Document library
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- Journal of the Institute of Actuaries [JIA] (1988) 115: 348-348
Corrigendum JIA 114 part 2
CORRIGENDA J.I.A., 114, Part II A Linear Approach To Loan and Valuation Problems. By A. BRACE, B.A. On page 395 in the Proof of Theorem 2 replace the first twelve lines by: Proof: Define the upper triangular k × k valuation matrix V to have entries ... read more >>
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- Author:
- David Forfar; John McCutcheon; David Wilkie
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- Journal of the Institute of Actuaries [JIA] (1988) 115: 001-149
On graduation by mathematical formula
ON GRADUATION BY MATHEMATICAL FORMULA BY D. O. FORFAR, B.A., F.F.A., A.I.A., J. J. MCCUTCHEON, M.A., PH.D., F.F.A. AND A. D. WILKIE, M.A., F.F.A., F.I.A. 1. INTRODUCTION In the course of work undertaken as members of the Executive Committee of the ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1989) 116: 187-187
Notes on the Transactions of the Faculty of Actuaries
NOTES ON THE TRANSACTIONS OF THE FACULTY OF ACTUARIES 40, 3 (No. 272), 1988 LUFFRUM, G. G., O’LEARY, A. G. & SHEDDEN, A. D. The Life Associations’ Inter-Office Expense Investigation. (Previously discussed at the Institute on 28 April 1986. See ... read more >>
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- Author:
- Collett, R L
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 607-609
Assessing the solvency and financial strength of a general insurance company (Correspondence)
CORRESPONDENCE RE: Assessing the Solvency and Financial Strength of a General Insurance Company, J.I.A. 114, 227. Perhaps I should disqualify myself at the outset, since I am an actuary who specializes in life and health insurance, not general ... read more >>
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- Author:
- Brace, A E
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 393-402
A linear approach to loan and valuation problems
An approach to loan and valuation problems through linear algebra is used to cast commonly applied rules into a general form suitable for routine use under complex conditions. An illustrative example is included. A LINEAR APPROACH TO LOAN AND VALUATION ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 408
Articles, papers and publications of actuarial interest
ARTICLES, PAPERS AND PUBLICATIONS OF ACTUARIAL INTEREST THE STATISTICIAN, 35, 3 (1986) AICKIN MICKEL. Linear Statistical Analysis of Discrete Data. “Even if you have read all the books on discrete multivariate data analysis published since the early ... read more >>
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- Author:
- Brumwell, J C H
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- Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 83-97
Notes on the Financial Times-Actuaries Equity Share Indices in 1985
83 NOTES ON THE “FINANCIAL TIMES” ACTUARIES EQUITY SHARE INDICES IN 1985 by J. C. H. BRUMWELL, MA., F.I.A. 1. CLASSIFICATION OF STOCK EXCHANGE SECURITIES BY INDUSTRY The original classifications were set out in the 1970 note in this series ... read more >>
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- Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 148-149
Notes on the Journal of the Institute of Actuaries, vol. 112
148 NOTES ON THE JOURNAL OF THE INSTITUTE OF ACTUARIES VOL.112, PART I, No. 450 (1985) Professor P. G. Moore. The Necessity for Change (pp. 1-18). D. P. Hager and D. J. Lord. The Property Market, Property Valuations and Property Performance ... read more >>
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- Journal of the Institute of Actuaries Students' Society [JSS] (1987) 30: 221-229
Synopses of papers presented, 1985-1986
SYNOPSES STATISTICAL METHODS FOR ACTUARIES BY PATRICK CARROLL (Synopsis of a paper presented to the Society on 7 January 1986) STATISTICAL METHODS are central to actuarial investigation. This emphasis has increased with the move away from a primary ... read more >>
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- Author:
- Thatcher, A R
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 327-338
Mortality at the highest ages
The pattern of mortality at the highest ages has been considered by many authors. In earlier discussions, notably following the paper by Redington (1969), the hope was expressed that more work on the numbers of registered deaths at the highest ages, or ... read more >>
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- Author:
- Sherris, M
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 581-589
On the risk adjusted discount rate for determining life office appraisal values
This paper outlines some results of the theory of determining risk adjusted discount rates and the valuation of risky cash flows as developed in the finance literature, and discusses the application of this theory to the determination of life office ... read more >>
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- Author:
- Johnson, T A
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 153
Stock life insurance company profitability and workable competition, by S. Travis Pritchett and Ronald P. Wilder (Review)
153 NOTES ON THE TRANSACTIONS OF THE FACULTY OF ACTUARIES VOL. XVIII, PART v, 1947 C. S. PENN. Presidential Address, pp. 179–189. Discusses the question of recruitment to the profession. Among other things referred to are the special problems now ... read more >>
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- Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 439-440
Notes on the Journal of the Institute of Actuaries, vol. 113
439 NOTES ON THE JOURNAL OF THE INSTITUTE OF ACTUARIES Vol. 113, Part I, No. 453 (1986) Presentation of an Institute Gold Medal to Mr G. V. Bayley (pp.1-2). Presentation of an Institute Gold Medal to Prof. S. Benjamin (pp.3-6). Presentation of an ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 603-605
Reviews
REVIEWS An Introduction to the Mathematics of Finance. By J. J. McCutcheon and W. F. Scott. This book is the successor to D. W. A. Donald’s Compound Interest and Annuities Certain which, for many decades, formed the cornerstone of actuarial training ... read more >>
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- Author:
- Wise, A J
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 113-133
Matching and portfolio selection: Part 1
My paper entitled ‘The Matching of Assets to Liabilities’ described a new study of the subject of matching. The paper outlined the mathematical framework, showed some calculations, and suggested various applications in the field of actuarial valuation. ... read more >>
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- Author:
- Southall, S M
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 403-405
First one-day seminar, Staple Inn, 27 November 1986
FIRST ONE-DAY SEMINAR, STAPLE INN, 27 NOVEMBER 1986 As part of its developing Convention programme the Institute held its first one- day seminar on the theme “Responding to Recent Pensions Legislation” on 27th November 1986 at Staple Inn. The ... read more >>
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- Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 249-251
Donald, David William Alexander; and Cramér, Harald (Obituaries)
Obituary 249 David William Alexander Donald, OBE, TD On 25th April 1986 the Faculty lost one of its most distinguished Fellows when David Donald passed away suddenly after an evening spent dining with golfing friends. After leaving Dundee High ... read more >>
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- Author:
- Sherris, M.
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- Journal of the Institute of Actuaries Students' Society [JSS] (1987) 30: 97-115
Leveraged leasing: an example of the use of investment appraisal techniques
LEVERAGED LEASING An Example of the use of Investment Appraisal Techniques BY MICHAEL SHERRIS 1. THE ORIGINS OF LEVERAGED LEASING 1.1 THE origins of leveraged leasing are the trust arrangements used in the 1870's in the United States of America by ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1987) 114: 407
Papers presented to the Staple Inn Actuarial Society and to provincial actuarial societies, 1986-87
PAPERS PRESENTED TO THE STAPLE INN ACTUARIAL SOCIETY (FORMERLY THE STUDENTS’ SOCIETY) AND TO PROVINCIAL ACTUARIAL SOCIETIES, 1986-87 DAYKIN, C. D. and YOUNG, A. G. SANDERS, A. J. and SILBY, N. F. THORNTON, P. N. BUNCH, T. S. WHITE, H. D. ... read more >>
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- Author:
- Forfar, D O; Smith, D M
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- Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 98-134
The changing shape of English Life Tables
98 THE CHANGING SHAPE OF ENGLISH LIFE TABLES by D. O. FORFAR, B.A., F.FA. and D. M. SMITH, MA., F.F.A. 1. In a paper to the Institute of Actuaries (JIA 107, p. 49) Heligman and Pollard fitted certain mathematical curves to Australian national ... read more >>