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On the role of the actuary in a changing world

This wide ranging, non-technical paper examines the present economic model, the financial services industry's present function and the appropriateness of the Institute and Faculty of Actuaries' present strategy and direction in the aftermath of the ... read more >>

Insurance risk and ruin

The focus of this book is on the two major areas of risk theory: aggregate claims distributions and ruin theory. For aggregate claims distributions, detailed descriptions are given of recursive techniques that can be used in the individual and collective ... read more >>

10/06 - The Actuary - June 2010

Features: Greg Wojciechowski - The CEO of the Bermuda Stock Exchange talks to Marjorie Ngwenya World Cup fever - Greg Becker and Arminder Kainth ask who is likely to win the World Cup? Can you get an answer from a model? Solvency II: Theory and practice - ... read more >>

(44) British Actuarial Journal Volume 9 Part 5

Guest Editorial. Professionalism and Trust / By C. D. Daykin The Implications of Fair Value Accounting for General Insurance / P. K. Clark, P. H. Hinton, E. J. Nicholson, L. Storey, G. G. Wells and M. G. White Practical Risk Management for Equity ... read more >>

10/05 - The Actuary - May 2010

Breath of fresh air - Yiding Jiang explains why a greener planet would mean a healthier future Q&A: Jim Sitcliffe - The chairman of the Board for Actuarial Standards tells Marjorie Ngwenya about his life and work Election: Party politics and the ... read more >>

(45) British Actuarial Journal Volume 10 Part 1

The Measurement and Modelling of Commercial Real Estate Performance / P. M. Booth and G. Marcato (Abstract of the Discussion on the preceding) Expectations of Life / T. B. L. Kirkwood. Lecture to the Faculty of Actuaries, and including Questions ... read more >>

(46) British Actuarial Journal Volume 10 Part 2

Guest Editorial: Continuing the Global Development of the Actuarial Profession / E. J. Levay Realistic Liabilities and Risk Capital Margins for With-Profits Business / D. W. Dullaway and P.D. Needlemand [SKU: TBBAJV10P2 ] ... read more >>

(47) British Actuarial Journal Volume 10 Part 3

Guest Editorial. No Journal is an Island / E. W. Frees Hedge Funds / J. J. Caslin (Abstract of the Discussion on the preceding) Market Consistent Valuation of Life Assurance Business / T. J. Sheldon and A. D. Smith (Abstract of the ... read more >>

(48) British Actuarial Journal Volume 10 Part 4

Guest Editorial. The New Normal! Rational or Rationalisation? / H. H. Panjer Longevity in the 21st Century / R. C. Willets, A. P. Gallop, P. A Leandro, J. L. C. Lu, A. S. MacDonald, K. A. Miller, S. J. Richard, N. Robjohns, J. P. Ryan and H. R. ... read more >>

(49) British Actuarial Journal Volume 10 Part 5

Guest Editorial / T. D. Kingston Presentation of an Institute Finlaison Medal to Mr Roy Edgar Brimblecombe Quantifying Operational Risk in General Insurance Companies / M. H. Tripp, H. L. Bradley, R. Devitt, G. C. Orros, G. L. Overton, L. M. ... read more >>

(50) British Actuarial Journal Volume 11 Part 1

Address by the President of the Institute of Actuaries: Restoring Confidence in Long-Term Savings / Michael Alan Pomery Address by the President of the Faculty of Actuaries / Harvie Walker Brown Funding Defined Benefit Pension Schemes / T. ... read more >>

(51) British Actuarial Journal Volume 11 Part 2

Guest Editorial / J. J. McCutcheon Notes on Options, Hedging, Prudential Reserves and Fair Values / A. D. Wilkie, M. P. Owen and H. R. Waters (Abstract of the Discussion on the preceding) [SKU: TBBAJV11P2 ] ... read more >>

(52) British Actuarial Journal Volume 11 Part 3

Guest Editorial. Actuarial Science as a Scientific Discipline: the Next Step / J. Lemaire Realistic Valuation of Life Office Liabilities. Abstract of the Discussion, and including a Short Paper ‘Sample of Topics for Discussion’ / D. O. Forfar [SKU: ... read more >>

(53) British Actuarial Journal Volume 11 Part 4

Guest editorial: Lost in translation / P.P. Boyle Risk management in a fair valuation world / M.H.D. Kemp (Incl. abstract of the discussion on the preceding) Is there a retirement savings crisis? Whither pension reform? / Introduction and abstract of ... read more >>

09/11 - The Actuary - November 2009

Solvency II : A point of consistency - Andy Frepp, Craig Turnbull and Sandy Sharp highlight some unfortunate consequences of hte Solvency II technical provisions Risk : Managing liquidity risk - Paul Sweeting and Patrick Kelliher compare the advice given ... read more >>

09/12 - The Actuary - December 2009

2020 vision - Marian Elliott imagines the shape of a globalised actuarial profession in 2020 ERM : to uncertainty... and beyond - Chris Lewin charts the development of a ground breaking ERM guide ERM : health at risk - George Orros and John Smith ... read more >>

(54) British Actuarial Journal Volume 12 Part 1

How to Model Operational Risk, If You Must / P. Embrechts (Summary of the Lecture to the Faculty of Actuaries) The Importance of Year of Birth in Two-Dimensional Mortality Data / S. J. Richards, J. G. Kirby and I. D. Currie Is This the End of the ... read more >>

(55) British Actuarial Journal Volume 12 Part 2

Celebrating 150 years of the Faculty of Actuaries in Scotland / H.W. Brown, President of the Faculty of Actuaries Message from the International Actuarial Association to the Faculty of Actuaries in Scotland on the Occasion of its 150th Anniversary / J.-L. ... read more >>