New Additions to the Institute and Faculty of Actuaries Libraries, April 2013

April 2013

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

The European Actuary. - Deutsche Aktuarvereinigung. Institute and Faculty of Actuaries. Actuarieel Genootschap. Actuarieel Instituut. Institut des Actuaires, [No: 39939]

Student solutions manual for Derivatives Markets, Third Edition, by Robert L McDonald. - McDonald, Robert L; Fahlenbrach, Rüdiger. - 3rd ed. - Prentice Hall, 2012. - 350 pages. - ISBN: 978-0136118282. [No: 43583]

Subject CA2: Modelling
Excel 2007 formulas. - Walkenbach, John. - Wiley, 2007. - xxxii, 804 pages. - ISBN: 978-0-47004402-5. [No: 43855]

General reference
Butterworths securities & financial services law handbook. - Sabalot, Deborah (ed). - 14th ed. - Lexis-Nexis, 2013. - xviii, 3805 pages. - ISBN: 978-1405776264. [No: 43881]

General insurance
Difficult risks and capital models: a discussion paper: A report by the Extreme Events Working Party. - Frankland, R; Eshun, S; Hewitt, L; Jakhria, P; Jarvis, S; Rowe, A; Smith, A D; Sharp, A C; Sharpe, J; Wilkins, T. - Institute and Faculty of Actuaries, 2013. - 71 pages. [No: 43879]

Investment
Investments and portfolio management. - Bodie, Zvi; Kane, Alex; Marcus, Alan J. - 9th ed. - McGraw Hill, 2011. - 1022, 14, 20 pages. - ISBN: 978-0071289146. [No: 43880]

Pensions
Fundamentals of private pensions. - McGill, Dan M; Brown, Kyle N; Haley, John J; Schieber, Sylvester J; Warshawsky, Mark J. - 9th ed. - Oxford University Press, 2010. - 818 pages. - ISBN: 9780199544516. [No: 77002]
Pension mathematics for actuaries. - Anderson, Arthur W. - 3rd ed. - Actex Publications, 2006. - 303 pages. - ISBN: 9781566985598. [No: 77001]
Pension mathematics for actuaries: Commentary and solutions. - Sharp, Keith P. - 3rd ed. - Actex Publications, 2006. - 187 pages. - ISBN: 1566984106. [No: 77003]

Journals

Applied Mathematical Finance, vol. 20 (1-2) (2013)

• American options in the Heston model with stochastic interest rate and Its generalizations. - Boyarchenko, Svetlana; Levendorskii, Sergei. [No: 46026]
• Concentrated equilibrium and intraday patterns in financial markets. - Ishii, Ryosuke; Nishide, Katsumasa. [No: 46027]
• Joint modelling of gas and electricity spot prices. - Frikha, Noufel; Lemaire, Vincent. [No: 46028]
• Option pricing and filtering with hidden Markov-modulated pure-jump processes. - Elliott, Robert J; Siu, Tak Kuen. [No: 46025]
• Option replication in discrete time with illiquidity. - Matsumoto, Koichi. [No: 46031]
• Pricing equity swaps in an economy with jumps. - Hinnerich, Mia. [No: 46024]
• Stationary and nonstationary behaviour of the term structure. A nonparametric characterization. - Bowsher, Clive G; Meeks, Roland. [No: 46030]
• Stock loans in incomplete markets. - Grasselli, Matheus R; Gomez, Cesar. [No: 46029]

Geneva Papers on Risk and Insurance, vol. 38 (2) (2013)

• Accounting for European insurance M&A transactions. Fair value of insurance contracts and duplex IFRS/U.S. GAAP purchase accounting. - Paetzmann, Karsten; Lippl, Christine. [No: 46021]
• Accounting for “insurance contracts” according to IASB exposure draft. Is the information useful? - Nguyen, Tristan; Molinari, Philipp. [No: 46023]
• Dialectics of the current regulatory and supervisory developments in insurance. - Monkiewicz, Jan. [No: 46015]
• Maximum technical interest rates in life insurance in Europe and the United States. An overview and comparison. - Eling, Martin; Holder, Stefan. [No: 46022]
• New solvency regulation. What CEOs of insurance companies think. - Kreutzer, Markus; Wagner, Joel. [No: 46017]
• Risk-based capital and firm risk taking in property-liability insurance. - Cheng, Jiang; Weiss, Mary A. [No: 43994]
• Risk measures and capital requirements. A critique of the Solvency II approach. - Floreani, Alberto. [No: 46016]
• Solvency assessment for insurance groups in the United States and Europe. A comparison of regulatory frameworks. - Siegel, Caroline. [No: 46020]
• Will Solvency II market risk requirements bite?. The impact of Solvency II on insurers’ asset allocation. - Horing, Dirk. [No: 46018]

Geneva Risk and Insurance Review, vol. 38 (1) (2013)

• Competitive Insurance Markets and Adverse Selection in the Lab. - Riahi, Dorra; Levy-Garboua, Louis; Montmarquette, Claude. [No: 71231]
• Expiration dates in automobile insurance contracts. The curious case of last policy month claims in Taiwan. - Li, Chu-Shiu; Liu, Chwen- Chi; Peng, Sheng-Chang. [No: 71229]
• Optimal Risk Financing in Large Corporations through Insurance Captives. - Picard, Pierre; Pinquet, Jean. [No: 71230]
• Risk and the endogenous economist. Some comparisons of the treatment of risk in physics and economics. - Doherty, Neil. [No: 71228]

Journal of Pension Economics & Finance, vol. 12 (2) (2013)

• Expected and actual replacement rates in the pension system of the Netherlands: how and why do they differ? - Van Duijn, Mark; Mastrogiacomo, Mauro; Lindeboom, Maarten; Lundborg, Petter. [No: 71484]
• Funding of pensions and economic growth: are they really related? - Zandberg, Eelco; Spierdijk, Laura. [No: 71483]
• Intrinsic work motivation and pension reform preferences. - Heinemann, Friedrich; Hennighausen, Tanja; Moessinger, Marc-Daniel. [No: 71485]
• Pension plan risk-taking: does it matter if the sponsor is publicly-traded? - Atanasova, Christina; Gatev, Evan. [No: 71486]

Journal of Risk and Insurance, vol. 80 (1) (2013)

• Designing index- based livestock insurance for managing asset risk in Northern Kenya. - Chantarat, Sommarat; Mude, Andrew G; Barrett, Christopher B; Carter, Michael R. [No: 71509]
• The impact of catastrophes on insurer stock volatility. - Thomann, Christian. [No: 71504]
• Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability. - Cai, Jun; Fang, Ying; Li, Zhi; Willmot, Gordon E. [No: 71507]
• Organizational structure, board composition, and risk taking in the U.S. Property casualty insurance industry. - Ho, Chia-Ling; Lai, Gene C; Lee, Jin-Ping. [No: 71508]
• The risk- sharing implications of disaster insurance funds. - Boulatov, Alex; Dieckmann, Stephan. [No: 71503]
• A robust unsupervised method for fraud rate estimation. - Ai, Jing; Brockett, Patrick L; Golden, Linda L; Guillén, Montserrat. [No: 71506]
• Should I stay or should I go?. The impact of natural disasters and regulation on U.S. property insurers’ supply decisions. - Born, Patricia H; Klimaszewski-Blettner, Barbara. [No: 71502]
• The value and risk of defined contribution pension schemes: International evidence. - Cannon, Edmund; Tonks, Ian. [No: 71505]

Journal of Risk and Uncertainty, vol. 46 (2) (2013)

• The arguments of utility: Preference reversals in expected utility of income models. - Lindsay, Luke. [No: 71489]
• Assessing multiple prior models of behaviour under ambiguity. - Conte, Anna; Hey, John D. [No: 71487]
• Estimating discount factors for public and private goods and testing competing discounting hypotheses. - Meyer, Andrew. [No: 71488]
• Heterogeneity in life-duration preferences: Are risky recreationists really more risk loving?- Riddel, Mary; Kolstoe, Sonja. [No: 71490 ]

Sigma, vol. 2 (2013)

• Natural catastrophes and man-made disasters in 2012. A year of extreme weather events in the US. - Swiss Reinsurance Company. [No: 71510]