SA6 learning portal: articles
Presented research meeting papers, Staple Inn Actuarial Society (SIAS) papers and journal articles
An analysis of stock market volatility. Adams, A.; Armitage, S.; Fitzgerald, A. Annals of Actuarial Science (2012) 6(1): 153-170. Access following member login and link to Cambridge Journals online.
Asset-liability management for individual households. Dempster, M.A.H, and Medova, E.A. 2010. British Actuarial Journal (2011) 16(1): 405-439.
Behavioural finance and investment. McLean, C. SIAS, 2012 [slide presentation]
Bond asset management - an overview. Sweeting, P. J.; Bagnall, D. J.; Cutler, H. P. B. et al. SIAS, 2003. 55 pages.
The concept of investment efficiency and its application to investment management structures. Hodgson, T. M.; Breban, S. J.; Ford, C. L. et al. British Actuarial Journal (2000) 6(3): 451-545.
"Does your hedge do what it says on the tin?" Hedging strategies for insurers: effectiveness in recent conditions and regulatory treatment. Eason, S.; Diffey, W.; Evans, R.; Pulcher, P.; Wilkins, T. SIAS, 2010. 61 pages
Entity-wide risk management for pension funds. Kemp, M. H. D.; Patel, C. C. British Actuarial Journal (2012) 17(2): 331-394; 395-412.
Financial risk management. Dowd, K. Financial Analysts Journal (1999) 56(1) July/August: 65-71. You must be logged in to download this article.
Global asset liability management. Dempster, M. A.; Germano, M.; Medova, E. A. et al. British Actuarial Journal (2003) 9(1): 137-216.
Hedge funds. Caslin, J. J. British Actuarial Journal (2004) 10(3): 441-541.
The information ratio. Goodwin, T. H. Financial Analysts Journal (1998) 54(4) July/August: 34-43. You must be logged in to download this article
Lease terms, option pricing and the financial characteristics of property. Adams, A. T; Booth, P. M.; MacGregor, B. D. British Actuarial Journal (2003) 9(3): 619-635.
Making actuaries less human. Lessons from behavioural finance. Taylor, N. SIAS, 2000. 32 pages.
Meeting defined benefit pension obligations. Clacher, I.; Hatchett, J.; Hurd, M. Presented to the Institute and Faculty of Actuaries, 1 December 2012. 45 pp.
Modelling and managing risk. Sweeting, P. J. British Actuarial Journal (2007) 13(3): 579-636.
Modelling copulas: an overview. Dorey, M.; Joubert, P. SIAS, 2005. 27 pages.
The Myners Review and subsequent issues. Myners, P. British Actuarial Journal (2002) 8(1): 75-90.
Pension schemes and fixed income investment. Sweeting, P. J. British Actuarial Journal (2004) 10(2): 353-418.
Practical risk management for equity portfolio managers. Heywood, G.; Marsland, J. R.; Morrison, G. M. British Actuarial Journal (2003) 9(5): 1061-1140.
Property investment appraisal. Adams, A. T.; Booth, P. M.; MacGregor, B. D. British Actuarial Journal (1999) 5(5): 955-982.
Risk budgeting in pension investment. Urwin, R.C.; Breban, S.J.; Hodgson, T.M. and Hunt, A. British Actuarial Journal (2001) 7(3): 319-364.
Seeking diversification through efficient portfolio construction using cash-based and derivative instruments. Jones, M.W. Presented to the Institute and Faculty of Actuaries, 25 February and 18 March 2013. 52 pages.
Systemic risk in financial services. Besar, D.; Booth, P.; Chan K.K.; Milne, A.K.L.; Pickles, J. British Actuarial Journal (2011) 16(2): 195-300.
Transforming consumer information. Ritchie, A.; Corrigan, J.; Graham, S.; Hague, A.; Higham, A.; Holt, J.; Mowbray, P.; Robinson, H. Presented to the Institute and Faculty of Actuaries by the Consumer Information Working Party, 23 April 2012.
Papers shown above with British Actuarial Journal reference have links to their original sessional meeting paper document on this website. Members who login to the Institute and Faculty of Actuaries website can then access the final published article along with reported contributions from the discussion in the British Actuarial Journal via the link reported here.