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

February 2013

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

 

Banking ; Economics and finance

Factor adjustment costs: a structural investigation. - Bank of England Working Paper no. 467. - Mumtaz, Haroon; Zanetti, Francesco. - Bank of England, 2012. - 37 pages. - ISBN: 1749-9135. [No: 71197]

High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market. - Bank of England Working Paper no. 469. - Benos, Evangelos; Sagade, Satchit. - Bank of England, 2012. - 30 pages. - ISBN: 1749-9135. [No: 71199]

International policy spillovers at the zero lower bound. - Bank of England Working Paper no. 464. - Haberis, Alex; Lipinska, Anna. - Bank of England, 2012. - 47 pages. - ISBN: 1749- 9135. [No: 71194]

The international transmission of volatility shocks: an empirical analysis. - Bank of England Working Paper no. 463. - Mumtaz, Haroon; Theodoridis, Konstantinos. - Bank of England, 2012. - 67 pages. - ISBN: 1749-9135. [No: 71193]

Long and short-term effects of the financial crisis on labour productivity, capital and output. - Bank of England Working Paper no. 470. - Oulton, Nicholas; Sebastiá-Barriel, María. - Bank of England, 2013. - 55 pages. - ISBN: 1749-9135. [No: 71200]

QE and the gilt market: a disaggregated analysis. - Bank of England Working Paper no. 466. - Daines, Martin; Joyce, Michael A S; Tong, Matthew. - Bank of England, 2012. - 46 pages. - ISBN: 1749-9135. [No: 71196]

Reputation, risk-taking and macroprudential policy. - Bank of England Working Paper no. 462. - Aikman, David; Nelson, Benjamin; Tanaka, Misa. - Bank of England, 2012. - 40 pages. - ISBN: 1749-9135. [No: 71192]

Size and complexity in model financial systems. - Bank of England Working Paper no. 465. - Arinaminpathy, Nimalan; Kapadia, Sujit; May, Robert. - Bank of England, 2012. - 37 pages. - ISBN: 1749-9135. [No: 71195]

Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk. - Bank of England Working Paper no. 468. - Garratt, Rodney J; Webber, Lewis; Willison, Matthew. - Bank of England, 2012. - 23 pages. - ISBN: 1749-9135. [No: 71198]

 

Business and Management

Corporate governance: principles, policies and practices. - Tricker, Bob. - 2nd ed. - OUP, 2012. - xxv, 546 pages. - ISBN: 978-0199607969. [No: 45899]

 

Core Technical - Subject CT4

The statistical analysis of failure time data. - Wiley series in probability and statistics. - Kalbfleisch, John D; Prentice, Ross L. - 2nd ed. - Wiley, 2002. - xiii, 439 pages. - ISBN: 978-0471363576. [No: 43600]

 

Economics and finance
Annual Abstract of Statistics 2011. - Office for National Statistics. - The Stationery Office, 2012. [No: 1605]

Economics: international edition. - Krugman, Paul; Wells, Robin. - 3rd ed. - Worth, 2012. - xliii, 1014, 19, 42, 15, 16 pages. - ISBN: 978-1464128738. [No: 43599]

 

Health and care insurance
Estimation of disability transition probabilities in Australia I: preliminary. - Centre for Actuarial Studies, University of Melbourne, Research Paper no. 230. - Hariyanto, Evan A; Dickson, David C M; Pitt, David G W. - University of Melbourne, 2012. - 42 pages. [No: 71189]

Estimation of disability transition probabilities in Australia II: Implementation. - Centre for Actuarial Studies, University of Melbourne, Research Paper no. 231. - Hariyanto, Evan A; Dickson, David C M; Pitt, David G W. - University of Melbourne, 2012. - 30 pages. [No: 71190]

 

Investment

Equity gilt study 2013. - Barclays Capital. - 58th ed. - Barclays Capital, 2013. - 117 pages. - ISBN: 9780957008816. [No: 10475]

Retail Distribution Review - an introduction. - Kissoon, Alvin; Ealham, George. - Staple Inn Actuarial Society, 2013. - 32 pages. [No: 43866]

Seeking diversification through efficient portfolio construction using cash-based and derivative instruments: a discussion paper. - Jones, Malcolm W. - Institute and Faculty of Actuaries, 2013. - 52 pages. [No: 43860]

Managing illiquid assets: perspectives and challenges. - Verma, Savita (ed); Krishnaswamy, Vijay (ed); Takigawa, Eric (ed); Schouten, Michael (ed). - Risk Books. Incisive Media, 2012. - xv, 483 pages. - ISBN: 978-1906348413. [No: 43859]

 

Mathematics

John E Freund's Mathematical Statistics with Applications. - Miller, Irwin; Miller, Marylees; [Freund, John E]. - 8th ed. - Pearson Education Limited, 2013. - xi, 529 pages. - ISBN: 978-0321904409. [No: 43598]

On the generalized Gerber-Shiu function for surplus processes with interest. - Centre for Actuarial Studies, University of Melbourne, Research Paper no. 232. - Li, Shuanming; Lu, Yi. - University of Melbourne, 2012. - 30 pages. [No: 71191]

 

Solvency II

The Actuarial Function under Solvency II: survey on the role of the actuary in insurance. - Groupe Consultatif Actuariel Europeen; Goossens, Karel. - Groupe Consultatif, 2011. - 11 pages. [No: 43864]

Comparison of the regulatory approach in insurance and banking in the context of Solvency II. - O'Shea, Mairead; Krischanitz, Christoph (ed). - Groupe Consultatif Actuariel Européen, 2013. - 23 pages. [No: 43863]

Solvency II: raising the bar on insurance technical expertise: the role of the actuary. - Groupe Consultatif Actuariel Europeen; Goossens, Karel. - Groupe Consultatif, 2013. - 13 pages. [No: 43861]

 

Journals

Bimaquest, vol. 13 (1) (2013)

  • Creating a reinsurance hub in India. - Ganapathy, Venkatesh. [No: 45906]
  • CSR policy of non-life insurers. Do they have one?- Rao, G V. [No: 45905]
  • An empirical analysis of the characteristics and detection of life insurance frauds. - Chudgar, Dhara Jitendra; Asthana, Anjani Kumar. [No: 45909]
  • Health insurance in India-issues and concerns. - Bokil, P V. [No: 45908]
  • Indian life insurance industry. A macro economic approach. - Kartheeswari, S; Rajeswari, K. [No: 45910]
  • IRDA regulations for surveyors need review. - Fernandez, Tony. [No: 45907]

Financial Analysts Journal, vol. 69(1) (2013)

  • Capitalism and financial innovation. - Shiller, Robert J. [No: 45943]
  • Change in cash-holding policies and stock return predictability in the cross section. - Sodjahin, William R. [No: 45947]
  • How to combine long and short return histories efficiently. - Page, Sebastien. [No: 45946]
  • Logical implications of the GASB’s methodology for valuing pension liabilities. - Novy-Marx, Robert. [No: 45944]
  • Rebalancing global trade. No quick fix. - Sullivan, Rodney N. [No: 45942]
  • Shedding light on “invisible” costs. Trading costs and mutual fund performance. - Edelen, Roger; Evans, Richard; Kadlec, Gregory. [No: 45945]

Journal of Risk and Uncertainty, vol. 46 (1) (2013)

  • Ambiguity attitudes and social interactions: An experimental investigation. - Charness, Gary; Karni, Edi; Levin, Dan. [No: 71217]
  • Deterring domestic violence: Do criminal sanctions reduce repeat offenses?- Sloan, Frank A; Platt, Alyssa C; Chepke, Lindsey M; Blevins, Claire E. [No: 71219]
  • Life expectancy as a constructed belief: Evidence of a live-to or die- by framing effect. - Payne, John W; Sagara, Namika; Shu, Suzanne B; Appelt, Kirstin C; Johnson, Eric J. [No: 71218]
  • One-sided commitment in dynamic insurance contracts: Evidence from private health insurance in Germany. - Hofmann, Annette; Browne, Mark. [No: 71221]

Journal of Social Policy, vol. 42(1) (2013)

Journal of the Royal Statistical Society, Series A, vol. 176(2) (2013)

  • The Master of the Royal Mint: how much money did Isaac Newton save Britain?- Belenkiy, Ari. [No: 43761]
  • Which method predicts recidivism best?: a comparison of statistical, machine learning and data mining predictive models. - Tollenaar, N; van der Heijden, P G M. [No: 43762]

Scandinavian Actuarial Journal, vol. 1 (2013)