Journal of the Institute of Actuaries: Volume 119 -

Joint modelling for actuarial graduation and duplicate policies
A. E. Renshaw
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20 April 2012, pp. 69-85
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In this paper it is demonstrated how recently developed statistical techniques designed to facilitate the joint modelling of the mean and dispersion are well suited to model the presence of duplicate policies in graduation.

Portfolio selection and matching: a synthesis
M. Sherris
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20 April 2012, pp. 87-105
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This paper considers a general framework for the selection of assets to meet the liabilities of a life insurance or pension fund. This general framework contains the mean-variance efficient portfolios of modern portfolio theory as a special case. The paper also demonstrates how the portfolio selection and matching approach of Wise (1984a, 1984b, 1987a, 1987b) and Wilkie (1985) fits into this general framework. The matching portfolio is derived as a special case, and is also shown to have implications for determining the central value of the liabilities.

The Biology of Life Span: a Quantitative Approach. By L. A. Gavrilov and N. S. Gavrilova (Harwood Academic Publishers) £62.
H. A. R. Barnett
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20 April 2012, pp. 379-380
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Papers presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to provincial actuarial societies: 1991–92
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20 April 2012, pp. 587-588
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Notes on other actuarial journals
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20 April 2012, pp. 589-590
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Comments on ‘Some results on the Gompertz and Heligman and Pollard laws of mortality’
A. E. Renshaw
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20 April 2012, pp. 107-113
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The consequences of graduating truncated English Life Table data by either the Gompertz or truncated Heligman and Pollard ‘laws of mortality’, recently advocated by Thatcher (1990), are examined in greater detail.

The Insurance Sourcebook. Compiled by Robert Cunnew (Longman in association with the Chartered Insurance Institute, 1991) £35.00.
S. Grover
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20 April 2012, p. 380
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Measurement and Analysis of Mortality: New Approaches. Edited by Jacques Vallin, Stan D'Souza and Alberto Palloni (Oxford; Clarendon Press, 1990) £45.00.
Derek Renn
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20 April 2012, p. 591
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A Handbook of Financial Mathematics. By Peter C. Cartledge (Euromoney Books) £85.00.
M. R. Hardy
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20 April 2012, pp. 380-381
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Notes on the Financial Times—Actuaries United Kingdom Share Indices in 1991
J. C. H. Brumwell
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20 April 2012, pp. 115-125
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Continuing process of updating company classifications.
Sixty constituents deleted during 1991—more as a result of casualty rule than those taken over.
Only forty eight replaced—reflecting difficulty in finding suitable new non-industrial constituents.
No end of the year group changes at the end of the year—for the first time since end-1988.

Sidney Benjamin
Colin D. Lever
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20 April 2012, pp. 383-384
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The British Population: Patterns, Trends and Processes. By D. Coleman and J. Salt (Oxford University Press) £18.95 (pbk).
John Field
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20 April 2012, pp. 591-592
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The actuary in pensions — the growing challenge. Joint Actuarial Convention, Harrogate, 16–18 September 1991
J. R. Cook
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20 April 2012, pp. 127-138
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John Farrant Bunford
G.V.B.
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20 April 2012, p. 593
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Medico-Actuarial Symposium. 24 October 1991
H. J. Jarvis
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20 April 2012, pp. 139-143
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General Insurance Study Group. Convention, 24–25 October 1991
P.D. Johnson
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20 April 2012, pp. 145-146
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James Basil Holmes Pegler
L. G. Hall
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20 April 2012, pp. 593-594
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Permanent Health Insurance Methodology. Seminar, 21 November 1991
M. J. Eves
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20 April 2012, pp. 147-148
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The institute of actuaries general information 1986-1992
Published online by Cambridge University Press:

07 February 2017, pp. 595-618
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Current issues in life assurance. Seminar, 12 December 1991
J. B. Duffield
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20 April 2012, pp. 149-151
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British Actuarial Journal

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Journal of the Institute of Actuaries, Volume 119 - 1992

Research Article

Joint modelling for actuarial graduation and duplicate policies

Portfolio selection and matching: a synthesis

Reviews

The Biology of Life Span: a Quantitative Approach. By L. A. Gavrilov and N. S. Gavrilova (Harwood Academic Publishers) £62.

Other

Papers presented to the Staple Inn Actuarial Society, to the Faculty of Actuaries Students' Society and to provincial actuarial societies: 1991–92

Notes on other actuarial journals

Research Article

Comments on ‘Some results on the Gompertz and Heligman and Pollard laws of mortality’

Reviews

The Insurance Sourcebook. Compiled by Robert Cunnew (Longman in association with the Chartered Insurance Institute, 1991) £35.00.

Measurement and Analysis of Mortality: New Approaches. Edited by Jacques Vallin, Stan D'Souza and Alberto Palloni (Oxford; Clarendon Press, 1990) £45.00.

A Handbook of Financial Mathematics. By Peter C. Cartledge (Euromoney Books) £85.00.

Other

Notes on the Financial Times—Actuaries United Kingdom Share Indices in 1991

Memoirs

Sidney Benjamin

Reviews

The British Population: Patterns, Trends and Processes. By D. Coleman and J. Salt (Oxford University Press) £18.95 (pbk).

Meeting Report

The actuary in pensions — the growing challenge. Joint Actuarial Convention, Harrogate, 16–18 September 1991

Memoirs

John Farrant Bunford

Meeting Report

Medico-Actuarial Symposium. 24 October 1991

General Insurance Study Group. Convention, 24–25 October 1991

Memoirs

James Basil Holmes Pegler

Meeting Report

Permanent Health Insurance Methodology. Seminar, 21 November 1991

Other

The institute of actuaries general information 1986-1992

Meeting Report

Current issues in life assurance. Seminar, 12 December 1991

British Actuarial Journal

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Actions for selected content:

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Journal of the Institute of Actuaries, Volume 119 - 1992

Research Article

Reviews

Other

Research Article

Reviews

Other

Memoirs

Reviews

Meeting Report

Memoirs

Meeting Report

Memoirs

Meeting Report

Other

Meeting Report