British Actuarial Journal

1995 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 4, month December, 1998

The Role of the State in Pension Provision. A Debate: This House Believes That the Aims of Universal Social Security in Old Age Are Best Met by the Development of Independently Funded and Invested Pension Provision pp. 931-967

Anonymous

Effective and Ethical Institutional Investment pp. 969-1027

A. Asher

A Review of the Statutory Valuation of Long-Term Insurance Business in the United Kingdom pp. 1029-1058

P.W. Wright, S.J. Burgess, R.G. Chadburn, A.J.M. Chamberlain, R. Frankland, J.E. Gill, D.J. Lechmere and S.F. Margutti

The Fayrest Inne (Staple Inn Reading 1998) pp. 1059-1069

Sparrow, Reader – Charles

Risk—A Survival Course for the Pensions Actuary: Pensions Convention, York, 16–18 March 1998 pp. 1071-1074

Anonymous

Papers Presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to Regional Actuarial Societies: 1997-98 pp. 1075-1076

Anonymous

Notes on the Transactions of the Faculty of Actuaries pp. 1077-1077

Anonymous

Life, Death and Money — Actuaries and the Creation of Financial Security. Edited by Derek Renn (Blackwell Publishers Ltd., Oxford, 1998) pp. 1079-1080

A.D. Hart

Medical Aspects of Personal Injury Litigation. Edited by Michael Barnes, Bill Braithwaite and Anthony B. Ward (Blackwell Science, 1997) pp. 1080-1080

J. Pollock

Pension Fund Excellence: Creating Value for Stakeholders. By Keith Ambachtsheer and Don Ezra (Wiley, 1998) pp. 1081-1081

S.J.B. Mehta

Volume 4, month October, 1998

Future Financial Regulation: An Actuary's View. A Discussion Paper by a Working Party pp. 689-706

A.S. Fishman, J.J. Daldorph, A.K. Gupta, T.W. Hewitson, M.R. Kipling, D.R. Linnell and S.R. Nuttall

The Management of Risks in Banking pp. 707-802

J.N. Allan, Philip Booth, R.J. Verrall and D.E.P. Walsh

A Review of the Statutory Valuation of Long-Term Insurance Business in the United Kingdom pp. 803-864

P.W. Wright, S.J. Burgess, R.G. Chadburn, A.J.M. Chamberlain, R. Frankland, J.E. Gill, D.J. Lechmere and S.F. Margutti

Traditional Pension Fund Valuation in a Stochastic Asset and Liability Environment pp. 865-901

I.D. Wright

A Stochastic Model Underlying the Chain-Ladder Technique pp. 903-923

A.E. Renshaw and R.J. Verrall

Mixed Poisson Processes. By J. Grandell (Chapman & Hall, 1997) £35.00 pp. 925-927

G. E. Willmot

Volume 4, month August, 1998

Aspects of Pricing in the London Market pp. 427-483

D.E.A. Sanders, A.N. Hitchcox and R. Manjrekar

Traded Endowments pp. 485-546

P. McGurk

Continuing Care Retirement Communities — Attractive to Members, But What About Sponsors? pp. 547-614

R.A. Humble and D.G. Ryan

A Note on the Jump-Equilibrium Model pp. 615-636

P.P. Huber

The Wilkie Model for Retail Price Inflation Revisited pp. 637-652

W.S. Chan and Sun Ling Wang

Notes on the FT/S&P Actuaries World Indices in 1997 pp. 653-683

J. C. H. Brumwell

Volume 4, month June, 1998

Future Financial Regulation: An Actuary's View pp. 145-191

A.S. Fishman, J.J. Daldorph, A.K. Gupta, T.W. Hewitson, M.R. Kipling, D.R. Linnell and S.R. Nuttall

Human Genetics and Financial Services. A Discussion Meeting with Supporting Papers pp. 193-212

A.D. Wilkie, D.J. Le Grys, A.S. Macdonald, T.M. Ross and C.D. Daykin

Report of the Fixed-Interest Working Group pp. 213-263

K.S. Feldman, B. Bergman, A.J.G. Cairns, G.B. Chaplin, G.D. Gwilt, P.R. Lockyer and F.B. Turley

Descriptive Bond-Yield and Forward-Rate Models for the British Government Securities' Market: [forms Part Of: Report of the Fixed-Interest Working Group, B.A.J. 4, II Pg.213–383] pp. 265-321

A.J.G. Cairns

A Review of Term-Structure Models and Their Applications: [forms Part Of: Report of the Fixed-Interest Working Group, B.A.J. 4, II Pg.213–383] pp. 323-383

G.B. Chaplin

Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 1997 pp. 385-416

J.C.H. Brumwell

Articles, Papers and Publications of Actuarial Interest pp. 417-418

Anonymous

Money and Capital Markets (Second Edition). By Michael Sherris (Paul & Co., 1997) pp. 419-420

R. Brown

Advanced Risk Theory — a Self Contained Introduction, by F. Etienne de Vylder (Editions de L'Université de Bruxelles, 1996) pp. 419-419

D.C.M. Dickson

Volume 4, month April, 1998

An International Comparison of Recent Trends in Population Mortality pp. 3-141

A.S. Macdonald, A.J.G. Cairns, P.L. Gwilt and K.A. Miller

Volume 3, month December, 1997

Human Genetics and Financial Services. A Discussion Meeting with Supporting Papers pp. 969-1058

A.D. Wilkie, D.J. Le Grys, A.S. Macdonald, T.M. Ross and C.D. Daykin

Business Ethics: The New Bottom Line. A Discussion Paper pp. 1059-1075

S. Carmichael

Minimum Funding Requirement: Specimen Calculations pp. 1077-1084

Anonymous

1997 Investment Conference, 25-27 June 1997 pp. 1085-1088

Anonymous

Papers Presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to Regional Actuarial Societies: 1996-97 pp. 1089-1090

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 1091-1091

Anonymous

Volume 3, month October, 1997

Notes for a Discussion on the European Single Currency. Abstract of the Discussion held by the Faculty of Actuaries pp. 765-783

A.D. Wilkie

Development of Education and Continuing Professional Development Strategy pp. 785-834

Anonymous

The Financial Theory of Defined Benefit Pension Schemes pp. 835-966

C.J. Exley, S.J.B. Mehta and A.D. Smith

Mathematical Methods in Risk Theory, By Hans Bühlmann (Springer-Verlag) pp. 967-968

D.C.M. Dickson

Volume 3, month August, 1997

Pension Funding and Expensing in the Minimum Funding Requirement Environment pp. 497-582

P.M. Greenwood and T.W. Keogh

Modelling the Impact of Reinsurance on Financial Strength pp. 583-653

S.M. Coutts and T.R.H. Thomas

Life Insurance Accounting at Current Values: A Danish View pp. 655-673

H. Ramlau-Hansen

The Political Economy of Regulation pp. 675-707

Philip Booth

Notes on the FT/S&P Actuaries World Indices in 1996 pp. 709-743

J.C.H. Brumwell

1995 General Insurance Convention, 18-21 October 1995 pp. 745-750

Anonymous

1996 General Insurance Convention, 2-5 October 1996 pp. 751-759

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 763-764

Anonymous

Volume 3, month June, 1997

Ownership of the Inherited Estate (The Orphan Estate) pp. 255-275

S.L. Smaller, P. Drury, C.M. George, J.W. O'Shea, D.R.L. Paul, C.V. Pountney, J.C.A. Rathbone, P.R. Simmons and J.H. Webb

Notes for a Discussion on the European Single Currency pp. 277-319

A.D. Wilkie

An Actuarial Theory of Option Pricing pp. 321-409

R.S. Clarkson

Maturity Guarantees Revisited: Allowing for Extreme Stochastic Fluctuations using Stable Distributions pp. 411-482

G.S. Finkelstein

Continuous Mortality Investigation Reports, No.15 pp. 483-483

Anonymous

Financial Calculus. By M. Baxter and A. Rennie (Cambridge University Press, 1996) £24.95 - Options Futures and other Derivatives (Third Edition). By J. C. Hull (Prentice-Hall, 1967) £27.50 - Stochastic Calculus applied to Finance. By D. Lamberton and B. Lapeyre (Chapman & Hall, 1996) £30.00 - The Mathematics of Financial Derivatives. By P. Wilmott, S. Howison and J. Dewynne (Cambridge University Press, 1995) £14.99 pp. 485-495

A.S. Macdonald

Volume 3, month April, 1997

Address by the President of the Institute of Actuaries: For Goodness Sake pp. 1-26

D.G.R. Ferguson

Address by the President of the Faculty of Actuaries pp. 29-49

P.H. Grace

Actuaries and Derivatives pp. 51-180

M.H.D. Kemp

A Review of Wilkie's Stochastic Asset Model pp. 181-210

P.P. Huber

Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 1996 pp. 211-235

J.C.H. Brumwell

Actuaries in Pensions — Facing Fresh Challenges: Conference, 9-11 June 1996 pp. 237-239

Anonymous

6th AFIR International Colloquium, Nürnberg, 1-3 October 1996 pp. 241-241

Anonymous

Derivatives in Practice: Seminar, 21 November 1996 pp. 243-245

Anonymous

Articles, Papers and Publications of Actuarial Interest pp. 247-248

Anonymous

Investment Mathematics and Statistics. By Andrew Adams, Della Bloomfield, Philip Booth and Peter England (Graham & Trotman, 1993) £56 pp. 249-250

K.R. Vetzal

Life Insurance Mathematics (Second Edition). By H.U. Gerber (Springer, Berlin, 1995) £34 pp. 250-251

H.R. Waters

B.A.J. 2, II pp. 253-253

Anonymous