The biology of life span: a quantitative approach, by A L Gavrilov and N S Gavrilova (Book review)
A handbook of financial mathematics, by Peter C Cartledge (Book review)
Recent developments in the United Kingdom. National report for the United Kingdom to the 24th International Congress of Actuaries, Montreal, 31 May - 5 June 1992
Life profit reporting - what future?. Report of seminar
Actuarial graduation practice and generalised linear and non-linear models
It is demonstrated how existing actuarial graduation practice, used in the construction of life tables, can be extended to considerable effect by formulating the techniques within the generalised linear and non-linear modelling framework.
Notes on the Transactions of the Faculty of Actuaries
Chain ladder and maximum likelihood
This paper derives second moments of estimates of the parameters in the chain ladder model. Thus, the so-called link ratios, and proportions of ultimate claims for each development year are considered. This enables confidence statements about the chain ladder parameters to be made with statistical rigour. The methods are illustrated using 6 sets of real data taken from the DTI returns.
The recent trend of mortality in Great Britain
This note continues a regular series on mortality rates in Great Britain, showing the mortality experienced in each age-group in 1989 and comparing this for broad age-groups, on a standardised basis, with mortality in earlier years.