Document library
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The biology of life span: a quantitative approach, by A L Gavrilov and N S Gavrilova (Book review)
J.I.A. 119, II, 379–381 REVIEWS The Biology of Life Span: a Quantitative Approach. By L. A. GAVRILOV and N. S. GAVRILOVA (Harwood Academic Publishers) £62. The authors, a husband and wife team, have produced an interesting and carefully argued book ... read more >>
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A handbook of financial mathematics, by Peter C Cartledge (Book review)
J.I.A. 119, II, 379–381 REVIEWS The Biology of Life Span: a Quantitative Approach. By L. A. GAVRILOV and N. S. GAVRILOVA (Harwood Academic Publishers) £62. The authors, a husband and wife team, have produced an interesting and carefully argued book ... read more >>
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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
J.I.A. 119, III, 569-580 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 BY J. J. McCUTCHEON, M.A., Ph.D., D.Sc., F.F.A. AND P. J. ... read more >>
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Life profit reporting - what future?. Report of seminar
J.I.A. 118, III, 515-516 LIFE PROFIT REPORTING-WHAT FUTURE? SEMINAR, 8 MAY 1991 As part of its ongoing programme to provide a discussion forum on topics of interest to actuaries in the life assurance field, the Institute of Actuaries held a Seminar ... read more >>
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Actuarial graduation practice and generalised linear and non-linear models
It is demonstrated how existing actuarial graduation practice, used in the construction of life tables, can be extended to considerable effect by formulating the techniques within the generalised linear and non-linear modelling framework. J.I.A. 118, II, ... read more >>
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Notes on the Transactions of the Faculty of Actuaries
J.I.A. 118, III, 525 NOTES ON THE TRANSACTIONS OF THE FACULTY OF ACTUARIES 42, 1 (No. 278) 1990 SOUNESS, J. M. Presidential Address. PURCHASE D. E., FINE, A. E. M., HEADDON, C. P., HEWITSON, T. W., JOHNSON, C. M., LUMSDEN, I. C., MAW:, M. H., ... read more >>
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Chain ladder and maximum likelihood
This paper derives second moments of estimates of the parameters in the chain ladder model. Thus, the so-called link ratios, and proportions of ultimate claims for each development year are considered. This enables confidence statements about the chain ... read more >>
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The recent trend of mortality in Great Britain
This note continues a regular series on mortality rates in Great Britain, showing the mortality experienced in each age-group in 1989 and comparing this for broad age-groups, on a standardised basis, with mortality in earlier years. J.I.A. 118, III, ... read more >>
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Notes on other actuarial journals
J.I.A. 118, III, 526 NOTES ON OTHER ACTUARIAL JOURNALS BELGIUM Koninklijke Vereniging der Belgische Actuarissen Actuarissen Association Royale des Actuaires Belges BULLETIN o. 83, 1989 VAN GOMPEL, R. Consumerisme et Concurrence; Mots-clés de ... read more >>
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Notes on the Transactions of the Faculty of Actuaries
NOTES ON OTHER ACTUARIAL JOURNALS UNITED STATES OF AMERICA Proceedings of the Casualty Actuarial Society Vol. 70 HECKMAN, P. E. and MEYERS, G. G. The Calculation of Aggregate Loss Distributions from Claim Severity and Claim Count Distributions. This ... read more >>
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Notes on the Journal of the Institute of Actuaries, vol. 116
NOTES ON THE JOURNAL OF THE INSTITUTE OF ACTUARIES VOL. 116 PART I, No. 463 (1989) Presentation of an Institute Finlaison Medal to Mr Ronald William Abbott. (pp. l-3). Presentation of an Institute Finlaison Medal to Mr Edward Alexander Johnston. (pp. ... read more >>
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Notes on other actuarial journals
J.I.A. 118, II, 313– 316 NOTES ON OTHER ACTUARIAL JOURNALS GERMANY Blätter der Deutschen Gesellschaft für Versicherungsmathematik, 19 April 1989, 1 REISS, R.-D. Statistical Inference Based on Large Claims via Poisson Approximation. Part I: Poisson ... read more >>
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Articles, papers and publications of actuarial interest
J.I.A. 118, II, 317 ARTICLES, PAPERS AND PUBLICATIONS OF ACTUARIAL INTEREST POPULATION 45, 3 DESJARDINS, B. and CHARBONNEAU, H. L‘héritabilité de la longévité. A survey of Quebec settlers who married before 1668 and their descendants showed a ... read more >>
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Gunlake, John Henry (Memoir)
J.I.A. 118, I, 193 MEMOIR J O H N H E N R Y GUNLAKE J O H N GUNLAKE died on 11 September 1990 a g e d 85. H e qualified a s a Fellow in 1933, and served on the Council f o r 21 years from 1941 to 1966. H e w a s ... read more >>
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On modelling select mortality
In this paper we present an approach to the graduation of select mortality data and we illustrate this approach by graduating the CMIB’s data for Female Permanent Assurances 1979-1982. The difference between our approach and that of the CMIB is that ... read more >>
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Papers presented to the Staple Inn Actuarial Society, the Faculty of Actuaries Students' Society and to provincial actuarial societies: 1990-91
HILTON, F. P. Investment management for the1990s (9/90). GHILONI, F. W. Small self-administered schemes (10/90). URWIN. R Success in investment management: id ntifying tomorrow's successful manager today (11/90). MEHTA, S. J. B. and INSTANCE, J. ... read more >>
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Notes on the Financial Times-Actuaries Equity Share Indices in 1989
NOTES ON THE “FINANCIAL TIMES”— ACTUARIES EQUITY SHARE INDICES IN 1989 BY: J. C. H. BRUMWELL, M.A., F.I.A. l. CLASSIFICATION OF STOCK EXCHANGE SECURITIES BY INDUSTRY The original classifications were set out in the 1970 note in this series (T.F.A., ... read more >>
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The 2nd AFIR International Colloquium, 17-20 April 1991
J.I.A. 118, III, 509-513 THE 2ND AFIR INTERNATIONAL COLLOQUIUM 17- 20 APRIL 1991 THE 2nd AFIR International Colloquium was held between 17 and 20 April 1991 at the Metropole Hotel in Brighton. AFIR (Actuarial Approach for Financial Risks) is the ... read more >>
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Articles, papers and publications of actuarial interest
J.I.A. 118, III, 527 ARTICLES, PAPERS AND PUBLICATIONS OF ACTUARIAL INTEREST BRITISH MEDICAL. JOURNAL 302, No. 6744 (23 February 1991) ROBINE, J. M. & RITCHIE, K. Healthy life expectancy: evaluation of global indicator of change in population ... read more >>
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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 >>