New Additions to the Institute and Faculty of Actuaries Libraries, May 2013
May 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
General insurance
Insurance and behavioural economics: improving decisions in the most misunderstood industry. - Kunreuther, Howard C; Pauly, Mark V; McMorrow, Stacey. - Cambridge University Press, 2013. - xii, 329 pages. - ISBN: 978-0521608268. [No: 43875]
General reference
Disciplinary and regulatory proceedings. - Harris, Brian. - 7th ed. - Jordans, 2013. - 588 pages. - ISBN: 9781846615795. [No: 63295]
Insurance law and the Financial Ombudsman Service. - Summer, Judith P. - Lloyd's List, 2010. - 424 pages. - ISBN: 9781843119029. [No: 71275]
Life assurance
The role of principles and practices of financial management in the governance of with-profits UK life insurers. - Dewing, Ian P; Russell, Peter. - Elsevier. Chartered Institute of Management Accountants (CIMA) 2009. - xvi, [2], 62 pages. - ISBN: 978-1856176811. [No: 43882]
Social security
National Insurance Fund Account 2011-2012. - United Kingdom; Department of Social Security. - The Stationery Office, 2013. - ISBN: 9780102980998. [No: 5465]
Journals
Financial Analysts Journal, vol. 69(2) (2013)
- The arithmetic of investment expenses. - Sharpe, William F. [No: 46041]
- Earnings manipulation and expected returns. - Beneish, Messod D; Lee, Charles M C; Nichols, D Craig. [No: 46043]
- Industry-based alternative equity indices. - Leclerc, Frank; L'Her, Jean-Francois; Mouakhar, Tammam; Savaria, Patrick. [No: 46042]
- On a new approach for analyzing and managing macrofinancial risks. - Merton, Robert C; Billio, Monica; Getmansky, Mila; Gray, Dale; Lo, Andrew W; Pelizzon, Loriana. [No: 46040]
- Sell-side analysts and gender. a comparison of performance, behavior, and career outcomes. - Li, Xi; Sullivan, Rodney N; Xu, Danielle; Gao, Guodong. [No: 46044]
Insurance: Mathematics & Economics, vol. 52(3) (2013)
- Choosing a random distribution with prescribed risks. - Cascos, Ignacio; Molchanov, Ilya. [No: 43969]
- Constant proportion portfolio insurance under a regime switching exponential Levy process. - Weng, Chengguo. [No: 43961]
- Control variates and conditional Monte Carlo for basket and Asian options. - Dingeç, Kemal Dinçer; Hörmann, Wolfgang. [No: 43951]
- The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. - Dickson, David C M; Li, Shuanming. [No: 43959]
- An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. - Yin, Chuancun; Wen, Yuzhen. [No: 43957]
- Extensions of the notion of overall comonotonicity to partial comonotonicity. - Zhang, Lianzeng; Duan, Baige. [No: 43955]
- A feasible natural hedging strategy for insurance companies. - Wang, Chou- Wen; Huang, Hong-Chih; Hong, De-Chuan. [No: 43963]
- Lifetime dependence modelling using a truncated multivariate gamma distribution. - Alai, Daniel H; Landsman, Zinoviy; Sherris, Michael. [No: 43964]
- The multi-year non-life insurance risk in the additive loss reserving model. - Diers, Dorothea; Linde, Marc. [No: 43968]
- Multidimensional smoothing by adaptive local kernel-weighted log- likelihood. Application to long-term care insurance. - Tomas, Julien; Planchet, Frédéric. [No: 43967]
- Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals. Aggregation and capital allocation. - Cossette, Helene; Cote, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima. [No: 43966]
- On iterative premium calculation principles under Cumulative Prospect Theory. - Kaluszka, Marek; Krzeszowiec, Michal. [No: 43952]
- On the (in- )dependence between financial and actuarial risks. - Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; Schoutens, Wim; Stassen, Ben. [No: 43962]
- Optimal dividend problem with a nonlinear regular-singular stochastic control. - Chen, Mi; Peng, Xiaofan; Guo, Junyi. [No: 43954]
- Pricing high- risk and low-risk insurance contracts with incomplete information and production costs. - Ramsay, Colin M; Oguledo, Victor I; Pathak, Priya. [No: 43970]
- Quantile credibility models. - Pitselis, Georgios. [No: 43958]
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions. - Deme, El Hadji; Girard, Stephane; Guillou, Armelle. [No: 43965]
- Risky targets and effort. - Chuang, O-Chia; Eeckhoudt, Louis; Huang, Rachel J; Tzeng, Larry Y. [No: 43956]
- Tail Variance premiums for log-elliptical distributions. - Landsman, Zinoviy; Pata, Nika; Dhaene, Jan. [No: 43953]
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. - Zeng, Yan; Li, Zhongfei; Lai, Yongzeng. [No: 43960]
Journal of Asset Management, vol. 14(1) (2013)
- The Black–Litterman model. a risk budgeting perspective. - O'Toole, Randy. [No: 46035]
- A comparative performance analysis of conventional and Islamic exchange-traded funds. - Alam, Nafis. [No: 46037]
- A comparison between capitalization-weighted and equally weighted indexes in the European equity market. - Bolognesi, Enrica; Torluccio, Giuseppe; Zuccheri, Andrea. [No: 46036]
- Do they trade as they say?. comparing survey data and trading records. - Nguyen, Tristan; Schuessler, Alexander. [No: 46038]
- A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading. - Dunis, Christian L; Likothanassis, Spiros D; Karathanasopoulos, Andreas S; Sermpinis, Georgios S; Theofilatos, Konstantinos A. [No: 46039]
Scandinavian Actuarial Journal, vol. 3 (2013)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. - Zhang, Zhimin; Yang, Hailiang; Yang, Hu. [No: 44900]
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims. - Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier. [No: 44898]
- Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. - Rabehasaina, Landy; Tsai, Cary Chi-Liang. [No: 44899]