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New Additions to the Actuarial Profession's Libraries, October 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

Actuarial education and profession

A common risk classification system for the actuarial profession: a discussion paper. - Kelliher, P O J; Wimot, D; Klumpes, P J M. - Institute and Faculty of Actuaries, 2011. - 38 pages. [No: 45486]

Inside Careers: Actuaries 2011/12. - Cambridge Market Intelligence, 2011. [No: 19755]

Climate change / Environment
Limits to growth: the 30-year update. - Meadows, Donella; Randers, Jorgen; Meadows, Dennis. - Earthscan, 2004. - xxii, 338 pages. - ISBN: 9781844071449. [No: 44504]

Economics and finance
The global minotaur: America, the true origins of the financial crisis and the world economy. - Varoufakis, Yanis. - Zed Books, 2011. - 252 pages. [No: 73683]

General insurance
Generalized Linear Models for Insurance Data. - International Series on Actuarial Science. - De Jong, Piet; Heller, Gillian Z. - Cambridge University Press, 2008. - 206 pages. - ISBN: 978-0521879149. [No: 69355]

Key performance indicators of UK insurance companies: volume 1: 2009-2010 - O'Brien, Christopher; Orton, Tim R - Centre for Risk & Insurance Studies, 2011 - 108 pages [No. 45508]

Statistical tools for finance and insurance. - Cizek, Pavel; Hardle, Wolfgang Karl; Weron, Rafal. - 2nd ed. - Springer, 2011. - 420 pages. - ISBN: 9783642180613. [No: 73685]

 World Insurance Report 2011.- Capgemini; Efma. - Capgemini, 2009. [No: 38895]

Investment
The Kelly Capital Growth investment criterion. - World Scientific Handbook in Financial Economics. - MacLean, Leonard C; Thorp, Edward O; Ziemba, William T. - World Scientific Publishing, 2010. - 853 pages. - ISBN: 9789814293495. [No: 73682]

Mathematics
Markov decision processes with applications to finance. - Universitext. - Bäuerle, Nicole; Rieder, Ulrich. - Springer, 2011. - 388 pages. - ISBN: 9783642183232. [No: 73684]

Pensions
Pensions pocket blue book 2011. - Grant, Chloe. - AP Information Services, 2011. - 256 pages. - ISBN: 9781905366538. [No: 39504]

Risk management
Calculating and communicating tail association and the risk of extreme loss: a discussion paper. - Sweeting, Paul; Fotiou, Fotis. - Institute and Faculty of Actuaries, 2011. - 66 pages. [No: 45483]

Coming to terms with chance: Engaging rational discrimination and cumulative disadvantage. - Gandy, Oscar H.. - Ashgate, 2009. - 240 pages. - ISBN: 9780754679615. [No: 73681]

 A common risk classification system for the actuarial profession: a discussion paper. - Kelliher, P O J; Wimot, D; Klumpes, P J M. - Institute and Faculty of Actuaries, 2011. - 38 pages. [No: 45486]

Statistical tools for finance and insurance. - Cizek, Pavel; Hardle, Wolfgang Karl; Weron, Rafal. - 2nd ed. - Springer, 2011. - 420 pages. - ISBN: 9783642180613. [No: 73685]

Social policy
Coming to terms with chance: Engaging rational discrimination and cumulative disadvantage. - Gandy, Oscar H.. - Ashgate, 2009. - 240 pages. - ISBN: 9780754679615. [No: 73681]

Statistics and operational research
Statistical tools for finance and insurance. - Cizek, Pavel; Hardle, Wolfgang Karl; Weron, Rafal. - 2nd ed. - Springer, 2011. - 420 pages. - ISBN: 9783642180613. [No: 73685]

 

Journals

Financial Analysts Journal, vol. 67, 5 (Sept/Oct) (2011)

  • Decomposing global equity cross-sectional volatility. - Menchero, Jose; Morozov, Andrei. [No: 45499]
  • Hidden debt: from enron’s commodity prepays to Lehman’s repo 105s. - Smith, Donald J. [No: 45496]
  • A network value theory of a market, and puzzles. - Snigaroff, Robert; Wroblewski, David. [No: 45500]
  • A survey of alternative equity index strategies. - Chow, Tzee-Man; Hsu, Jason; Kalesnik, Vitali; Little, Bryce. [No: 45498]
  • To trade or not to trade? informed trading with short-term signals for long-term investors. - Israelov, Roni; Katz, Michael. [No: 45497]

International Social Security Review, vol. 64 (4) (2011)

  • Climate change issues in fund investment practices. - Sorensen, Ole Beier; Pfiefer, Stephanie. [No: 45504]
  • Employer attitudes towards social insurance compliance in Shanghai, China. - Nyland, Chris; Thomson, Bruce; Zhu, Cherrie J. [No: 45505]
  • Good governance in social security administration. - Konkolewsky, Hans-Horst. [No: 45501]
  • Governance and social security: Moving forward on the ISSA good governance guidelines. - Musalem, Alberto R; Ortiz, Maribel D. [No: 45502]
  • Social dialogue and social security governance: A topical ILO perspective. - Ghellab, Youcef; Varela, Nancy; Woodall, John. [No: 45503]
  • Social security contribution collection and compliance: Improving governance to extend social protection. - Enoff, Louis D; McKinnon, Roddy. [No: 45506]

Journal of Asset Management, vol. 12 (5) (2011)

  • Dynamic strategic asset allocation. Risk and return across the business cycle. - van Vliet, Pim; Blitz, David. [No: 45495]
  • The interaction of switching and lead-lag effects in equity markets. - Haque, Tariq. [No: 45494]
  • Markov-switching asset allocation. Do profitable strategies exist? - Bulla, Jan; Mergner, Sascha; Bulla, Ingo; Sesboue, Andre; Chesneau, Christophe. [No: 45492]
  • Regime shifts in mean-variance efficient frontiers. Some international evidence. - Guidolin, Massimo; Ria, Federica. [No: 45493]
  • Regime-switching in financial markets. editorial. - Satchell, Stephen. [No: 45491]

Scandinavian Actuarial Journal, vol. 3 (2011)