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

March 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

Bank and insurance capital management. - De Weert, Frans. - John Wiley, 2011. - xiii, 246 pages. - ISBN: 9780470664773. [No: 43871]

Encyclopedia of actuarial science. - Teugels, Jozef L (ed); Sundt, Bjorn (ed). - John Wiley & Sons, 2004. - ISBN: 0 470 84676 3. - 3 vols. [No: 34617] Now available to access online contact library service for details.

Enterprise Risk Management: today's leading research and best practices for tomorrow's executives. - Fraser, John; Simkins, Betty H. - John Wiley, 2010. - xix, 577 pages. - ISBN: 978-0470499085. [No: 43869]

Explaining long-term trends in health and longevity. - Fogel, Robert W. - Cambridge University Press, 2012. - 187 pages. - ISBN: 978-1107665811. [No: 43876]

Quantitative operational risk models. - Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch. - Chapman & Hall/CRC, 2012. - xi, 208 pages. - ISBN: 978-1439895924. [No: 43870]

Royal London: the first 150 years: the story of the Royal London Mutual Insurance Society Limited. - Ross, Murray. - Silverwood, 2011. - 407 pages. - ISBN: 978-1906236526. [No: 43497]

Managing business risk: a practical guide to protecting your business. - Reuvid, Jonathan (ed). - 9th ed. - Kogan Page, 2013. - xxi, 229 pages. - ISBN: 978-079466848. [No: 43878]

Bloomsbury's tax tables 2013/14: March 2013 budget edition including a summary of the Chancellor's proposals. - McLaughlin, Mark (ed.). - Bloomsbury Professional, 2013. - 24 pages. - ISBN: 9781780431505. [No: 46014]

Weather derivatives: modeling and pricing weather-related risk. - Zapranis, Achilleas D; Alexandridis, Antonis K. - Springer, 2013. - xv, 300 p. (ill., some col.) pages. - ISBN: 978-1461460718. [No: 43587]

Credit Suisse global investment returns yearbook 2013. - Dimson, Elroy; Marsh, Paul R; Staunton, Michael D. - Credit Suisse AG, 2013. - 66 pages. - ISBN: 978-3952351383. [No: 36132]

Longevity - is the "industry effect" any more than a poor proxy for amount?. - Rimmer, Steven. - Staple Inn Actuarial Society, 2013. - 32 pages. [No: 43868]

Risk measures and attitudes. - EAA series. - Biagini, Francesca (ed); Schlesinger, Harris (ed); Richter, Andreas (ed). - Springer, 2013. - ix, 91 pages. - ISBN: 978- 1447149255. [No: 43867]

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

Insurance: Mathematics & Economics, vol. 52(2) (2013)

• Best portfolio insurance for long-term investment strategies in realistic conditions. - Pézier, Jacques; Scheller, Johanna. [No: 43977]
• Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. - Wüthrich, Mario V. [No: 43984]
• A characterization of optimal portfolios under the tail mean–variance criterion. - Owadally, Iqbal; Landsman, Zinoviy. [No: 43972]
• Claims reserving in the hierarchical generalized linear model framework. - Gigente, Patrizia; Picech, Liviana; Sigalotti, Luciano. [No: 43987]
• Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. - Hatzopoulos, P; Haberman, Steven. [No: 43982]
• Computing best bounds for nonlinear risk measures with partial information. - Wong, Man Hong; Zhang, Shuzhong. [No: 43971]
• The connection between distortion risk measures and ordered weighted averaging operators. - Belles-Sampera, Jaume; Merigó, José M; Guillén, Montserrat; Santolino, Miguel. [No: 43990]
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters. - Gupta, Pankaj; Mittal, Garima; Mehlawat, Mukesh Kumar. [No: 43700]
• Extremes and products of multivariate AC-product risks. - Yang, Yang; Hashorva, Enkelejd. [No: 43981]
• A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions. - Yang, Sharon S; Dai, Tian-Shyr. [No: 43974]
• Level premium rates as a function of initial capital. - Malinovskii, Vsevolod K. [No: 43986]
• Modeling and forecasting mortality rates. - Mitchell, Daniel; Brockett, Patrick; Mendoza-Arriaga, Rafael; Muthuraman, Kumar. [No: 43978]
• A nonparametric approach to calculating value-at-risk. - Alemany, Ramón; Bolancé, Catalina; Guillén, Montserrat. [No: 43976]
• A note on discounted compound renewal sums under dependency. - Woo, Jae- Kyung; Cheung, Eric C K. [No: 43698]
• On the generalized Gerber-Shiu function for surplus processes with interest. - Li, Shuanming; Lu, Yi. [No: 43694]
• Optimal decision on dynamic insurance price and investment portfolio of an insurer. - Mao, Bin; Carson, James M; Ostaszewski, Krzysztof M; Wen, Zhongkai. [No: 43985]
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. - He, Lin; Liang, Zongxia. [No: 43989]
• Optimal investment policy in the time consistent mean-variance formulation. - Chen, Zhiping; Li, Gang; Guo, Ju-e. [No: 43696]
• Optimal reinsurance with general premium principles. - Chi, Yichun; Tan, Ken Seng. [No: 43699]
• Pricing and securitization of multi-country longevity risk with mortality dependence. - Yang, Sharon S; Wang, Chou-Wen. [No: 43697]
• Pricing catastrophe risk bonds: a mixed approximation method. - Ma, Zong- Gang; Ma, Chao-Qun. [No: 43975]
• Pricing European options on deferred annuities. - Ziveyi, Jonathan; Blackburn, Craig; Sherris, Michael. [No: 43980]
• Pricing inflation products with stochastic volatility and stochastic interest rates. - Singor, Stefan N; Grzelak, Lech A; van Bragt, David; Oosterlee, Cornelius W. [No: 43979]
• Pure robust versus robust portfolio unbiased — Credibility and asymptotic optimality. - Pitselis, Georgios. [No: 43988]
• Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. - Barrieu, Pauline; Loubergé, Henri. [No: 43695]
• Systemic risk tradeoffs and option prices. - Madan, Dilip B; Schoutens, Wim. [No: 43973]
• Testing tail monotonicity by constrained copula estimation. - Gijbels, Irène; Sznajder, Dominik. [No: 43983]

Journal of Social Policy, vol. 42(2) (2013)

• From working to applying. Employment transitions of applicants for disability insurance in the United States. - Lindner, Stephan. [No: 45992]

Journal of the Royal Statistical Society, Series B, vol. 75(2) (2013)

• Non-parametric survival analysis of infectious disease data. - Kenah, Eben. [No: 43763]

Population Studies, vol. 67(1) (2013)

• Multidimensional life-table analysis of the effect of child mortality on total fertility in India, 1992–93, 1998–99, 2005–06. - Eini- Zinab, Hassan. [No: 45993]
• A Poisson common factor model for projecting mortality and life expectancy jointly for females and males. - Li, Jackie. [No: 45996]
• The short-term and long-term effects of divorce on mortality risk in a large Finnish cohort, 1990–2003. - Metsa-Simola, Niina; Martikaninen, Pekka. [No: 45995]
• Trends, patterns, and determinants of regional mortality in Belarus, 1990–2007. - Grigoriev, Pavel; Doblhammer-Reiter, Gabriele; Shkolnikov, Vladimir. [No: 45994]

Scandinavian Actuarial Journal, vol. 2 (2013)

• Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. - Cheung, Ka Chun; Vanduffel, Steven. [No: 44890]
• Optimal dividend control for a generalized risk model with investment incomes and debit interest. - Zhu, Jinxia. [No: 44897]
• Optimal insurance contract with stochastic background wealth. - Huang, Hung-Hsi; Shiu, Yung-Ming; Wang, Ching-Ping. [No: 44896]
• Ruin problems for a discrete time risk model with non-homogeneous conditions. - Castañer, Anna; Claramunt, M Mercè; Gathy, Maude; Lefèvre, Claude; Mármol, Maite. [No: 44889]

Significance, vol. 10(1) (2013)

• Richard Price, Bayes' theorem, and God. - Hooper, Martyn. [No: 45959]