New additions to the Actuarial Profession's Libraries, December 2011
Borrow items from this list via the Online library catalogue or email the libraries to request an item (please quote the reference number)
- How to borrow from the libraries
- Contact the libraries: libraries@actuaries.org.uk
Books
Economics and finance
Accounting and finance for non- specialists. - Atrill, Peter. - 7th ed. - Pearson, 2011. - 576 pages. - ISBN: 0273745964. [No: 74709]
At a glance, 2011-2012: essential court tables for ancillary relief. - Family Law Bar Association. 2011. - ISBN: 978-18595-933-6-3. [No: 33090]
Tolley's guide to retirement savings for high earners. - Ure, Alec. - 2nd ed. - LexisNexis, 2011. - 28 pages. - ISBN: 9780754542667. [No: 73662]
General insurance
Risk analysis in finance and insurance. - Financial mathematics series. - Melnikov, Alexander V. - 2nd ed. - Chapman & Hall/CRC, 2011. - x, 318 pages. - ISBN: 978-1-4200-7052-1. [No: 44513]
General reference
Whitaker's Almanack 2012. - 144th ed. - Bloomsbury, 2010. - 1369 pages. - ISBN: 978-1-4081-3012-4. - 1 vols. [No: 44512]
Who's who 2012: an annual biographical dictionary. - A & C Black, 2011. - 2560 pages. - ISBN: 978-1-4081- 4229-5. - 1 vols. [No: 11707]
Mathematics
Bayesian theory and methods with applications. - Savchuk, Vladimir; Tsokos, Chris P. - Atlantis Press, 2011. - 317 pages. - ISBN: 9789491216138. [No: 74707]
Risk management
The Basel III and beyond. - Cannata, Francesco; Quagliariello, Mario. - Risk Books, 2011. - 510 pages. - ISBN: 9781906348601. [No: 74705]
Corporate value of enterprise risk management: the next step in business management. -Segal, Sim. - Wiley, 2011. - xiii, 404 pages. - ISBN: 9780470882542. [No: 74706]
Social security
Social security programs throughout the world: Africa, 2011. - US Social Security Administration; International Social Security Association. - US SSA, 2009. - 189 pages. - ISBN: 978-0-16-089340-7. [No: 36618]
Journals
Anales del Instituto de Actuarios Españoles (Epoca 3a), vol. 17 (2011)
- Bayesian and credibility estimation for the Chain-Ladder reserving method. - Sánchez, J R; Vilar, J L. [No: 43380]
- Estimación de la esperanza matemática de vida mediante las transformadas de Wang. - Betzuen Zalbidegoitia, Amancio. [No: 44777]
- La idiosincrasia del actuario. - Moreno, Rafael; Trigo, Eduardo; Gómez, Olga; Iñaki de la Peña, J; Iturricastillo, Iván; Pozuelo, Emiliano. [No: 44778]
- Metodología para el cálculo de escenarios de caída de cartera en solvencia II en presencia de contagio entre cancelaciones. - Ayuso, Mercedes; Guillén, Montserrat; Pérez-Marín, Ana M. [No: 43378]
- Sensibilidad a las correlaciones entre líneas de negocio del SCR del modulo de suscripción no vida basado en la fórmula estándar. - Ferri, Antoni; Bermúdez, Lluís; Alcañiz, Manuela. [No: 44775]
- Sobre una clase de riesgos dependientes. - Sarabia, José Maria; Prieto, Faustino. [No: 43379]
- Un modelo bonus-malus con asignación de tarifas más competitivas en el mercado de seguro de automóviles. - Pérez Sánchez; José Maria; Gómez Déniz, Emilio; Calderín Ojeda, Enrique. [No: 44776]
- Using wavelet to non-parametric graduation of mortality rates. - Baeza Sampere, Ismael; Morillas Jurado, Francisco G. [No: 44779]
Applied Mathematical Finance, vol. 18 (5-6) (2011)
- Arithmetic Asian options under stochastic delay models. - McWilliams, Nairn; Sabanis, Sotirios. [No: 45522]
- The British put option. - Peskir, Goran; Samee, Farman. [No: 45527]
- Closed form approximations for spread options. - Venkatramanan, Aanand; Alexander, Carol. [No: 45523]
- Early exercise boundary for American type of floating strike Asian option and its numerical approximation. - Bokes, Tomáš; Ševcovic, Daniel. [No: 45520]
- Good-deal bounds in a regime-switching diffusion market. - Donnelly, Catherine. [No: 45525]
- Mean-variance optimal adaptiv3e execution. - Lorenz, Julian; Almgren, Robert F. [No: 45521]
- Option valuation with a discrete-time double Markovian regime-switching model. - Siu, Tak Kuen; Fung, Eric S; Ng, Michael K. [No: 45524]
- Small-time asymptotics for an uncorrelated local-stochastic volatility model. - Forde, Martin; Jacquier, Antoine. [No: 45526]
Financial Analysts Journal, vol. 67, 6 (Nov/Dec) (2011)
- Active management in mostly efficient markets. - Jones, Robert C; Wermers, Russ. [No: 45510]
- The impact of international institutional investors on local equity prices: Reversal of the size premium. - Jiang, Hao; Yamada, Takeshi. [No: 45512]
- Most likely to succeed: Leadership in the fund industry. - Pozen, Robert C; Hamacher, Theresa. [No: 45509]
- Trading relative performance with alpha indexes. - Sagi, Jacob S; Whaley, Robert E. [No: 45513]
- When two anomalies meet: The post-earnings announcement drift and the value-glamour anomaly. - Yan, Zhipeng; Zhao, Yan. [No: 45511]
Geneva Risk and Insurance Review, vol. 36 (2) (2011)
- The asymmetric information problem in Taiwan’s cancer insurance market. - Wang, Kili C; Peng, Jin-Lung; Sun, Yi-Yun; Chang, Yao- Chia. [No: 74790]
- Innovation and information acquisition under time inconsistency and uncertainty. - Chemarin, Sophie; Orset, Caroline. [No: 74787]
- On the underestimation of the precautionary effect in discounting. - Gollier, Christian. [No: 74785]
- Optimal brokerage commissions for fair insurance: a first order approach. - Hau, Arthur. [No: 74789]
- Properties of a risk measure derived from ruin theory. - Truffin, Julien; Albrecher, Hansjoerg; Denuit, Michel M. [No: 74788]
- (S,s)-adjustment strategies and hedging under Markovian dynamics. - Agliardi, Elettra; Andergassen, Rainer. [No: 74786]
Journal of Asset Management, vol. 12 (6) (2011)
- Dynamic equity asset allocation with liquidity-adjusted market risk criterion: Appraisal of efficient and coherent portfolios. - Al- Janabi, Mazin A M. [No: 45514]
- Impact of investment horizon on the performance of value versus growth styles and style allocation. - Wang, Jia. [No: 45519]
- Information spillovers between size and value premium in average stock returns. - Anheluk, Tobias E; Simlai, Pradosh. [No: 45515]
- Momentum change, industry group rotation and portfolio returns. - Islam, Muhammad M Gomes, Lawrence. [No: 45518]
- new asset allocation technique to reduce financial portfolio risk. - Gandolfi, Gino; Sabatini, Antonella; Rossolini, Monica. [No: 45517]
- Style investing and momentum investing. A case study. - de Moerloose, Sandrine; Giot, Pierre. [No: 45516]
Journal of Risk and Insurance, to vol. 78 (4) (2011)
- Asymmetric information and countermeasures in early twentieth-century American short-term disability microinsurance. - Murray, John E. [No: 74847]
- Can Micro Health Insurance Reduce Poverty? Evidence From Bangladesh. - Hamid, Syed Abdul; Roberts, Jennifer; Mosley, Paul. [No: 74845]
- Canonical valuation of mortality-linked securities. - Li, Johnny Siu-Hang; Ng, Andrew Cheuk-Yin. [No: 74875]
- CEO turnover and ownership structure: evidence from the U.S. property–liability insurance industry. - He, Enya; Sommer, David W. [No: 74869]
- The characteristics of firms that hire Chief Risk Officers. - Pagach, Donald; Warr, Richard. [No: 74850]
- Chief Executive officer incentives, monitoring, and corporate risk management. Evidence from insurance use. - Adams, Mike; Lin, Chen; Zou, Hong. [No: 74865]
- Claims-made and reported policies and insurer profitability in medical malpractice. - Born, Patricia; Boyer, M Martin. [No: 74848]
- Commitment and lapse behavior in long-term insurance: a case study. - Pinquet, Jean; Guillén, Montserrat; Ayuso, Mercedes. [No: 74880]
- Consumer response to a national marketplace for individual health insurance. - Parente, Stephen T; Feldman, Roger; Abraham, Jean; Xu, Yi. [No: 74859]
- Corporate governance and efficiency: evidence from U.S. property–liability insurance industry. - Huang, Li-Ying; Lai, Gene C; McNamara, Michael; Wang, Jennifer. [No: 74864]
- Corporate governance and issues from the insurance industry. - Boubakri, Narjess. [No: 74863]
- Crop price indemnified loans for farmers: a pilot experiment in rural Ghana. - Karlan, Dean; Kutsoati, Ed; McMillan, Margaret; Udry, Chris. [No: 74844]
- Defined benefit or defined contribution? A study of pension choices. - Cocco, João F; Lopes, Paula. [No: 74878]
- Disease-specific moral hazard and optimal health insurance design for physician services. - Koç, Cagatay. [No: 74860]
- Do U.S. insurance firms offer the “wrong” incentives to their executives? - Milidonis, Andreas; Stathopoulos, Konstantinos. [No: 74868]
- Does insurance help to escape the poverty trap?—a ruin theoretic approach. - Kovacevic, Raimund M; Pflug, Georg Ch. [No: 74890]
- Earnings smoothing, executive compensation, and corporate governance. Evidence from the property-liability insurance industry. - Eckles, David L; Halek, Martin; He, Enya; Sommer, David W; Zhang, Rongrong. [No: 74872]
- The efficiency of categorical discrimination in insurance markets. - Rothschild, Casey G. [No: 74853]
- An empirical examination of stakeholder groups as monitoring sources in corporate governance . - Cole, Cassandra R; He, Enya; McCullough, Kathleen A; Semykina, Anastasia; Sommer, David W. [No: 74870]
- Flood insurance coverage in the coastal zone. - Landry, Craig; Jahan-Parvar, Mohammad R. [No: 74858]
- Forecasting in an extended chain-ladder-type model. - Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch. [No: 74857]
- The impact of CEO turnover on property–liability insurer performance. - He, Enya; Sommer, David W; Xie, Xiaoying. [No: 74866]
- Institutional ownership stability and risk taking: evidence from the life–health insurance industry. - Cheng, Jiang; Elyasiani, Elyas; Jia, Jingyi. [No: 74867]
- Introduction to the 2011 symposium issue of JRI on Microinsurance. - Churchill, Craig; Phillips, Richard D; Reinhard, Dirk. [No: 74842]
- Longevity risk management in Singapore's national pension system. - Fong, Joelle H Y; Mitchell, Olivia S; Koh, Benedict S K. [No: 74879]
- Managerial discretion and corporate governance in publicly traded firms . Evidence from the property-liability insurance industry. - Miller, Steve M. [No: 74871]
- Mossin's theorem given random initial wealth. - Hong, Soon Koo; Lew, Keun Ock; MacMinn, Richard; Brockett, Patrick. [No: 74855]
- Multidimensional screening in insurance markets with adverse selection. - Crocker, Keith J; Snow, Arthur. [No: 74854]
- A new premium principle for equity-indexed annuities. - Gaillardetz, Patrice; Lakhmiri, Joe Youssef. [No: 74852]
- Participation in micro life insurance and the use of other financial services in Ghana. - Giesbert, Lena; Steiner, Susan; Bendig, Mirko. [No: 74843]
- The performance of microinsurance programs: a data envelopment analysis. - Biener, Christian; Eling, Martin. [No: 74846]
- Reinsurance and capital structure: evidence from the United Kingdom non-life insurance industry. - Shiu, Yung-Ming. [No: 74862]
- Restructuring of the Dutch nonlife insurance industry: consolidation, organizational form, and focus. - Bikker, Jacob A; Gorter, Janko. [No: 74849]
- Securitization of longevity risk using percentile tranching (pages) - Changki Kim and; Yangho Choi. [No: 74876]
- State dependent unemployment benefits. - Andersen, Torben M; Svarer, Michael. [No: 74856]
- Understanding the death benefit switch option in universal life policies. - Gatzert, Nadine; Schmitt-Hoermann, Gudrun. [No: 74874]
- Valuation of catastrophe equity puts with markov-modulated poisson processes. - Chang, Chia-Chien; Lin, Shih-Kuei; Yu, Min-Teh. [No: 74861]
- The value of enterprise risk management. - Hoyt, Robert E; Liebenberg, Andre P. [No: 74873]
- Valuing the longevity insurance acquired by delayed claiming of social security. - Sun, Wei; Webb, Anthony. [No: 74877]
- What makes a better annuity? - Scott, Jason S; Watson, John G; Hu, Wei-Yin. [No: 74851]
Journal of Risk and Uncertainty, vol. 43 (3) (2011)
- Controlling for initial endowment and experience in binary choice tasks. - Fatás, Enrique; Jiménez, Francisca; Morales, Antonio J. [No: 45530]
- Does nurture matter: Theory and experimental investigation on the effect of working environment on risk and time preferences. - Nguyen, Quang. [No: 45531]
- Risk attitudes in a social context. - Rohde, Ingrid M T; Rohde, Kirsten I M. [No: 45529]
- Viewing the future through a warped lens: Why uncertainty generates hyperbolic discounting. - Epper, Thomas; Fehr-Duda, Helga; Bruhin, Adrian. [No: 45528]
North American Actuarial Journal, to vol. 15 (3) (2011)
- Actuarial applications of epidemiological models. - Feng, Runhuan; Garrido, Jose. [No: 74822]
- A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks. - Dowd, Kevin; Blake, David; Cairns, Andrew J G. [No: 74836]
- Discussion of ‘‘Mortality Projections for Social Security Programs in the United States,’’ Alice H. Wade, Vol. 14, No. 3, 2010. - Cowell, Michael J. [No: 74823]
- Discussion of ‘‘Voluntary Termination of Life Insurance Policies: Evidence from the U.S. Market,’’ Shi-jie Jiang, Vol. 14, No. 3, 2010. - Robinson, Ryen; DesRochers, Christian. [No: 74830]
- Estimates of the incidence, prevalence, duration, intensity and cost of chronic disability among the US Elderly. - Stallard, Eric. [No: 74818]
- Explaining mortality dynamics: the role of macroeconomic fluctuations and cause of death trends. - Hanewald, Katja. [No: 74839]
- A gravity model of mortality rates for two related populations. - Dowd, Kevin; Cairns, Andrew J G; Blake, David; Coughlan, Guy D; Khalaf-Allah, Marwa. [No: 74841]
- Hedging longevity risk when interest rates are uncertain. - Tsai, Jeffrey T; Tzeng, Larry Y; Wang, Jennifer L. [No: 74834]
- Human survival at older ages and the implications for longevity bond pricing. - Mayhew, Leslie; Smith, David. [No: 74837]
- Improving the design of financial products in a multidimensional black-scholes market. - Bernard, Carole; Maj, Mateusz; Vanduffel, Steven. [No: 74820]
- Large sample behavior of the CTE and VaR estimators under importance sampling. - Ahn, Jae Youn; Shyamalkumar, Nariankadu D. [No: 74826]
- Longevity hedging 101: a framework for longevity basis risk analysis and hedge effectiveness. - Coughlan, Guy D; Khalaf- Allah, Marwa; Ye, Yijing; Kumar, Sumit; Cairns, Andrew J G; Blake, David; Dowd, Kevin. [No: 74832]
- Longevity-indexed life annuities. - Denuit, Michel; Haberman, Steven; Renshaw, Arthur. [No: 74821]
- Longevity risk and capital markets: the 2009-2010 update. - Blake, David; Brockett, Patrick; Cox, Samuel; MacMinn, Richard. [No: 74831]
- Markovian approaches to joint-life mortality. - Ji, Min; Hardy, Mary; Li, Johnny Siu-Hang. [No: 74824]
- Measuring basis risk involved in longevity hedges. - Li, Johnny Siu-Hang; Hardy, Mary R. [No: 74833]
- Mortality-indexed annuities: managing longevity risk via product design. - Richter, Andreas; Weber, Frederik. [No: 74835]
- Mortality measuremet at advanced ages: a study of the social security administration death master file. - Gavrilov, Leonid A; Gavrilova, Natalia S. [No: 74828]
- Mortality regimes and pricing. - Milidonis, Andreas; Lin, Yijia; Cox, Samuel H. [No: 74838]
- Optimal reinsurance and investment for a jump diffusion risk process under the CEV model. - Lin, Xiang; Li, Yanfang. [No: 74827]
- Optimum allocations to health care flexible spending accounts. - Ramsay, Colin M; Oguledo, Victor I. [No: 74829]
- The poisson log-bilinear lee-carter model: applications of efficient bootstrap methods to annuity analyses. - D'Amato, Valeria; di Lorenzo, Emilia; Haberman, Steven; Russolillo, Maria; Sibillo, Marliena. [No: 74840]
- Predicting the freqency and amount of health care expenditures. - Frees, Edward W; Gao, Jie; Rosenberg, Marjorie A. [No: 74825]
- A risk-based evaluation methodology for cost effectiveness of chronic condition health management. - Duncan, Ian; Beatty, Bryan; Day, Brian. [No: 74816]
- Structural changes in the lee-carter mortality indexes: detection and implications. - Li, Siu-Hang; Chan, Wai-Sum; Cheung, Siu-Hung. [No: 74817]
- The valuation of guaranteed lifelong withdrawal benefit options in variable annuity contracts and the impact of mortality risk. - Piscopo, Gabriella; Haberman, Steven. [No: 74819]
South African Actuarial Journal, vol. 11 (2011)
- The arbitrage-free equilibrium pricing of liabilities in an incomplete market. Application to a South African retirement fund. - Thomson, R J. [No: 74812]
- The capital-asset pricing model: the case of South Africa. - Reddy, T L; Thomson, R J. [No: 74813]
- Damages for personal injury and death: legal aspects relevant to actuarial assessments. - Koch, Robert J. [No: 74815]
- Promoting quality in the actuarial assessment of quantum of damages in South Africa. - Lowther, M W. [No: 74814]
Variance, vol. 5 (1) (2011)
- Catastrophes and workers compensation ratemaking. - Daley, Thomas V. [No: 44928]
- Copula regression. - Parsa, Rahul A; Klugman, Stuart A. [No: 44927]
- Correlated random effects for hurdle models applied to claim counts. - Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat. [No: 44926]
- Credibility for a tower of excess layers. - Clark, David R. [No: 44924]
- Pricing in a competitive insurance market driven by fractional noise. - Zimbidis, Alexandros A. [No: 44925]