Journal of the Institute of Actuaries, vol.119 [JIA 119]

Volume 119 (1992)

Presentation of an Institute Gold Medal to Colin Stewart Sinclair Lyon. p.1-4.
Presentation of an Institute Finlaison Medal to Christopher David Daykin. p.5-7.
Presentation of an Institute Finlaison Medal to Leonard John Martin. p.9-10.
A matter for professional judgement in the matter of the Perfect Profits plc pension scheme. - Stephens, J. L.; Ross, T. M. p.11.
Some thoughts on the actuary of the future. - Akhurst, R. B. p.13-44.
Reserving for deferred capital gains tax (an application of option pricing theory). - Sherris, M. p.45-67.
Joint modelling for actuarial graduation and duplicate policies. - Renshaw, A. E. p.69-85.
Portfolio selection and matching: a synthesis. - Sherris, M. p.87-105.
Notes on the Financial Times-Actuaries United Kingdom Share Indices in 1991. - Brumwell, J. C. H. p.115-125. Corrigendum.
Report on the Wilkie stochastic investment model. - Geoghegan, T. J.; Clarkson, R. S.; Feldman, K. S.; Green, S. J.; Kitts, A.; Lavecky, J. P.; Ross, F. J. M.; Smith, W. J.; Toutounchi, A. p.173-228.
A realistic approach to pension funding. - Thornton, P. N.; Wilson, A. F. p.229-312.
The developing role of the Government Actuary's Department in the supervision of insurance. - Daykin, C. D. p.313-343.
HIV, AIDS and the approximate calculation of life insurance functions, annuities and net premiums. - Haberman, S. p.345-364.
Allowing for asset, liability and business risk in the valuation of a life office. - Mehta, S. J. B. p.385-455. Corrigendum.
Statistical motor rating: making effective use of your data. - Brockman, M. J.; Wright, T. S. p.457-543. Corrigendum.


Mortality investigations and studies

Comments on 'Some results on the Gompertz and Heligman and Pollard laws of mortality'. - Renshaw, A. E. p.107-113.
Male social class mortality differences around 1981: an extension to include early childhood ages. - Bloomfield, D. S. F.; Haberman, S. p.545-559.
The recent trend of mortality in Great Britain. - Daykin, C. D. p.561-567.
Continuous Mortality Investigation Reports. [Details of CMI Reports 9-12]. p.585.


Conference, seminar and meeting reports

The actuary in pensions - the growing challenge. Joint Actuarial Convention, Harrogate, 15-18 September 1991. - Cook, J. R. p.127-138.
Medico-Actuarial Symposium, 24 October 1991. - Jarvis, H. J. p.139-143.
General Insurance Study Group, Convention, 24-25 October 1991. - Johnson, P. D. p.145-146.
Permanent Health Insurance Methodology: seminar, 21 November 1991. - Eves, M. J. p.147-148.
Current issues in life assurance: seminar, 12 December 1991. - Duffield, J. B. p.149-151.
The role of the appointed actuary: seminar, 18 March 1992. - Dixon, S. W. p.365-368.
Financial reporting for life assurance: seminar, 2 April 1992. - George, C. M. p.369-372.
Asset Liability Convention, 29-30 April 1992. - Harris, R. A. p.373-377.
Recent developments in the United Kingdom. National report for the United Kingdom to the 24th International Congress of Actuaries, Montreal, 31 May - 5 June 1992. - McCutcheon, J. J.; Shelley, M. p.569-580.
The life office pensions actuary. Seminar, 15 May 1992. - Faculty of Actuaries; Institute of Actuaries. p.581-583.


Memoirs and obituaries

Memoirs I

  • Johnston, Edward A. - Daykin, C. D. p.169-171.

Memoirs II

  • Benjamin, Sidney. - Lever, C. D. p.383-384.

Memoirs III

  • Bunford, John Farrant. p.593.
  • Pegler, James Basil Holmes. - Hall, L. G. p.593-594.


Book reviews

Reviews I

  • Insurance in the EEC - the European Community's programme for a new regime, an industry report, by Clifford Chance. - Brennan, M. J. p.163-164.
  • Insurance in a changing Europe, 1990-1995, by Arthur Andersen & Co. - Roberts, D. N. p.164-165.
  • Portfolio selection, efficient diversification of investments (2nd ed), by Harry M. Markowitz. - Feldman, K. S. p.165-166.
  • Guide to life assurance underwriting, by Keith Sankey. - Barnett, H. A. R. p.166.
  • SCOR Notes: international prize in actuarial science. - Scadden, R. W. p.166-168.

Reviews II

  • The biology of life span: a quantitative approach, by A. L. Gavrilov and N. S. Gavrilova. - Barnett, H. A. R. p.379-380.
  • The insurance sourcebook, by Robert Cunnew (ed). - Grover, S. p.380.
  • A handbook of financial mathematics, by Peter C. Cartledge. - Hardy, M. R. p.380-381.

Reviews III

  • Measurement and analysis of mortality: new approaches, by Jacques Vallin, Stan D'Souza and Albert Palloni. - Renn, D. F. p.591.
  • The British population: patterns, trends and processes, by David A. Coleman. - Field, J. L. p.591-592.


Other articles

Notes on the Transactions of the Faculty of Actuaries. p.153.
Notes on other actuarial journals. p.155-159.
Notes on other actuarial journals. p.589-590.
Articles, papers and publications of actuarial interest. p.161.
Papers presented to the Staple Inn Actuarial Society, the Faculty of Actuaries Students' Society and to provincial actuarial societies: 1991-92. p.587-588.


 
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