British Actuarial Journal

1995 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 10, month December, 2004

Quantifying Operational Risk in General Insurance Companies. Developed by a Giro Working Party pp. 919-1012

Michael Howard Tripp, H. L. Bradley, R. Devitt, G. C. Orros, G. L. Overton, L. M. Pryor and R. A. Shaw

Quantifying Operational Risk In General Insurance Companies. Abstract of the Discussion pp. 1013-1026

Anonymous

Longevity in the 21st Century/The Cohort Effect: Insights and Explanations. Abstract of the Discussion held by the Institute of Actuaries pp. 1027-1045

R. C. Willets, A. P. Gallop, P. A. Leandro, J. L. C. Lu, A. S. Macdonald, K. A. Miller, S. J. Richards, N. Robjohns, J. P. Ryan and H. R. Waters

The Penrose Report. A Discussion Meeting pp. 1047-1070

Anonymous

The European Convention on Human Rights – An Aladdin's Lamp? (Staple Inn Reading 2004) pp. 1071-1078

Jonathan Caplan

Determinants of United Kingdom General Insurance Company Performance pp. 1079-1110

Y. Shiu

Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance pp. 1111-1131

Charles Sutcliffe

Papers from Actuarial Journals Worldwide pp. 1133-1144

Anonymous

Volume 10, month October, 2004

Longevity in the 21st Century pp. 685-832

R. C. Willets, A. P. Gallop, P. A. Leandro, J. L. C. Lu, A. S. Macdonald, K. A. Miller, S. J. Richards, N. Robjohns, J. P. Ryan and H. R. Waters

The Cohort Effect: Insights and Explanations pp. 833-877

R. C. Willets

Longevity in the 21st Century/The Cohort Effect: Insights and Explanations. Abstract of the Discussion held by the Faculty of Actuaries pp. 878-898

Anonymous

Papers from Actuarial Journals Worldwide pp. 899-907

Anonymous

Volume 10, month August, 2004

Hedge Funds pp. 441-521

J. J. Caslin

Hedge Funds. Abstract of the Discussion pp. 522-541

Anonymous

Market Consistent Valuation of Life Assurance Business pp. 543-605

T. J. Sheldon and A. D. Smith

Market Consistent Valuation of Life Assurance Business. Abstract of the Discussion pp. 606-626

Anonymous

Valuation and Hedging of Limited Price Indexed Liabilities pp. 627-663

H.-C. Huang and A. J. G. Cairns

Papers from Actuarial Journals Worldwide pp. 665-677

Anonymous

Volume 10, month June, 2004

Realistic Liabilities and Risk Capital Margins for With-Profits Business. A Discussion Paper pp. 185-222

D. W. Dullaway and P. D. Needleman

The Realistic Reporting of With-Profits Business. Reference Paper for the Discussion pp. 223-293

D. J. P. Hare, G. Craske, J. R. Crispin, A. J. Desai, D. W. Dullaway, M. A. Earnshaw, R. Frankland, G. A. Jordan, M. G. Kerr, G. M. Manley, J. L. McKenzie, R. A. Rae and M. C. Saker

Realistic Liabilities and Risk Capital Margins for With-Profits Business/The Realistic Reporting of With-Profits Business. Abstract of the Discussion pp. 294-316

Anonymous

Current Issues in Pensions pp. 317-336

D. G. Fleming, K. O. Gourlay, A. B. Grant, R. D. Muckart and K. G. Taylor

Current Issues in Pensions. Abstract of the Discussion pp. 337-351

Anonymous

Pension Schemes and Fixed Income Investment pp. 353-402

P. J. Sweeting

Pension Schemes and Fixed Income Investment. Abstract of the Discussion pp. 403-418

Anonymous

Papers from Actuarial Journals Worldwide pp. 419-431

Anonymous

Volume 10, month April, 2004

The Measurement and Modelling of Commercial Real Estate Performance pp. 5-61

Philip Booth and Gianluca Marcato

The Measurement and Modelling of Commercial Real Estate Performance. Abstract of the Discussion pp. 62-73

Anonymous

Expectations of Life. Lecture to The Faculty of Actuaries pp. 75-100

T. B. L. Kirkwood

Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options. Reserving for Annuity Guarantees: Reference Paper for the Discussion pp. 101-130

A. D. Wilkie, H. R. Waters, S. Yang, M. J. Bolton, D. H. Carr, P. A. Collis, C. M. George, V. P. Knowles and A. J. Whitehouse

Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options. Abstract of the Discussion held by the Institute of Actuaries pp. 131-152

Anonymous

Asset Models in Life Assurance: Views from the Stochastic Accreditation Working Party. A Discussion Meeting pp. 153-165

Anonymous

Papers from Actuarial Journals Worldwide pp. 167-179

Anonymous

Volume 9, month December, 2003

The Implication of Fair Value Accounting for General Insurance Companies pp. 1007-1044

P. K. Clark, P. H. Hinton, E. J. Nicholson, L. Storey, G. G. Wells and M. G. White

The Implication of Fair Value Accounting for General Insurance Companies. Abstract of The Discussion pp. 1045-1059

Anonymous

Practical Risk Management for Equity Portfolio Managers pp. 1061-1123

G. C. Heywood, J. R. Marsland and G. M. Morrison

Practical Risk Management for Equity Portfolio Managers. Abstract of the Discussion pp. 1124-1140

Anonymous

Measuring and Managing the Economic Risks and Costs of With-Profits Business pp. 1141-1154

A. J. Hibbert and C. J. Turnbull

Professional Integrity (Staple Inn Reading 2003) pp. 1155-1169

Michael Hart

Notes on the FTSE All-World Index Series: Constituent Changes in 2002 pp. 1171-1226

J. C. H. Brumwell

Papers from Actuarial Journals Worldwide pp. 1227-1231

Anonymous

Volume 9, month October, 2003

Measuring and Managing the Economic Risks and Costs of With-Profits Business pp. 725-777

A.J. Hibbert and C.J. Turnbull

Measuring and Managing the Economic Risks and Costs of With-Profits Business. Abstract of the Discussion held by the Faculty of Actuaries pp. 778-786

Anonymous

Genetics and Insurance– Some Social Policy Issues pp. 787-830

C. D. Daykin, D. A. Akers, A. S. Macdonald, T. McGleenan, D. Paul and P. J. Turvey

Genetics and Insurance — some Social Policy Issues. Abstract of the Discussion held by the Institute of Actuaries pp. 831-855

Anonymous

Genetics and Insurance — some Social Policy Issues. Abstract of the Discussion held by the Faculty of Actuaries pp. 856-874

Anonymous

Highly Penetrant Genetic Disorders: An Atlas for Critical Illness Insurance pp. 875-901

A. S. Macdonald and S. Y. Yang

The Use of Utility Functions for Investment Channel Choice in Defined Contribution Retirement Funds. II: A Proposed System pp. 903-958

R. J. Thomson

Risk Measures and Theories of Choice pp. 959-991

A. Tsanakas and Evangelia Desli

Papers from Actuarial Journals Worldwide pp. 993-997

Anonymous

Volume 9, month August, 2003

A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes pp. 493-586

S. Haberman, C. Day, D. Fogarty, M. Z. Khorasanee, M. McWhirter, N. Nash, B. Ngwira, I. D. Wright and Y. Yakoubov

A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes. Abstract of the Discussion pp. 587-618

Anonymous

Lease Terms, Option Pricing and the Financial Characteristics of Property pp. 619-635

A.T. Adams, Philip Booth and B.D. MacGregor

Ruin Theory in a Discrete Time Risk Model with Interest Income pp. 637-652

L. Sun and H. Yang

The Use of Utility Functions for Investment Channel Choice in Defined Contribution Retirement Funds. I: Defence pp. 653-709

R.J. Thomson

Papers from Actuarial Journals Worldwide pp. 711-718

Anonymous

Volume 9, month June, 2003

Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options pp. 263-391

A. D. Wilkie, H. R. Waters and S. Yang

Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options. Abstract of the Discussion held by the Faculty of Actuaries pp. 392-425

Anonymous

Operation of the Capital Market Under Entity Specific Pricing pp. 427-455

T. C. Jenkins

Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 2002 pp. 457-480

J. C. H. Brumwell

Papers from Actuarial Journals Worldwide pp. 481-489

Anonymous

Volume 9, month April, 2003

Address by the President of the Institute of Actuaries: Thinking and Behaviour pp. 1-33

Jeremy Goford

Address by the President of the Faculty of Actuaries pp. 35-65

Thomas Mackenzie Ross

Address by the President of the Institute of Actuaries: Thinking and Behaviour. Abstract of the Discussion pp. 67-85

J. Goford

Creating the Conditions for the United Kingdom Life Market to Flourish. A Discussion Meeting pp. 87-106

Anonymous

Defined Benefit Pensions Represent the Best Way of Providing for the Working Population's Retirement Provision pp. 107-135

D. G. Fleming, C. G. Bell, K. D. Gourlay and R. F. C. Taylor

Global Asset Liability Management pp. 137-195

M. A. H. Dempster, M. Germano, E. A. Medova and M. Villaverde

Global Asset Liability Management. Abstract of the Discussion pp. 196-216

Anonymous

Moratoria on the Use of Genetic Tests and Family History for Mortgage-Related Life Insurance pp. 217-237

A. S. Macdonald

Papers from Actuarial Journals Worldwide pp. 239-248

Anonymous

Actuarial Practice in Social Security, 2002. By P. Plamondon, A. Drouin, G. Binet, M. Cichon, W. McGillivray, M. Bedard and H. Perez-Montas (International Labour Office/International Social Security Association, 2002) pp. 249-251

Robert L. Brown