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)

 Books | Journals

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)

Applied Mathematical Finance, vol. 18 (5-6) (2011)

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)

South African Actuarial Journal, vol. 11 (2011)

Variance, vol. 5 (1) (2011)