New Additions to the Actuarial Profession's Libraries, May 2011

May 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 | Journals

Books

Actuarial education and profession
Construction of actuarial models : an introductory guide for actuaries and other business professionals. - Gauger, Michael A; Hosking, Michael. - 4th ed. - Professinal Education, 2009. - vi, 391 pages. - ISBN: 9780981608105. [No: 45211]

English-Chinese glossaries of actuarial terms. - Zhigang Xie. - 2nd ed. - [Ewen] 2010. - 355 pages. - ISBN: 9787547803349. [No: 45249]

 Fundamentals of actuarial mathematics. - Promislow, S David. - 2nd ed. - John Wiley & Sons Ltd, 2011. - 449 pages. - ISBN: 9780470684115. [No:45062]

Business and Management
Just business : business ethics in action. - Sternberg, Elaine. - Little, Brown & Co, 1994. - xii, 308 pages. - ISBN: 0316908436. [No: 45229]

Economics and finance
FRS 29: (IFRS 5): Financial instruments: disclosures. - Accounting Standards Board. - ASB, 2011. - 30 pages. - ISBN: 9781847984234. [No: 73661]

Market consistency. Model calibration in imperfect markets. - Kemp, Malcolm. - Wiley, 2009. - xxv, 350 pages. - ISBN: 978-0-470-77088-7. [No: 39382]

General insurance
The appeal of insurance. - Clark, Geoffrey; Anderson, Gregory; Thomann, Christian; Graf von der Schulenburg, J.Matthias. - University of Toronto Press, 2010. - x, 247 pages. - ISBN: 9781442640658. [No: 45213]

 Insurance accounting: A new era. - Foroughi, Kamran. - Institute and Faculty of Actuaries, 2011. - 65 pages. [No: 73664]

Redefining the deviance objective for generalised linear models. - Lovick, Anthony C; Lee, Peter K W. - Institute and Faculty of Actuaries, 2011. - 28 pages. [No: 73663]

Investment
The consumer failed to deliver last year and other fables: an essay on the relationships amongst spending, saving, employment, economic growth and the returns available from various types of investment. - Arthur, Terry G. - Gracey Richardson, 1993. - 33 pages. - ISBN: 0-9521748-0-4. [No: 60303]

Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails. - Kemp, Malcolm. - John Wiley & Sons Ltd, 2011. - 312 pages. - ISBN: 9780470750131. [No:13141]

Free capital : how 12 private investors made millions in the stock market. - Thomas, Guy. - Harriman House Publishing, 2011. - x, 279 p. pages. - ISBN: 9781906659745. [No: 45259]

Options, futures, and other derivatives. - Hull, John C. - 8th ed. - Pearson, 2011. - xxi, 847 pages. - ISBN: 9780273759072. [No: 45197]

Life assurance
Life insurance business in Japan 2009/2010. - Life Insurance Association of Japan. - Life Insurance Association of Japan, 2010. - 44 pages. [No: 12557]

Management
Managing for high performance. - Managers pocket guides. - Moores, Roger. - Industrial Society, 1994. - vi, 153 pages. - ISBN: 1858351235. [No: 45217]

Mathematics
Modern actuarial risk theory : using R. - Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel. - 2nd ed. - Springer, 2009. - xviii, 381 p. pages. - ISBN: 9783642034077. [No: 42967]

A semi-Markov multiple state model for reverse mortgage terminations. -
Specialist Applications Dissertation. - Ji, Min. - University of Waterloo, 2010. [No: 63157]

Miscellaneous
The anger control workbook. - McKay, Matthew; Rogers, Peter. - New Harbinger Publications, 2000. - vi, 189 pages. - ISBN: 1572242205. [No: 45231]

Developing professional knowledge and competence. - Eraut, Michael. - Falmer Press, 1994. - ix, 260 pages. - ISBN: 0750703318. [No: 45216]

Dr. Weisinger's anger work-out book. - Weisinger, Hendrie. - Quill, 1985. - 222 pages. - ISBN: 0688041140. [No: 45230]

Open learning in transition : an agenda for action. - Paine, Nigel. - National Extension College, 1988. - xxii, 470 pages. - ISBN: 0860828123. [No: 45227]

Taxonomy of educational objectives : the classification of educational goals. - Committee of College and University Examiners. - Longman, 1956. - 207 pages. [No: 45228]

Pensions
Tolley's guide to retirement savings. - Ure, Alec. - LexisNexis, 2011. - 28 pages. - ISBN: 9780754541486. [No: 73662]

Tolley's guide to qualifying recognised overseas pension schemes. - Ure, Alec. - 2nd ed. - LexisNexis UK, 2011. - 50 pages. - ISBN: 978 0 7545 3968 1. [No: 69502]

Tolley's guide to the Employers' Pension Provision Survey 2009: an analysis. - Self, Roger. - Tolley, 2010. - 26 pages. - ISBN: 9780754539667. [No: 17643]

Risk management
Entity-wide risk management for pension funds. - Kemp, M H D; Patel, C C. - Institute and Faculty of Actuaries, 2011. - 74 pages. [No: 73665]

Statistics and operational research
An introduction to mathematical statistics and its applications. - Larsen, R J; Marx, Morris L. - Prentice-Hall, 1981. - xii,536 pages. - ISBN: 0-13-487744-6. [No: 45196]

Statistics in finance. - Hand, David J (ed); Jacka, Saul D (ed). - Hodder Headline, 1998. - x, 340 pages. - ISBN: 0 340 67719 8. [No: 19361]

Journals

The Actuary, May 2011

• Actuary of the future: Meera Rajoo. - Meera, Rajoo. [No: 45209]
• The big issue. - Becker, Greg; Piperdy, Yunus. [No: 45207]
• Centre of attention. - Flitman, David; Ngwenya, Marjorie. [No: 45203]
• Extreme events by Malcolm Kemp. - Edwards, Matthew. [No: 45210]
• Growing pains. President's comment. - Bowie, Ronnie. [No: 45198]
• Keeping the peace. - Smith, Peter. [No: 45204]
• Know your enemy. Student page. - Welsh, Matthew. [No: 45208]
• A little progress, slowly. - Beglinger, Shirley. [No: 45199]
• Moving in the right direction. - Patrick, Bart. [No: 45205]
• Private investigations. - Freiis, Andre; Studer, Michael. [No: 45202]
• Text mining made simple. - Chalk, Alan; Ward, Tony. [No: 45206]
• Thank you for not smoking. - Groyer, Adele. [No: 45201]
• Weighing up the gender factor. - Banthorpe, Peter; Friedwald, Eli. [No: 45200]

The Actuary, June 2011

• Actuary of the future: Laura Doddington. - Doddington, Laura. [No: 45272]
• Banks bite the PPI bullet. - Worsfold, David. [No: 45261]
• Claims and counterarguments. - Sibley, Angus. [No: 45268]
• Credit where it's due. - Prowse, David; Hughes, Clara. [No: 45266]
• The end of the beginning. - Brown, Anthony. [No: 45267]
• Goodby and good luck. Student page. - Paines, Stephen. [No: 45270]
• Last post. President's comment. - Bowie, Ronnie. [No: 45260]
• Plan of action. - Durkin, Tom. [No: 45264]
• Population and development : the demographic transition by Tim Dyson Book review. - Grenham, Dermot. [No: 45271]
• Secure in the knowledge. - Dhanendran, Anthony. [No: 45269]
• Speaking the language. - Kelliher, Patrick. [No: 45263]
• Terms of the guarantee. - van Haastrecht, Alexander. [No: 45265]
• A time to reflect. Q&A. - Bowie, Ronnie; Ngwenya, Marjorie. [No: 45262]

Applied Mathematical Finance, vol. 18 (1-2) (2011)

• Calibration of stock betas from skews of implied volatilities. - Fouque, Jean-Pierre; Kollman, Eli. [No: 45256]
• A coherent aggregation framework for stress testing and scenario analysis. - Kwiatkowski, Jan; Rebonato, Riccardo. [No: 45257]
• Corrections to the prices of derivatives due to market incompleteness. - German, David. [No: 45258]
• Hedging of spatial temperature risk with market-traded futures. - Barth, Andrea; Benth, Fred Espen; Potthoff, Jurgen. [No: 45255]
• Markowitz's mean-variance asset-liability management with regime switching: a multi-period model. - Chen, Peng; Yang, Hailiang. [No: 45252]
• On modelling and pricing rainfall derivatives with seasonality. - Leobacher, Gunther; Ngare, Philip. [No: 45254]
• A time-dependent variance model for pricing variance and volatility swaps. - Goard, Joanna. [No: 45253]
• Variance-optimal hedging for time-changed Levy processes. - Kallsen, Jan; Pauwels, Arnd. [No: 45251]

IAJ Transactions, vol. 251 (2011)

• Longevity risk and annuity pricing with the Lee-Carter model by Stephen Richards and Iain Currie, Modelling and managing risk by P.J. Sweeting [Japanese translations] - Richards, Stephen J; Currie, Iain D; Sweeting, Paul J. [No: 45250]

Journal of Pension Economics & Finance, vol. 10 (2) (2011)

• Behavioral economics perspectives on public sector pension plans. - Beshears, John; Choi, James J.; Laibson, David; Madrian, Brigitte C. [No: 45225]
• The economics of state and local pensions. - Brown, Jeffrey R; Clark, Robert; Rauh, Joshua. [No: 45218]
• The funding status of retiree health plans in the public sector. - Clark, Robert L; Morrill, Melinda Sandler. [No: 45224]
• Labor market aspects of state and local retirement plans: a review of evidence and a blueprint for future research. - Friedberg, Leora. [No: 45226]
• Policy options for state pension systems and their impact on plan liabilities. - Novy-Marx, Robert; Rauh, Joshua D. [No: 45219]
• Political economy of public sector retirement plans. - Schieber, Sylvester J. [No: 45223]
• Portfolio allocation for public pension funds. - Pennacchi, George Rastad, Mahdi. [No: 45221]
• Public pension funding in practice. - Munnell, Alicia H; Aubry, Jean-Pierre; Quinby, Laura. [No: 45222]
• Should public retirement plans be fully funded? - Bohn, Henning. [No: 45220]