To mark the 90th birthday in 2024 of David Wilkie, the Annals of Actuarial Science will publish a special issue featuring research that relates to his contributions to the discipline of Actuarial Science.

David Wilkie is one of the world’s foremost research actuaries working at the intersection of practice and academia. His scholarly achievements have been widely recognised by honorary degrees from Heriot-Watt University, Waterloo University and City, University of London, gold medals from both the Institute of Actuaries and the Faculty of Actuaries and honorary memberships of the Swiss, Italian, Swedish and South African Actuarial Societies.

The scope of the special issue is framed by the areas in which David has produced major contributions. These include:

• Stochastic models of asset prices and economic risk factors. The so-called Wilkie Model, developed in a series of papers beginning in 1986, has had a major influence on asset and liability management in the life insurance and pensions industries. It may be considered as the progenitor of the economic scenario generators (ESGs) that are widely used today.
• Mortality modelling. During a long association with the Continuous Mortality Investigation (CMI) David has made many contributions to mortality forecasting and longevity modelling. He has also worked on the effects of pandemics on mortality and this research informs his membership of the IAA-AFIR-ERM Working Party on “Lessons learned from the pandemic”.
• Critical illness modelling and income protection. David’s research on multi-state models for forecasting sickness and mortality, particularly in relation to the HIV epidemic, has had important applications to income protection insurance, while contributing to the development of survival analysis methodology.
• Construction of investment indices. Since his work on the construction of the Financial Times Actuaries’ British Government Securities Indices in the 1970s, David has continued to refine the methodology for these and other indices.
• Computation in actuarial science. Many of his contributions to the above areas were enabled by David’s early adoption and promotion of the power of programming.

The special issue will publish new research in the above areas, or on any other actuarial topic on which David has published. Papers that can make an explicit link to David’s work or show his influence on the discipline of actuarial science, are particularly encouraged. In recognition of the role that computation has played in David’s research, papers on software contributions to the above areas will be considered.

The special issue also invites papers of a review or retrospective nature that can place David’s work in a broader historical context.

The guest editors of this special issue are:

• Mary Hardy, University of Waterloo
• Johnny Li, Chinese University of Hong Kong
• Alexander J. McNeil, University of York
• Andrew D. Smith, University College Dublin

Papers intended for the special issue may be submitted from 1 January 2024 to 30 November 2024. The special issue will appear in 2025, but all papers accepted for publication will be published as FirstView articles when produced. 

Upon submission via ScholarOne, please indicate that your manuscript is intended for this special issue by selecting the appropriate option from the dropdown menu in the Special Issue section. The journal’s usual submission instructions for original research and review articles and for software contributions apply. For further detail please see the journal’s information pages, or contact [email protected]. Questions regarding the scope of the special issue can be addressed to the Editor-in-Chief, Andreas Tsanakas.