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Journal of the Institute of Actuaries最新文献

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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. 死亡率的测量和分析:新方法。编辑雅克·瓦兰，斯坦·德索萨和阿尔贝托·帕洛尼(牛津;克拉伦登出版社，1990)45.00英镑。
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100020047
D. Renn
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引用次数: 0
Reserving for deferred capital gains tax (an application of option pricing theory) 递延资本利得税准备金(期权定价理论的应用)
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019685
M. Sherris
{"title":"Reserving for deferred capital gains tax (an application of option pricing theory)","authors":"M. Sherris","doi":"10.1017/S0020268100019685","DOIUrl":"https://doi.org/10.1017/S0020268100019685","url":null,"abstract":"This paper sets out a framework, based on option pricing theory, that can be used to assess the value of deferred unrealised capital gains tax. In the U.K. and Australia, capital gains tax is paid on realisation of assets and the basis for determining the tax allows for inflation indexation of the cost base of the asset. Capital gains tax payments under these circumstances are shown to resemble those of a complex option. A number of theoretical approaches to the valuation of this option are discussed in the paper.","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"45-67"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019685","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Notes on the Financial Times—Actuaries United Kingdom Share Indices in 1991 1991年金融时报-精算师英国股票指数注释
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019727
J. Brumwell
{"title":"Notes on the Financial Times—Actuaries United Kingdom Share Indices in 1991","authors":"J. Brumwell","doi":"10.1017/S0020268100019727","DOIUrl":"https://doi.org/10.1017/S0020268100019727","url":null,"abstract":"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.","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"115-125"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019727","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Report on the Wilkie stochastic investment model 威尔基随机投资模型报告
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019879
T. Geoghegan, R. S. Clarkson, K. S. Feldman, S. J. Green, A. Kitts, J. P. Lavecky, F. Ross, W. J. Smith, A. Toutounchi
{"title":"Report on the Wilkie stochastic investment model","authors":"T. Geoghegan, R. S. Clarkson, K. S. Feldman, S. J. Green, A. Kitts, J. P. Lavecky, F. Ross, W. J. Smith, A. Toutounchi","doi":"10.1017/S0020268100019879","DOIUrl":"https://doi.org/10.1017/S0020268100019879","url":null,"abstract":"A FIMAG Working Party was set up in 1989 to consider the stochastic investment model proposed by A. D. Wilkie, which had been used by a number of actuaries for various purposes, but had not itself been discussed at the Institute. This is the Report of that Working Party. First, the Wilkie model is described. Then the model is reviewed, and alternative types of model are discussed. Possible applications of the model are considered, and the important question of ‘actuarial judgement’ is introduced. Finally the Report looks at possible future developments. In appendices, Clarkson describes a specific alternative model for inflation, and Wilkie describes some experiments with ARCH models. In further appendices possible applications of stochastic investment models to pension funds, to life assurance and to investment management are discussed.","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"173-228"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019879","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 27
Portfolio selection and matching: a synthesis 投资组合选择与匹配:一个综合
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019703
M. Sherris
{"title":"Portfolio selection and matching: a synthesis","authors":"M. Sherris","doi":"10.1017/S0020268100019703","DOIUrl":"https://doi.org/10.1017/S0020268100019703","url":null,"abstract":"","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"87-105"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019703","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 16
The actuary in pensions — the growing challenge. Joint Actuarial Convention, Harrogate, 16–18 September 1991 养老金精算师——日益严峻的挑战。联合精算公约，哈罗盖特，1991年9月16日至18日
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019739
J. R. Cook
{"title":"The actuary in pensions — the growing challenge. Joint Actuarial Convention, Harrogate, 16–18 September 1991","authors":"J. R. Cook","doi":"10.1017/S0020268100019739","DOIUrl":"https://doi.org/10.1017/S0020268100019739","url":null,"abstract":"","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"127-138"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019739","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Insurance in the EEC—The European Community's Programme for a new Regime, an Industry Report . Prepared by Clifford Chance (Lloyd's of London Press Ltd., 1990) £75.00 欧洲经济共同体的保险——欧洲共同体新制度计划，一份行业报告。由高伟绅编写(伦敦劳埃德出版社有限公司，1990年)75英镑
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019818
M. Brennan
{"title":"Insurance in the EEC—The European Community's Programme for a new Regime, an Industry Report . Prepared by Clifford Chance (Lloyd's of London Press Ltd., 1990) £75.00","authors":"M. Brennan","doi":"10.1017/S0020268100019818","DOIUrl":"https://doi.org/10.1017/S0020268100019818","url":null,"abstract":"","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"163-164"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019818","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678860","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Guide to Life Assurance Underwriting. By Keith Sankey (Buckley Press) £14.95 人寿保险承保指引。基思·桑基著，巴克利出版社，14.95英镑
Journal of the Institute of Actuaries Pub Date : 1992-01-01 DOI: 10.1017/S0020268100019843
H. Barnett
{"title":"Guide to Life Assurance Underwriting. By Keith Sankey (Buckley Press) £14.95","authors":"H. Barnett","doi":"10.1017/S0020268100019843","DOIUrl":"https://doi.org/10.1017/S0020268100019843","url":null,"abstract":"","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"119 1","pages":"166-166"},"PeriodicalIF":0.0,"publicationDate":"1992-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019843","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678914","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Longman International Insurance Reports: Denmark. By Christian Dinesen (Risk & Insurance Research Group.) £120. 朗曼国际保险报告:丹麦。克里斯蒂安·迪纳森(Christian Dinesen)著(风险与保险研究集团)，售价120英镑。
Journal of the Institute of Actuaries Pub Date : 1991-01-01 DOI: 10.1017/S0020268100019417
P. Ford
{"title":"Longman International Insurance Reports: Denmark. By Christian Dinesen (Risk & Insurance Research Group.) £120.","authors":"P. Ford","doi":"10.1017/S0020268100019417","DOIUrl":"https://doi.org/10.1017/S0020268100019417","url":null,"abstract":"","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"118 1","pages":"192-192"},"PeriodicalIF":0.0,"publicationDate":"1991-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019417","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56677566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Chain ladder and maximum likelihood 链梯和最大可能性
Journal of the Institute of Actuaries Pub Date : 1991-01-01 DOI: 10.1017/S0020268100019545
R. Verrall
{"title":"Chain ladder and maximum likelihood","authors":"R. Verrall","doi":"10.1017/S0020268100019545","DOIUrl":"https://doi.org/10.1017/S0020268100019545","url":null,"abstract":"","PeriodicalId":81715,"journal":{"name":"Journal of the Institute of Actuaries","volume":"118 1","pages":"489-499"},"PeriodicalIF":0.0,"publicationDate":"1991-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0020268100019545","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"56678439","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 48
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