British Actuarial Journal

1995 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 6, month December, 2000

The Lloyd's Reinsurance to Close Process pp. 651-720

D.J. Hindley, M. Allen, A.J. Czernuszewicz, D.C.B. Ibeson, W.D. McConnell and J.G. Ross

A Market-Based Approach to Pricing With-Profits Guarantees pp. 721-735

D.J.P. Hare, J.A. Dickson, P.A.P. McDade, D. Morrison, R.P. Priestley and G.J. Wilson

Securitisation and Other Financing Options Available to Life Companies pp. 737-800

A.J. Sanders

The Actuary and the Law (Staple Inn Reading 2000) pp. 801-816

L. Brennan

Notes on the FTSE World Index Series: 1999 Constituent Changes pp. 817-859

J.C.H. Brumwell

The Recent Trend of Mortality in the United Kingdom pp. 861-871

C.D. Daykin

Papers Presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to Regional Actuarial Societies: 1999-2000 pp. 873-873

Anonymous

History of Insurance. Edited By David Jenkins and Takau Yoneyama (Pickering & Chatto, London, 2000) £650 pp. 875-876

T. Sibbett

Stochastic Processes for Insurance and Finance. By T. Rolski, H. Schmidli, V. Schmidt and J. Teugels (John Wiley, Chichester, 1999) pp. 876-877

X.S. Lin

Volume 6, month October, 2000

The Concept of Investment Efficiency and its Application to Investment Management Structures pp. 451-545

T.M. Hodgson, S.J. Breban, C.L. Ford, M.P. Streatfield and R.C. Urwin

Pensions and Low Inflation pp. 547-619

P.M.C. Meredith, N.P. Horsfall, J.M. Harrison, K. Kneller, J.M. Knight and R.F. Murphy

Pricing Derivatives under the Wilkie Model pp. 621-635

M.H.D. Kemp

Continuous Mortality Investigation Reports [nos.16-18] pp. 637-638

Anonymous

Volume 6, month August, 2000

Corporate Decisions in General Insurance: Beyond the Frontier pp. 259-296

M. P. Cumberworth, A. N. Hitchcox, W.D. McConnell and A.D. Smith

Healthcare Insurance in the Twenty-First Century pp. 297-315

Anonymous

Professions in Society pp. 317-364

C.S. Bellis

Monitoring Compliance with Professional Guidance. A Discussion Paper prepared by the Compliance/Peer Review Working Party of the Professional Affairs Board pp. 365-431

Anonymous

Worldwide Asset and Liability Modeling. Edited by William T. Ziemba and John M. Mulvey (Cambridge University Press, 1998) pp. 433-434

P.P. Boyle

Volume 6, month June, 2000

International Expansion — A United Kingdom Perspective: A Discussion Paper pp. 3-54

D.J. Grenham, D.C. Chakraborty, A. Chatterjee, P.J. Daelman, B. Heistermann, L. Hogg, J.R. Mungall, B.T. Porteous, S.J. Richards, M.C. Shum and J. Taylor

Pension Fund Valuations and Market Values pp. 55-141

S.J. Head, D.R. Adkins, A.J.G. Cairns, A.J. Corvesor, D.O. Cule, C.J. Exley, I.S. Johnson, J.G. Spain and A.J. Wise

A Market-Based Approach to Pricing With-Profits Guarantees pp. 143-213

D.J.P. Hare, J.A. Dickson, P.A.P. McDade, D. Morrison, R.P. Priestley and G.J. Wilson

Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 1999 pp. 215-245

J.C.H. Brumwell

Modern Actuarial Theory and Practice. By P. M. Booth, R. G. Chadburn, D. R. Cooper, S. Haberman and D. E. James (Chapman & Hall, 1999) pp. 247-248

P. King

Actuarial Models for Disability Insurance. By S. Haberman and E. Pitacco (Chapman & Hall/CRC, 1999) pp. 248-249

R. Norberg

Correspondence pp. 251-255

Anonymous

Volume 5, month December, 1999

Financial Services and Investment Markets in a Low Inflationary Environment pp. 851-897

P.J. Nowell, J.R. Crispin, M. Iqbal, S.F. Margutti and A. Muldoon

Recent Developments in Directors' Duties (Staple Inn Reading 1999) pp. 899-917

Mary Arden

A Non-Linear Stochastic Asset Model for Actuarial Use pp. 919-953

S.P. Whitten and R.G. Thomas

Property Investment Appraisal pp. 955-982

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

Papers Presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to Regional Actuarial Societies: 1998–99 pp. 983-983

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 985-988

Anonymous

Volume 5, month October, 1999

Developing an International Accounting Standard for Life Assurance Business pp. 621-698

D.O. Forfar and N.B. Masters

The Closed Fund Alternative pp. 699-761

C.J. Hairs, Maik Arnold, A.J. Gustar, D.J.P. Hare, P.D. Needleman, P.J. Tuley and J.M. Webber

The Role and Responsibilities of Actuaries in the Defined Contribution Environment in the United Kingdom pp. 763-800

M.A. Stocker, S.D. Dudley, G.E. Finlay, H.J. Fisher, O. C. Harvey Wood, M. H. D. Kemp, W. Lumb, M. W. Miles and S.L. Wasserman

A Continuous Performance Investigation of Selected United Kingdom Equities pp. 801-822

R.S. Clarkson

Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] pp. 823-824

Howard Waters

Volume 5, month August, 1999

Vision and Values: Papers for a Discussion of the Vision and Values of the United Kingdom Actuarial Profession pp. 467-528

Anonymous

The Regulatory Role of the Actuary pp. 529-574

C.D. Daykin

On Numerical Evaluation of Finite Time Survival Probabilities pp. 575-584

D.C.M. Dickson

An Analysis of the Level of Security Provided by the Minimum Funding Requirement pp. 585-610

A.J.G. Cairns

Annual General Meeting of the Institute of Actuaries (Continued from B.A.J. 5, I, 49-54) pp. 611-612

Anonymous

1999 Investment Conference, 5-7 May 1999 pp. 613-615

Anonymous

Financial Economics with Applications to Investments, Insurance and Pensions, by Phelim P. Boyle, Samuel H. Cox, Daniel Dufresne, Hans V. Gerber, Henz H. Mueller, Hal W. Pederson, Stanley R. Pliska, Michael Sherris, Elias S. Shiu and Ken Seng Tan. Edited by Harry H. Panjer (The Actuarial Foundation, Schaumburg, Illinois, 1998) pp. 617-618

David Bowie

Volume 5, month June, 1999

Long-Term Care for the Elderly pp. 279-295

Anonymous

International Measures of Profit for Life Assurance Companies pp. 297-356

P. J. L. O'Keeffe and A. C. Sharp

A Crisis of Longer Life: Reforming Pension Systems pp. 357-375

C. D. Daykin and D. Lewis

The Need for Theory in Actuarial Economic Models pp. 377-395

P.P. Huber and R.J. Verrall

Notes on the FTSE Actuaries Share Indices: United Kingdom Series: 1998 pp. 397-425

J. C. H. Brumwell

Notes on the FT/S&P Actuaries World Indices: 1998 Constituent Changes pp. 427-463

J. C. H. Brumwell

Modelling Extremal Events. By P. Embrechts, C. Kluppelberg and T. Mikosch (Springer-Verlag, 1997) pp. 465-465

S. Zachary

A Sense of Security: 150 Years of Prudential. By Laurie Dennett (Granta Editions, 1998) pp. 465-466

Christopher O'Brien

Volume 5, month April, 1999

Address by the President of the Faculty of Actuaries pp. 1-25

Cuthbert Whyte Fraser Low

Address by the President of the Institute of Actuaries: Lessons from History pp. 27-48

Paul Noel Thornton

A Crisis of Longer Life: Reforming Pension Systems pp. 55-113

C.D. Daykin and D. Lewis

The Methodology of Actuarial Science pp. 115-195

J.M. Pemberton

Non-Parametric Likelihood Enhancements to Parametric Graduations pp. 197-236

R.J. Thomson

Investment Returns and Inflation Models: Some Australian Evidence pp. 237-267

M. Sherris, L. Tedesco and B. Zehnwirth

Francis Baily: Another Astronomer and Actuary pp. 269-271

Geoffrey Heywood

Articles, Papers and Publications of Actuarial Interest pp. 273-275

Anonymous

B.A.J. 4, IV, 920 pp. 277-277

Anonymous