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British Actuarial Journal is a peer-reviewed journal published by Cambridge University Press, covering Insurance, Mortality, Demography, Risk Management, Insurance and Financial Risk Management, Global Health Care Issues.
| Publisher | Cambridge University Press |
|---|---|
| Reference style | Numbered Numbered — [1], [2] in the text [1] A. Smith, B. Jones, and C. Lee, A representative article title, British Actuarial Journal 12 (2023) 45–58.
Formats any DOI in the closest standard style — British Actuarial Journal has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Insurance, Mortality, Demography, Risk Management Insurance and Financial Risk Management Global Health Care Issues Financial Literacy, Pension, Retirement Analysis demographic modeling and climate adaptation |
| ISSN | 1357-3217 |
| Citation impact (2-yr) | 0.95 |
| h-index | 38 |
| i10-index | 150 |
| Total citations | 6,814 |
| Top institutions publishing here | Institute and Faculty of Actuaries |
| Journal website | www.cambridge.org |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
ABSTRACT This paper considers a wide range of stochastic reserving models for use in general insurance, beginning with stochastic models which reproduce the traditional chain-ladder reserve estimates. The models are extended to consider parametric curves and smoothing models for the shape of the development run-off, which allow extrapolation for the estimation of tail factors. The…
ABSTRACT This paper addresses the problem of longevity risk — the risk of uncertain aggregate mortality — and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk. In particular, it focuses on how they can use mortality-linked securities and over-the-counter contracts — some existing and…
ABSTRACT In this paper the ‘Wilkie investment model’ is discussed, updated and extended. The original model covered price inflation, share dividends, share dividend yields (and hence share prices) and long-term interest rates, and was based on data for the United Kingdom from 1919 to 1982, taken at annual intervals. The additional aspects now covered include:…
ABSTRACT The purpose of the report is to achieve a greater understanding of the United Kingdom ‘cohort effect’ by exploring research in other fields and analysing population mortality data by cause of death in more detail. The ‘cohort effect’ in this context is the observed phenomenon that people born in the U.K. between 1925 and…
ABSTRACT This paper presents a statistical model underlying the chain-ladder technique. This is related to other statistical approaches to the chain-ladder technique which have been presented previously. The statistical model is cast in the form of a generalised linear model, and a quasi-likelihood approach is used. It is shown that this enables the method to…
