Document library
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- Author:
- Andrew Thomson; Susan Cooper; David Craighead; Russell Devitt; Stewart Hartley; Roger Harvey; David Williams
- Source:
- General Insurance Convention 1981
Investment Risks Working Party report
An insurance company must maintain sufficient reserves and provisions to cover the following risks: Technical Risks; Investment Risks and Other Risks. There were three working parties, each one concentrating on one of the above three categorisations. The ... read more >>
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- Author:
- Spedding, A.
- Source:
- Institute of Actuaries Students' Society (1979)
Some aspects of matching and yield requirements for investment-linked and non-linked life assurance contracts
Presented to the Institute of Actuaries Students' Society on 30th October 1979 SOME ASPECTS OF MATCHING AND YIELD REQUIREMENTS FOR INVESTMENT-LINKED AND NON-LINKED LIFE ASSURANCE CONTRACTS by A. Spedding SYNOPSIS Many types of life assurance require the ... read more >>
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- Author:
- William Bishop
- Source:
- Journal of the Institute of Actuaries [JIA] (1980) 107: 093-096
UK & European share price behaviour: the evidence, by Paul Richards (Book review)
REVIEWS UK & European Share Price Behaviour: the Evidence, by PAUL H. RICHARDS [Kogan Page, 1979] Modern portfolio theory (as it is known in the United States) made its one actuarial appearance in Professor Moore’s paper “Mathematical Models in ... read more >>
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- Author:
- Keith Feldman
- Source:
- Journal of the Institute of Actuaries [JIA] (1977) 104: 227-240 Feldman, K S
The gilt-edged market reformulated
THIS GILT-EDGED MARKET REFORMULATED BY K. S. FELDMAN, B.Sc., Ph.D., F.I.A. 1. BACKGROUND 1.1. In this note it is argued that models of the gilt-edged market which are based on yield curves are unnecessarily restrictive and should not be expected to ... read more >>
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- Author:
- Hossack, I B; Taylor, G C
- Source:
- Journal of the Institute of Actuaries [JIA] (1974) 101: 89-95
A generalization of Makeham's formula for valuation of securities
A GENERALIZATION OF MAKEHAM’S FORMULA FOR VALUATION OF SECURITIES BY I. B. HOSSACK, B.Sc., A.I.A. AND G. C. TAYLOR, B.A., F.I.A. Published on the Centenary of Makeham’s Classic Paper MAKEHAM’S FORMULA ONE of the most powerful devices in the theory ... read more >>