New Additions to the Actuarial Profession's Libraries, June 2011
June 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
Actuarial and insurance history
The theory that would not die: how Bayes' rule cracked the enigma code, hunted down Russian submarines and emerged triumphant from two centuries of controversy. - Bertsch McGrayne, Sharon. - Yale University Press, 2011. - xiii, 320 pages. - ISBN: 9780300169690. [No: 45124]
Economics and finance
The future of the UK financial services industry. - Chetham, Jacqui. - Pearson Professional, for FT, 1995. - x, 144 p. pages. - ISBN: 1853343005. [No: 45358]
General insurance
Butterworths insurance law 2011. - 12th ed. - LexisNexis Butterworths, 2011. - 3228 pages. - ISBN: 9781405755825. [No: 63520]
Reinsurance. - Paine, Christopher. - Ane Books Pvt. Ltd. 2009. - vii, 294 pages. - ISBN: 9788180522994. [No: 45360]
General reference
The Scottish Law Directory 2011: (The White Book). - LexisNexis UK, 2011. - 1240 pages. - ISBN: 9781405755801. [No: 61796]
Life assurance ; Risk management
Life insurance risk management essentials. - EAA series. - Koller, Michael. - Springer-Verlag, 2011. - xxi, 334 p. pages. - ISBN: 9783642207204. [No:45278]
Miscellaneous
Tolley's guide to salary sacrifice. - Moffatt, Gavin. - Lexis Nexis, 2011. - 72 pages. - ISBN: 9780754542636. [No: 45277]
Journals
ASTIN Bulletin, vol. 41 (1) (2011)
- Ambiguity aversion : a new perspective on insurance pricing. - Zhao, Lin; Zhu, Wei. [No: 45304]
- A Bayesian approach for estimating extreme quantiles under a semiparametric mixture model. - Cabras, Stefano; Castellanos, Maria Eugenia. [No: 45301]
- Bayesian stochastic mortality modelling for two populations. - Cairns, Andrew J G; Blake, David; Dowd, Kevin; Coughlan, Guy D; Khalaf-Allah, Marwa. [No: 45299]
- Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers. - Martinez Miranda, Maria Dolores; Nielsen, Bent; Nielsen, Jens Perch; Verrall, Richard. [No: 45302]
- Maximum likelihood and estimation efficiency of the chain ladder. - Taylor, Greg. [No: 45303]
- Measuring comonotonicity in M-dimensional vectors. - Koch, Inge; De Schepper, Ann. [No: 45305]
- A note on subadditivity of zero-utility premiums. - Denuit, Michel; Eeckhoudt, Louis; Menegatti, Mario. [No: 45307]
- On maximum likelihood and pseudo-maximum likelihood estimation in compound insurance models with deductibles. - Paulsen, Jostein; Stubo, Knut. [No: 45298]
- On the moments of aggregate discounted claims with dependence introduced by a FGM copula. - Bargès, Mathieu; Cossette, Helene; Loisel, Stéphane; Marceau, Etienne. [No: 45306]
- Pension fund management and conditional indexation. - Kleinow, Torsten. [No: 45300]
- Statistical analysis of the spreads of catastrophe bonds at the time of issue. - Papachristou, Dimitris. [No: 45308]
Financial Analysts Journal, vol. 67, 3 (May/Jun) (2011)
- Another clue to volatility. - Fridson, Martin S. [No: 45315]
- Capturing credit spread premium. - Ng, Kwok-Yuen; Phelps, Bruce D. [No: 45319]
- International diversification works (eventually) - Asness, Clifford S; Israelov, Roni; Liew, John M. [No: 45316]
- Liquidity level or liquidity risk? evidence from the financial crisis. - Lou, Xiaoxia; Sadka, Ronnie. [No: 45318]
- The margin of safety and turning points in house prices: observations from three developed markets. - Mizuno, Mitsuru; Tabner, Isaac T. [No: 45320]
- Practitioner portfolio construction and performance measurement: evidence from Europe. - Amenc, Noel; Goltz, Felix; Lioui, Abraham. [No: 45317]
Geneva Papers on Risk and Insurance, vol. 36 (2) (2011)
- Assessing adequacy of retirement income for U.S. households: a replacement ratio approach. - Yuh, Yoonkyung. [No: 45335]
- Demutualisation, control and efficiency in the U.S. life insurance industry. - Xie, Xiaoying; Lu, WeiLi; Reising, Joseph; Stohs, Mark Hoven. [No: 45331]
- The productivity of European life insurers: best-practice adoption vs. innovation. - Bertoni, Fabio; Croce, Annalisa. [No: 45329]
- Risk margin estimation through the cost of capital approach: some conceptual issues. - Floreani, Alberto. [No: 45332]
- A traffic light approach to solvency measurement of Swiss occupational pension funds. - Braun, Alexander; Rymaszewski, Przemyslaw; Schmeiser, Hato. [No: 45333]
- Value relevance of embedded value and IFRS 4 insurance contracts. - Chung-Fern, Rebecca; Wen-Hsin, Hsu. [No: 45334]
- What motivates insurers to use derivatives: evidence from the United Kingdom life insurance industry. - Yung-Ming, Shiu. [No: 45330]
Geneva Risk and Insurance Review, vol. 36 (1) (2011)
- Conversion and efficiency performance changes: evidence from the U.S. property-liability insurance industry. - Chen, Lih-Ru; Lai, Gene C; Wang, Jennifer L. [No: 45273]
- Impacts of jumps and stochastic interest rates on the fair costs of guaranteed minimum death benefit contracts. - Quittard-Pinon, François; Randrianarivony, Rivo. [No: 45275]
- Surety bonds with fair and unfair pricing. - Wambach, Achim; Engel, Andreas R. [No: 45274]
- Weather risk hedging in the European markets and international investment diversification. - Yang, Charles C; Li, Linda Shihong; Wen, Min-Ming. [No: 45276]
Journal of Asset Management, vol. 12 (2) (2011)
- An adequate measure for exchange rate returns Invited editorial. - de Jong, Marielle. [No: 45309]
- Constructing 130/30-portfolios with the Omega ratio. - Gilli, Manfred; Schumann, Enrico; Di Tollo, Giacomo; Cabej, Gerda. [No: 45310]
- Does the BEYR help predict UK sector returns? - McMillan, David G. [No: 45314]
- Generalized marginal risk. - Keel, Simon; Ardia, David. [No: 45312]
- Pricing liquidity risk and cost in the stock market: How different was the financial crisis? - Han, Xue; Jian, Zheng. [No: 45311]
- Returns in trading versus non-trading hours: The difference is day and night. - Kelly, Michael A.; Clark, Steven P. [No: 45313]
The journal of poverty and social justice, vol. Vol 19 (2, June) (2011)
- Privatisation and pensions: what does this mean for women? - Foster, Liam. [No: 45361]
Journal of Social Policy, vol. 40 (2) (2011)
- Assessing the role of increasing choice in English social care services. - Stevens, Martin; Glendinning, Caroline; Jacobs, Sally. [No: 45339]
- Changes in parental assets and children's educational outcomes. - Loke, Vernon; Sacco, Paul. [No: 45344]
- Choice and welfare reform: lone parents’ decision making around paid work and family life. - Rafferty, Anthony; Wiggan, Jay. [No: 45340]
- The ‘deserving’ rich? inequality, morality and social policy. - Rowlingson, Karen; Connor, Stewart. [No: 45346]
- Early occupational aspirations and fractured transitions: a study of entry into ‘NEET’ status in the UK. - Yates, Scott; Harris, Angel; Sabates, Ricardo; Staff, Jeremy. [No: 45350]
- The ethics of welfare provision for migrants: a case for equal treatment and the repositioning of welfare. - Bolderson, Helen. [No: 45337]
- Food and nutrition security at risk in later life: evidence from the United Kingdom expenditure & food survey. - Deeming, Christopher. [No: 45348]
- Helping the poorest help themselves? encouraging employment past 65 in England and the USA. - Lain, David. [No: 45349]
- Homelessness and the mobile shelter system: public transportation as shelter. - Nichols, Laura; Cazares, Fernando. [No: 45343]
- An institutional embeddedness of welfare opinions? the link between public opinion and social policy in the Netherlands (1970–2004) - Raven, Judith; Achterberg, Peter; Van der Veen, Romke; Yerkes, Mara. [No: 45345]
- Opportunity and solidarity. - Taylor-Gooby, Peter. [No: 45347]
- Searching for poverty-aware social work: discourse analysis of job descriptions. - Krumer-Nevo, Michal; Weiss-Gal, Idit; Levin, Lia. [No: 45342]
- Tackling neglect and mental health reform in a devolved system of welfare governance. - Costa-Font, Joan; Salvador-Carulla, Luis; Cabases, Juan M.; Alonso, Jordi; McDaid, David. [No: 45341]
- Telling policy stories : an ethnographic study of the use of evidence in policy-making in the UK. - Stevens, Alex. [No: 45338]
- Upskilling the workers will not upskill the work. why the dominant economic framework limits child poverty reduction in the UK. - Lewis, Paul. [No: 45351]
- Welfare-to-work and the responsiveness of employment providers to the needs of refugees. - Shutes, Isabel. [No: 45352]
Scandinavian Actuarial Journal, vol. 2 (2011)
- Covariance of discounted compound renewal sums with a stochastic interest rate. - Leveille, Ghislain; Adekambi, Franck. [No: 45356]
- Extending the Lee-Carter model: a three-way decomposition. - Russolillo, Maria; Giordano, Giuseppe; Haberman, Steven. [No: 45354]
- On a multi-threshold compound Poisson surplus process with interest. - Mitric, Ilie-Radu. [No: 45353]
- The proper distribution function of the deficit in the delayed renewal risk model. - Kim, So-Yeun; Willmot, Gordon E. [No: 45355]