July 2008

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 Books | Journals

Books

Compensation for Stress at Work. - Marshall, D. - Jordan Publishing Ltd, 2009. - 300 pages. - ISBN: 9781846611483. [No: 38468]

Human longevity, individual life duration and the growth of the oldest old population. - Robine, Jean-Marie; Crimmins, Eileen M; Horuichi, Shiro; Yi, Zeng. - Springer, 2006. - xv, 442 pages. - ISBN: 9781402048463. [No: 38469]

Actuarial and insurance history
Hollands Lijf- en Losrenteleningen vóór 1672: [=Holland's annuities before 1672 (life and general)]. - Houtzager, Dirk. - Koninkl Nederl. Boekdrukkerij H A M Roelants, 1950. - [5], 203 pages. [No: 43149]

Actuarial education and profession
Discussion paper: Monitoring and scrutiny of actuarial work. - Professional Oversight Board. - Financial Reporting Council, - 75 pages. - ISBN: 9781847980816. [No: 38461]

Discussion paper: promoting actuarial quality. - Financial Reporting Council. - Financial Reporting Council, 2008. - 79 pages. - ISBN: 9781847980809. [No: 38460]

Business and Management
Economics for business. - Sloman, John; Hinde, Kevin. - 4th ed. - FT Prentice Hall, 2007. - 750 + web appendix + glossary pages. - ISBN: 9780273709084. [No: 38420]

Computers in actuarial work
Blogs, wikis, MySpace, and more : everything you want to know about using web 2.0 but were afraid to ask. - Burrows, Terry. - Chicago review press, 2007. - 224 pages. - ISBN: 9781556527562. [No: 38440]

Wikis for dummies. - Woods, Dan; Thoeny, Peter. - Wiley Publishing, 2007. - 318 pages. - ISBN: 9780470043998. [No: 38441]

Business and Management
Economics for business. - Sloman, John; Hinde, Kevin. - 4th ed. - FT Prentice Hall, 2007. - 750 + web appendix + glossary pages. - ISBN: 9780273709084. [No: 38420]

Certificate in Derivatives
Options, futures and other derivatives. - Hull, John C. - 7th ed. - Prentice Hall, 2008. - xvi, 822 pages. - ISBN: 9780136015864. [No: 38442]

Economics and finance
A multifactor model for the term structure and inflation for long-term risk management. - Cairns, Andrew J G. 2000. - 31 pages. [No: 21212]

Financial economics
Finance, Investment & Risk Management Conference 2008. - Faculty of Actuaries; Institute of Actuaries. 2008. [No: 38470]

Options, futures and other derivatives. - Hull, John C. - 7th ed. - Prentice Hall, 2008. - xvi, 822 pages. - ISBN: 9780136015864. [No: 38442]

General insurance
General Insurance Pricing seminar 2008. - Faculty of Actuaries; Institute of Actuaries. 2008. [No: 38471]

Insurance company performance 2008: A statistical summary of the top 250 UK insurers: Part 1. - University of Nottingham Insurance Centre. - Thesys Information Ltd, 2008. - 195 pages. [No: 38394]

Stochastic claims reserving methods in insurance. - Wuthrich, Mario V; Merz, Michael. - John Wiley & Sons, 2008. - 424 pages. - ISBN: 9780470723463. [No: 38041]

Investment
Finance, Investment & Risk Management Conference 2008. - Faculty of Actuaries; Institute of Actuaries. 2008. [No: 38470]

Options, futures and other derivatives. - Hull, John C. - 7th ed. - Prentice Hall, 2008. - xvi, 822 pages. - ISBN: 9780136015864. [No: 38442]

Life assurance
Equitable Life: a decade of regulatory failure: Fourth Report - Session 2007-2008 presented to Parliament pursuant to Section 10(4) of the Parliamentary Commissioner Act 1967. - Parliamentary and Health Service Ombudsman. - The Stationery Office, 2008. - xxviii, 404; 252; 1056; 1064; 48 + 2 CDs pages. - 5 vols. - Series: HC 815 i-v. [No: 43148]

Insurance company performance 2008: A statistical summary of the top 250 UK insurers: Part 1. - University of Nottingham Insurance Centre. - Thesys Information Ltd, 2008. - 195 pages. [No: 38394]

Pensions
Tolley's guide to the transfer value regulations. - Wilson, John. - LexisNexis Butterworths, 2008. - ISBN: 97807545.6789. [No: 38459]

Journals

The Actuary, vol. August (2008)

• Andrew Smith - the last word?. Letters. - Bourke, T J. [No: 38448]
• Another point of view. Letters. [No: 38449]
• Breaking the spell. Editorial. - de Valois, Margaret. [No: 38443]
• Communication breakdown. Student page. - Eu, Jean. [No: 38458]
• The end of days. - Ridges, Peter. [No: 38453]
• The fear of failure. - Keating, Con; Slater, Andrew. [No: 38452]
• Information underload. Letters. - Kaye, Geraldine. [No: 38447]
• International Congress. - Smith, Desmond. [No: 38457]
• Invest in me, I'm an actuary! - Cannon, Chris. [No: 38454]
• The jury is still out. - Annable, Matthew. [No: 38450]
• Presidents' question time. [No: 38451]
• Probable cause and effect. Letters. - Currie, Peter. [No: 38445]
• The road to Solvency II. [No: 38455]
• Theology repeating itself. Letters. - Grenham, Dermot. [No: 38446]
• Up for discussion. - Lee, Jenny. [No: 38456]
• A wealth of support. Letter of the month. - Lagden, Jim. [No: 38444]

ASTIN Bulletin, vol. 38 (1) (2008)

• Allocation of Capital between Assets and Liabilities. - Zhang, Yingjie. [No: 38710]
• Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks. - Asimit, Alexandru V; JONES, Bruce L. [No: 38417]
• The Decompositions of the Discounted Penalty Functions and Dividends- penalty Identity in a Markov-modulated Risk Model. - Li, Shuanming; Lu, Yi. [No: 38412]
• Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions. - YOW, Shuan; Sherris, Michael. [No: 38426]
• General Pareto Optimal Allocations and Applications to Multi-period Risks. - Barrieu, Pauline; SCANDOLO, Giacomo. [No: 38415]
• The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance. - Porteous, Bruce T; Tapadar, Pradip. [No: 38427]
• Multivariate Latent Risk : A Credibility Approach. - Englund, Martin; GUILLÉN, Montserrat; Gustafsson, Jim; NIELSEN, Lars Hougaard; NIELSEN, Jens Perch. [No: 38416]
• On Risk Model with Dividends Payments Perturbed by a Brownian Motion: An Algorithmic Approach. - Frostig, Esther. [No: 38421]
• On the Applicability of the Wang Transform for Pricing Financial Risks. - Pelsser, Antoon. [No: 38419]
• On the Optimal Pricing of a Heterogeneous Portfolio. - FALIN, Gennady I. [No: 38418]
• Optimal Consumption and Insurance : A Continuous-time Markov Chain Approach. - Kraft, Holger; Steffensen, Mogens. [No: 38423]
• Posterior Regret G-Minimax Estimation of Insurance Premium in Collective Risk Model. - BORATYNSKA, Agata. [No: 38425]
• The Prediction Error of Bornhuetter/Ferguson. - Mack, Thomas. [No: 38414]
• Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution. - CHAN, Jennifer S.K.; CHOY, S.T. Boris; MAKOV, Udi E. [No: 38422]
• Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin. - DICKSON, David C.M. [No: 38424]
• Tax-deductible Pre-event Catastrophe Loss Reserves. - Milidonis, Andreas; Grace, Martin F. [No: 38411]
• Using Multi-dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation. - COURET, Jose; VENTER, Gary. [No: 38413]

Bimaquest, vol. 8 (2) (2008)

• Assessment of customers' perceived service quality in financial services industry. - Bakshi, Mangala; Kumar, C S. [No: 38463]
• Challenges and opportunities for Indian motor third party insurance pool. - Kumar, Jagendra. [No: 38466]
• Life insurance vision 2010. - Kutty, S K. [No: 38462]
• Systems integration: imperatives to insurance industry in India (Part I) - Page, S D. [No: 38464]
• Valuation of asset for the purpose of Insurance. - Qaiser, R. [No: 38465]

Financial Analysts Journal, vol. 64, 3 (May/June) (2008)

• Does the measure matter in the mutual fund industry? - Eling, Martin. [No: 38400]
• The market for dividends and related investment strategies. - Manley, Richard; Mueller-Glissmann. [No: 38398]
• Portfolio choice with puts: evidence from variable annuities. - Milevsky, Moshe A; Kyrychenko, Vladyslav. [No: 383401]
• Quarterly accruals or cash flows in portfolio construction? - Livnat, Joshue; Lopez-Espinosa, German. [No: 38401]
• Weak-form efficiency in currency markets. - Pukthuanthong- le, Kuntara; Thomas, Lee R. [No: 38399]

Geneva Risk and Insurance Review, vol. 33 (1) (2008)

• The effect of pre-commitment and past-experience in insurance choices: an experimental study. - Papon, Thomas. [No: 38397]
• Intergenerational effects of guaranteed pension contracts. - Doskeland, Trond M; Nordahl, Helge A. [No: 38396]
• On optimal insurance in the presence of moral hazard. - Karni, Edi. [No: 38395]

International Social Security Review, vol. 61 (3) (2008)

• The likelyhood of a basic income in Germany. - Opielka, Michael. [No: 38392]
• Not-so-distant cousins: family benefits in the United Kingdom and Australia. - Hodgson, Helen; Boden, Rebecca. [No: 38390]
• The 'Papy-boom': a historical opportunity for French public hospitals. - Holcman, Robert. [No: 38393]
• Pension reform in China. - Salditt, Felix; Whiteford, Peter; Adema, Willem. [No: 38391]
• The recent evolution of social coverage in Brazil. - Ansiliero, Graziela; Paiva, Luis Henrique. [No: 38389]

Journal of Asset Management, vol. 9 (2) (2008)

• Asia as a financial centre — Opportunities and obstacles. - Yoshikuni, Shinichi. [No: 38428]
• Ownership, governance mechanisms, and agency costs in China's listed firms. - Firth, Michael; Fung, Peter M Y; Rui, Oliver M. [No: 38429]
• Portfolio optimisation: A fuzzy multi-objective approach. - Orti, Francesc J; Saez, Jose B. [No: 38432]
• Portfolio selection in an expected shortfall framework during the recent 'credit crunch' period. - Ho, Lan-chih; Cadle, John; Theobald, Michael. [No: 38431]
• Private equity in developing nations. - Banerjee, Arindam. [No: 38434]
• Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets. - Bessler, Wolfgang; Drobetz, Wolfgang; Seidel, Jorg. [No: 38430]
• Structural positions and risk budgeting: Quantifying the impact of structural positions and deriving implications for active portfolio management. - Herold, Ulf; Maurer, Raimond. [No: 38433]

Journal of Pension Economics & Finance, vol. 7 (2) (2008)

• Discrete choice model in a market with product differentiation: the Argentine pension fund system. - Apella, Ignacio. [No: 38437]
• Does funding of pensions stimulate economic growth? - Davis, E Philip; Hu, Yu-Wei. [No: 38439]
• Earnings management, expected returns on pension assets, and resource allocation decisions. - Asthana, Sharad. [No: 38438]
• Pension reductions: can welfare be preserved by delaying retirement? - Lachance, Marie-Eve. [No: 38436]
• What determines supply and demand for occupational pensions in Germany? - Dummann, Kathrin. [No: 38435]

Journal of Social Policy, vol. 37 (3) (2008)

• Active Labour Market Policy and Unemployment Scarring: A Ten-year Swedish Panel Study. - Strandh, Mattias; Nordlund, Madelene. [No: 38403]
• Decentring Social Policy? Devolution and the Discipline of Social Policy: A Commentary. - Williams, Charlotte; Mooney, Gerry. [No: 38409]
• Disability and the Implications of the Wellbeing Agenda: Some Reflections from the United Kingdom. - Edwards, Claire; Imrie, Rob. [No: 38402]
• Dual Incentives and Dual Asset Building: Policy Implications of the Hutubi Rural Social Security Loan Programme in China. - Guo, Baorong; Huang, Jin; Sherraden, Michael; Zou, Li. [No: 38407]
• Judging a Book by its Cover: Did Perceptions of the 1996 US Welfare Reforms Affect Public Support for Spending on the Poor? - Hetling, Andrea; McDermott, Monika L. [No: 38408]
• Labour Market Policy for ‘Active Ageing’ in Europe: Expanding the Options for Retirement Transitions. - Hartlapp, Miriam; Schmid, Gunther. [No: 38405]
• Voluntary Unemployment Insurance and Trade Union Membership: Investigating the Connections in Denmark and Sweden. - Clasen, Jochen; Viebrock, Elke. [No: 38406]
• Women, Labour, and Public Policy: Female Labour Market Integration in OECD Countries. A Comparative Perspective. - Stadelmann-Steffen, Isabelle. [No: 38404]