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

July 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

International handbook of adult mortality. - International handbooks of population; 2. - Rogers, Richard G (ed); Crimmins, Eileen M (ed). - Springer, 2011. - xiv, 625 pages. - ISBN: 978-9048199952. [No: 43890]

The physics of finance. - Weatherall, James Owen. - Short Books, 2013. - xviii, 286 pages. - ISBN: 978-1780721392. [No: 43892]

Economics for business. - Sloman, John; Hinde, Kevin; Garratt, Dean. - 6th ed. - Pearson, 2013. - xxvii, 557, 4, 3, 14, 16 p.: ill. pages. - ISBN: 9780273792598 (hardback) 9780273792468 (paperback). [No: 43883]

When the money runs out: The end of Western affluence. - King, Stephen, D. - Yale University Press, 2013. - 287 pages. - ISBN: 9780300190526. [No: 77004]

Counterparty credit risk, collateral and funding: With pricing cases for all asset classes. - Brigo, Damiano; Morini, Massimo; Pallavicini, Andrea. - Wiley, 2013. - 435 pages. - ISBN: 9780470748466. [No: 77000]

International pension funds and their advisers 2013/14.- AP Information Services, 2010. - 1447 pages. - ISBN: 9781905366446. [No: 63391]

The Dark Side of Risk Management: How People Frame Decisions in Financial Markets. - Celati, Luca. - Prentice Hall, 2004. - 373 pages. - ISBN: 9780273663461. [No: 77005]

Bootstrap methods and their application. - Cambridge Series in Statistical and Probabilistic Mathematics. - Davison, A C; Hinkley D V. - Cambridge University Press, 1997. - x, 582 pages. [No: 43889]

An introduction to the bootstrap. - Monographs on statistics and applied probability; 57. - Efron, Bradley; Tibshirani, Robert J. - Chapman & Hall/CRC, 1993. - xvi, 436 pages. [No: 43888]

Journals

Bulletin Français d'Actuariat, vol. 13 (no. 25) (2013)

• Construction de tables de mortalité prospectives sur un groupe restreint: mesure du risque d’estimation. - Planchet, Frédéric; Kamega, Aymric. [No: 43716]
• Solvency assessment within the ORSA framework: issues and quantitative methodologies. - Vedani, Julien; Devineau, Laurent. [No: 43717]
• Testing adverse selection and moral hazard on French car insurance data. - Carlier, Guillaume; Grun-Réhomme, Michel; Vasyechko, Olga. [No: 43720]
• Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments. - Loisel, Stéphane; Trufin, Julien. [No: 43718]
• Une nouvelle estimation des paramètres d'un modèle de crédibilité. - Patauton, Pierre. [No: 43719]

European Actuarial Journal, vol. 3(1) (2013)

• Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. - Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. [No: 46022]
• Capturing parameter risk with convex risk measures. - Bannor, Karl F; Scherer, Matthias. [No: 46019]
• Equalization reserves for natural catastrophes and shareholder value. a simulation study. - Dacorogna, Michel M; Albrecher, Hansjorg; Moller, Michael; Sahiti, Suzane. [No: 46015]
• The finite- time ruin probability under the compound binomial risk model. - Li, Shuanming; Sendova, Kristina P. [No: 46079]
• Foreign- currency interest-rate swaps in asset–liability management for insurers. - Alm, Jonas; Lindskog, Filip. [No: 46020]
• A joint stock and bond market based on the hyperbolic Gaussian model. - Bauerle, Nicole; Pfeiffer, Robin. [No: 46078]
• The optimal asset and liability portfolio for a financial institution with multiple lines of businesses. - Zaks, Yaniv. [No: 46018]
• Optimal risk transfers in insurance groups. - Asimit, Alexandru V; Badescu, Alexandru M; Tsanakas, Andreas. [No: 46021]
• Pricing reverse mortgages in Spain. - Debon, A; Montes, F; Sala, R. [No: 46016]
• Quadratic hedging. an actuarial view extended to solvency control. - Norberg, Ragnar. [No: 46017]
• Return distributions of equity-linked retirement plans under jump and interest rate risk. - Detering, Nils; Weber, Andreas; Wystup, Uwe. [No: 46023]

Geneva Papers on Risk and Insurance, vol. 38 (3) (2013)

• An economic analysis of climate adaptations to hurricane risk in St. Lucia. - Ou-Yang, Chieh; Kunreuther, Howard; Michel-Kerjan, Erwann. [No: 46089]
• The effect of the great east Japan earthquake on the stock prices of non-life insurance companies. - Takao, Atsushi; Yoshizawa, Takuya; Hsu, Shuofen; Yamasaki, Takashi. [No: 46086]
• The impact of disaster relief on economic growth. Evidence from China. - Xu, Xian; Mo, Jiawei. [No: 46088]
• Living with floods. protective behaviours and risk perception of Vietnamese households. - Reynaud, Arnaud; Aubert, Cécile; Nguyen, Manh-Hung. [No: 46090]
• Natural disasters, political risk and insurance market development. - Chang, Chun Ping; Berdiev, Aziz N. [No: 46085]
• Promoting better understanding on sustainable disaster risk management strategies. Editorial. - Courbage, Christophe; Mahul, Olivier. [No: 46084]
• Subjective risks, objective risks and the crop insurance problem in rural China. - Turvey, Calum G; Gao, Xin; Nie, Rong; Wang, Linping; Kong, Rong. [No: 46092]
• The welfare economics of catastrophe losses and insurance. - Jaffee, Dwight; Russell, Thomas. [No: 46087]
• What drives insurers’ demand for cat bond investments?. evidence from a pan-European survey. - Braun, Alexander; Müller, Katja; Schmeiser, Hato. [No: 46091]

Journal of Risk and Uncertainty, vol. 46 (3) (2013)

• Bias and brains: risk aversion and cognitive ability across real and hypothetical settings. - Taylor, Matthew P. [No: 46096]
• An expected utility maximizer walks into a bar...- Burghart, Daniel R; Glimcher, Paul W; Lazzaro, Stephanie C. [No: 46093]
• Solomonic separation: risk decisions as productivity indicators. - Miller, Nolan; Wagner, Alexander F; Zeckhauser, Richard J. [No: 46095]
• The St. Petersburg paradox at 300. - Seidl, Christian. [No: 46094]

Population Studies, vol. 67(2) (2013)

• The effects of social interactions on fertility decline in nineteenth-century France: an agent-based simulation experiment. - González-Bailón, Sandra; Murphy, Thommy E. [No: 46080]
• Mortality from the influenza pandemic of 1918–19 in Indonesia. - Chandra, Siddharth. [No: 46083]
• A new method of projecting populations based on trends in life expectancy and survival. - Mayhew, Les; Smith, David. [No: 46081]
• The ‘Own Children’ fertility estimation procedure. a reappraisal. - Avery, Christopher; St. Clair, Travis; Levin, Michael. [No: 46082]

Scandinavian Actuarial Journal, vol. 4 (2013)

• Fitting bivariate losses with phase-type distributions. - Zadeh, Amin Hassan; Bilodeau, Martin. [No: 43676]
• Optimal investment-reinsurance with dynamic risk constraint and regime switching. - Liu, Jingzhen; Yiu, Ka-Fai Cedric; Siu, Tak Kuen; Ching, Wai-Ki. [No: 43677]
• Safety margins for unsystematic biometric risk in life and health insurance. - Christiansen, Marcus C. [No: 43678]

Variance, vol. 6(2) (2012)

• An analysis of the market price of Cat bonds. - Bodoff, Neil M; Gan, Yunbo. [No: 43668]
• Class ratemaking for workers compensation: new developments in loss development. - Daley, Thomas V. [No: 43670]
• Do underwriting cycles matter? An analysis based on dynamic financial analysis. - Eling, Martin; Marek, Sebastian D. [No: 43666]
• A family of chain-ladder factor models for selected link ratios. - Bardis, Emmanuel Theodore; Majidi, Ali; Murphy, Daniel M. [No: 43667]
• Risk-adjusted underwriting performance measurement. - Zhang, Yingjie. [No: 43669]