British Actuarial Journal

1995 - 2026

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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

Christopher O'Brien

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

S. Zachary

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

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