On modelling select mortality
In this paper we present an approach to the graduation of select mortality data and we illustrate this approach by graduating the CMIB’s data for Female Permanent Assurances 1979-1982. The difference between our approach and that of the CMIB is that we graduate simultaneously by attained age and duration since selection
Notes on the Financial Times-Actuaries Equity Share Indices in 1989
Articles, papers and publications of actuarial interest
The 2nd AFIR International Colloquium, 17-20 April 1991
Current issues in life assurance: seminar, 6 June 1991
Notes on the Financial Times-Actuaries Equity Share Indices in 1990
Continuing process of updating company classifications. Ninety-six constituents deleted during 1990 - many as a result of strengthened casualty rule. Only 74 replaced - reflecting difficulty in finding suitable new non-industrial constituents. Agencies, Overseas Traders and Publishing & Printing groups discontinued at the end of the year, but Business Services, Electricity and Media introduced. Leisure renamed Hotels & Leisure.
Notes on the Transactions of the Faculty of Actuaries
The law of occupational pension schemes, by N. Inglis-Jones (Review)
Current issues in life assurance: seminar, 10 July 1990
Some statistical aspects of the Continuous Mortality Investigation Bureau"s mortality investigations
This article discusses the formulae for the select and ultimate exposed-to-risk in the CMIB’s mortality studies, and certain statistical aspects of these investigations. It is shown that there are difficulties in the traditional binomial approaches to the distribution of deaths, particularly for select rates, and the use of the Poisson distribution, rather then the binomial, is advocated.
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