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- Journal of the Institute of Actuaries [JIA] (1994) 121: 269-279
The Institute of Actuaries - general information, 1993
J.I.A. 121, I, 269–279 THE INSTITUTE OF ACTUARIES GENERAL INFORMATION 1993 269 270 The Institute of Actuaries—General Information COUNCIL & OFFICERS 1993–94 President Vice-Presidents Honorary Secretaries Treasurer Council WILLIAM MERVYN ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1993) 120: 227-228
Notes on other actuarial journals (1993)
J.I.A. 120, I, 227–228 NOTES ON OTHER ACTUARIAL JOURNALS THE NETHERLANDS Verbond van Verzekeraars in Nederland Het Verzekerings-Archief DEEL 68-1991-3 SCHREURS, R. A. H. Cyclic patterns in the investment return of domestic life insurers. This paper ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1993) 120: 237-247
The Institute of Actuaries - general information, 1992
J.I.A. 120, I, 237–247 THE INSTITUTE OF ACTUARIES GENERAL INFORMATION 1992 237 238 The Institute of Actuaries—General Information COUNCIL & OFFICERS 1992–93 President Vice- Presidents Honorary Secretaries Treasurer Council WILLIAM ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1993) 120: 249-249
Corrigendum JIA 119 part 1
J.I.A. 120, 1, 249 CORRIGENDA J.I.A. 119, Part I p. 116, Section 2, line 1 should end: during 1991, 15 less J.I.A. 119, Part III p. 437, line 3 should read: d2 = d1 – Z, p. 529, penultimate line should end: why arc these link p. 530, line 2 ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1993) 120: 249-249
Corrigendum JIA 119 part 3
J.I.A. 120, 1, 249 CORRIGENDA J.I.A. 119, Part I p. 116, Section 2, line 1 should end: during 1991, 15 less J.I.A. 119, Part III p. 437, line 3 should read: d2 = d1 – Z, p. 529, penultimate line should end: why arc these link p. 530, line 2 ... read more >>
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- Renshaw, A E
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 107-113
Comments on "Some results on the Gompertz and Heligman and Pollard laws of mortality"
The consequences of graduating truncated English Life Table data by either the Gompertz or truncated Heligman and Pollard ‘laws of mortality’, recently advocated by Thatcher (1990), are examined in greater detail. J.I.A. 119, 1, 107–113 ... read more >>
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- Haberman, S
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 345-364
HIV, AIDS and the approximate calculation of life insurance functions, annuities and net premiums
The paper presents an application of the Markov chain as a tool for the calculation of life contingencies functions (e.g. assurance, annuity, net premium, policy value functions) arising from a multi-state model which represents the transmission and ... read more >>
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- Harris, R A
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 373-377
Asset Liability Convention, 29-30 April 1992
J.I.A. 119, II, 373–377 ASSET LIABILITY CONVENTION 29–30 APRIL 1992 A TWO-DAY convention was held at Peterborough by the Institute of Actuaries and the Faculty of Actuaries on ‘Asset Liability Management’ issues for financial institutions. The ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 589-590
Notes on other actuarial journals
J.I.A. 119, III, 589–590 NOTES ON OTHER ACTUARIAL JOURNALS GERMANY Blätter der Deutschen Gesellschaft für Versicherungsmathematik, 20 April 1992, 2 JENSEN, G. The Calculus of Stieltjes–Schärf Integral 1. On the basis of approximations by step ... read more >>
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- Author:
- Rodger Scadden
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 163-168
Reviews: SCOR Notes: International Prize in Actuarial Science. April 1991
J.I.A. 119, I, 163–168 REVIEWS Insurance in the EEC—The European Community’s Programme for a new Regime, an Industry Report. Prepared by CLIFFORD CHANCE (Lloyd’s of London Press Ltd., 1990) £75.00 As we are now in 1992, the year targeted for ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 161
Articles, papers and publications of actuarial interest
J.I.A. 119, I, 161 ARTICLES, PAPERS AND PUBLICATIONS OF ACTUARIAL INTEREST JOURNAL OF INSURANCE MEDICINE 18 (1986) BUTZ, R. A. The epidemiology of severe injuries in Structured Settlement applications. The characteristics of 6461 severely injured ... read more >>
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- Daykin, C D
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 313-343
The developing role of the Government Actuary's Department in the supervision of insurance
Following a brief outline of the origins of the actuarial profession in the United Kingdom, the paper traces the involvement of actuaries in the supervision of insurance in the UK, and recalls the origins and early development of actuaries in government. ... read more >>
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- Daykin, C D
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 169-171
Johnston, Edward A (Memoir)
169 REVIEW The Economic Background to Investment by H. B. ROSE [Pp. xi+661. Cambridge University Press, 1960. Price, 40s.] The author of this book was for ten years until 1958 head of the Economic Intelligence Department of a large British ... read more >>
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- Author:
- Cook, J R
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 127-138
The actuary in pensions - the growing challenge. Joint Actuarial Convention, Harrogate, 15-18 September 1991
J.I.A. 119, I, 127–138 THE ACTUARY IN PENSIONS-THE GROWING CHALLENGE JOINT ACTUARIAL CONVENTION, HARROGATE, 16–l8 SEPTEMBER 1991 THE 4th residential Actuarial Convention, Harrogate, 16–18 September 1991, was arranged jointly by the Institute and the ... read more >>
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 155-159
Notes on other actuarial journals
J.I.A. 119, III, 155–159 NOTES ON OTHER ACTUARIAL JOURNALS NETHERLANDS Het Verzekerings-Archief DEEL 68-1991-1 VAN DER BERGHE, L. A. A. Strategische keuzes dringen zich op voor alle partners in de verzekeringsmarkt. The author believes that ... read more >>
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- Author:
- Lever, C D
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 383-384
Benjamin, Sidney (Memoir)
J.I.A. 119, II, 383–384 MEMOIR SIDNEY BENJAMIN WE are all familiar with the words of Bacon which appear on the front of every issue of this Journal. Sidney used them in the speech he made in October 1985 when receiving his Gold Medal from the ... read more >>
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- Author:
- George, C M
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 369-372
Financial reporting for life assurance: seminar, 2 April 1992
J.I.A. 119, II, 369–372 FINANCIAL REPORTING FOR LIFE ASSURANCE SEMINAR, 2 APRIL 1992 A ONE-DAY Seminar was held at Staple Inn Hall jointly by the Institute of Actuaries and the Faculty of Actuaries, on ‘Financial Reporting for Life Assurance’. The ... read more >>
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- Author:
- Renshaw, A E
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 69-85
Joint modelling for actuarial graduation and duplicate policies
In this paper it is demonstrated how recently developed statistical techniques designed to facilitate the joint modelling of the mean and dispersion are well suited to model the presence of duplicate policies in graduation. J.I.A. 119, I, 69-85 JOINT ... read more >>
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- Author:
- Brumwell, J C H
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 115-125
Notes on the Financial Times-Actuaries United Kingdom Share Indices in 1991
Continuing process of updating company classifications. Sixty constituents deleted during 1991 - more as a result of casualty rule than those taken over. Only forty eight replaced - reflecting difficulty in finding suitable new non-industrial ... read more >>
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- Author:
- Sherris, M
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- Journal of the Institute of Actuaries [JIA] (1992) 119: 45-67
Reserving for deferred capital gains tax (an application of option pricing theory)
This paper sets out a framework, based on option pricing theory, that can be used to assess the value of deferred unrealised capital gains tax. In the UK and Australia, capital gains tax is paid on realisation of assets and the basis for determining the ... read more >>