R. Hardy, M. Hotopf, D. A. Lawlor, B. Maughan, R. Westendorp, Russell Cooper, S. Black and G. D. Mishra

Cohort Differences in Mortality and Morbidity pp. 65-71

Carol Jagger, Kaare Christensen and Michael Murphy

Forecasting U.K. Population Mortality Allowing for Age, Period and Cohort Effects pp. 73-89

D. O. Forfar

Do Cohort Mortality Trends Emigrate? Insights on The U.K.'s Golden Cohort From A Comparison with a British Settler Country pp. 91-121

Alison O'Connell and Kim Dunstan

Influenza Recycling and Secular Trends in Mortality and Natality1 pp. 123-150

Maria Inês Reinert Azambuja

The ‘Golden Generations’ in Historical Context pp. 151-184

Michael Murphy

Forecasting Mortality, Different Approaches for Different Cause of Deaths? The Cases of Lung Cancer; Influenza, Pneumonia, and Bronchitis; and Motor Vehicle Accidents pp. 185-211

Mariachiara Di Cesare and Mike Murphy

A New Model of Ageing and Mortality pp. 213-234

Eugene M. G. Milne

Prospective Longevity Risk Analysis pp. 235-247

G. Woo, C. J. Martin, C. Hornsby and A. W. Coburn

Longevity: A ‘Simple’ Stochastic Modelling of Mortality pp. 249-265

B. Browne, J. Duchassaing and F. Suter

Selected Issues in Modelling Mortality by Cause and in Small Populations pp. 267-283

S. J. Richards