New Additions to the Institute and Faculty of Actuaries Libraries, January 2013
January 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
Climate change / Environment
Resource constraints: sharing a finite world: implications of Limits to Growth for the actuarial profession. - Jones, Aled; Allen, Irma; Silver, Nick; Cameron, Catherine; Howarth, Candice; Caldecott, Ben. - Institute and Faculty of Actuaries. Angela Ruskin University, 2013. - 18 pages. [No: 43595]
Resource constraints: sharing a finite world: implications of Limits to Growth for the actuarial profession: The evidence and scenarios for the future presented by the Institute and Faculty of Actuaries. - Jones, Aled; Allen, Irma; Silver, Nick; Cameron, Catherine; Howarth, Candice; Caldecott, Ben. - Institute and Faculty of Actuaries. Angela Ruskin University, 2013. - 230 pages. [No: 43596]
Economics and finance
Economics. - Lipsey, Richard G; Chrystal, K Alec. - 12th ed. - Oxford University Press, 2011. - xix, 677 pages. - ISBN: 978-0-19-956338-8. [No: 43851]
Economics: [special edition with coverage of the world financial crisis]. - Mankiw, N Gregory; Taylor, Mark P. - [2nd] ed. - Thomson, 2010. - xxiv, 916 pages. - ISBN: 978-1-4080-2128-6. [No: 43852]
Economics. - Sloman, John; Wride, Alison; Garratt, Dean. - 8th ed. - FT Prentice Hall, 2012. - xxxiv, 835, 18, 3, 21, 23 pages. - ISBN: 0273705121. [No: 43853]
Foundations of economics. - Bade, Robin; Parkin, Michael. - 6th ed. - Pearson Education, 2012. - xxxviii, 898, 15, 22, 2 pages. - ISBN: 978-013-298487-4. [No: 43854]
Fundamentals of financial management: concise edition. - Brigham, Eugene F; Houston, Joel F. - 7th ed. - South-Western, 2012. - xxix, 644, 8 pages. - ISBN: 978-538-47711-6. [No: 43597]
General
Insurance statistics yearbook 2011: 2003-2010. - Organisation for Economic Co-operation and Development. - OECD, 2012. - ISBN: 9789264085633. [No: 39154]
The Financial Times guide to business start up 2013. - Financial Times Guides. - Williams, Sara. - 26th ed. - Pearson Education Limited. FT Publishing International, 2012. - vi, [2], 469 pages. - ISBN: 978-0273778752. [No: 45898]
General insurance
Triangle-free reserving: a non-traditional framework for estimating reserves and reserve uncertainty: a discussion paper. - Parodi, Pietro. - Institute and Faculty of Actuaries, 2013. - 71 pages. [No: 43590]
Mortality
Multivariate models and dependence concepts. - Monographs on statistics and applied probability; 73. - Joe, Harry. - Chapman & Hall/CRC, 1997. - xviii, 399 pages. - ISBN: 0-412-07331-5. [No: 43857]
Survival analysis: techniques for censored and truncated data. - Statistics for biology and health. - Klein, John P; Moeschberger, Melvin L. - 2nd ed. - Springer, 2003. - xv, 536 pages. - ISBN: 0-387-95399-X. [No: 43856]
Essays in modelling mortality rates. - Specialist Applications Dissertation. - O'Hare, Colin. 2012. - [xxiv], 226 pages. [No: 43589]
Pensions
Longevity risk and how to deal with it. - Hoffmann, Kai; Jones, Gavin. - Staple Inn Actuarial Society, 2012. - 32 pages. [No: 43593]
Options for assessing employer covenant and the holistic balance sheet: research report. - Barrie & Hibbert; PricewaterhouseCoopers. - Institute and Faculty of Actuaries, 2013. - 93 pages. [No: 43594]
Solvency II
Possible unintended consequences of Basel III and Solvency II. - IMF Working Paper WP/11/187. - Al-Darwish, Ahmed; Hafeman, Michael; Impavido, Gregorio; Kemp, Malcolm; O'Malley, Padraic. - International Monetary Fund, 2011. - 70 pages. [No: 43591]
Subject CA2: Modelling
Excel 2007 formulas. - Walkenbach, John. - Wiley, 2007. - xxxii, 804 pages. - ISBN: 978-0-47004402-5. [No: 43855]
Journals
Geneva Papers on Risk and Insurance, vol. 38(1) (2013)
- Demand for life insurance — an empirical analysis in the case of Poland. - Sliwinski, Adam; Michalski, Tomasz; Roszkiewicz, Malgorzata. [No: 43721]
- The determinants of the profitability of micro-life insurers in Nigeria. - Olaosebikan, Olajumoke. [No: 43724]
- Development and sustainability of emerging health insurance markets: evidence from microinsurance in Pakistan. - Yao, Yi. [No: 43725]
- Do Japanese policyholders care about insurers’ credit quality? - Park, Sojung Carol; Tokutsune, Yasuyuki. [No: 43648]
- EVA/RAROC vs. MCEV earnings: a unification approach. - Kraus, Christian. [No: 43723]
- Foreign participation and its relationship with non-life insurer performance in the northeast Asian markets. - Ma, Yu-Luen; Pope, Nat; Yeung, Raymond. [No: 43650]
- Life insurance in India: the relationship between reforms and growth in business. - Ghosh, Amlan. [No: 43722]
- Portfolio diversification with life settlements: an empirical analysis applied to mutual funds. - Bajo Davó, Nuria; Mendoza Resco, Carmen; Monjas Barroso, Manuel. [No: 43649]
Insurance: Mathematics & Economics, vol. 52(1) (2013)
- Continuous-time mean-variance asset-liability management with endogenous liabilities. - Yao, Haixiang; Lai, Yongzeng; Li, Yong. [No: 45604]
- Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy” - Bo, Lijun; Song, Renming; Tang, Dan; Wang, Tongjin; Yang, Xuewei. [No: 43693]
- Exchanging uncertain mortality for a cost. - Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch. [No: 45686]
- If we can simulate it, we can insure it: an application to longevity risk management. - Boyer, M Martin; Stentoft, Lars. [No: 45607]
- Individual post- retirement longevity risk management under systematic mortality risk. - Hanewald, Katja; Piggott, John; Sherris, Michael. [No: 43690]
- Longevity bond pricing under stochastic interest rate and mortality with regime-switching. - Shen, Yang; Siu, Tak Kuen. [No: 43692]
- A note on killing with applications in risk theory. - Ivanovs, Jevgenijs. [No: 45606]
- On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. - Avanzi, Benjamin; Cheung, Eric C K; Wong, Bernard; Woo, Jae-Kyung. [No: 43691]
- Optimal investment for an insurer with cointegrated assets: CRRA utility. - Chiu, Mei Choi; Wong, Hoi Ying. [No: 45685]
- Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures. - Lu, ZhiYi; Liu, LePing; Meng, Shengwang. [No: 45608]
- Pricing and simulations of catastrophe bonds. - Nowak, Piotr; Romaniuk, Maciej. [No: 45605]
- Pricing inflation-linked variable annuities under stochastic interest rates. - Tiong, Serena. [No: 43689]
- Worst-case actuarial calculations consistent with single- and multiple-decrement life tables. - Christiansen, Marcus C; Denuit, Michel M. [No: 45603]
Journal of Pension Economics & Finance, vol. 12(1) (2013)
- Choosing between subsidized or unsubsidized private pension schemes. Evidence from German panel data. - Pfarr, Christian; Schneider, Udo. [No: 70969]
- The financial impact of Spanish pension reform: A quick estimate. - de la Fuente, Angel; Domenech, Rafael. [No: 71112]
- The fiscal burden of the legacy of the civil service pension systems in northern Cyprus. - Altiok, Hasan U; Jenkins, Glenn P. [No: 71111]
- Redistribution under the Social Security benefit formula at the individual and household levels, 1992 and 2004. - Gustman, Alan L; Steinmeier, Thomas L; Tabatabai, Nahid. [No: 71109]
- Roth versus traditional accounts in a life-cycle model with tax risk. - Lachance, Marie-Eve. [No: 71110]
Journal of the Royal Statistical Society, Series A, vol. 176(1) (2013)
- Fairness and the changing fortunes of people in Britain. - Dorling, Danny. [No: 43400]
Journal of the Royal Statistical Society, Series C (Applied Statistics), vol. 62(1) (2013)
- A Bayesian hierarchical model with spatial variable selection: the effect of weather on insurance claims. - Scheel, Ida; Ferkingstad, Egil; Frigessi, Arnoldo; Haug, Ola; Hinnerichsen, Mikkel; Meze-Hausken, Elisabeth. [No: 43398]
Sigma, vol. 1 (2013)
- Partnering for food security in emerging markets. - Swiss Reinsurance Company. [No: 71098]