1.1. The purpose of this paper is to present to the actuarial profession a stochastic investment model which can be used for simulations of “possible futures” extending for many years ahead. The ideas were first developed for the Maturity Guarantees Working Party (MGWP) whose report was published in 1980. The ideas were further developed in…
Transactions of the Faculty of Actuaries Template
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About the Transactions of the Faculty of Actuaries format
Transactions of the Faculty of Actuaries is a peer-reviewed journal published by Cambridge University Press, covering Insurance, Mortality, Demography, Risk Management, Diverse Scientific and Economic Studies, Legal case studies and regulations.
| 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, Transactions of the Faculty of Actuaries 12 (2023) 45–58.
Formats any DOI in the closest standard style — Transactions of the Faculty of Actuaries has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Insurance, Mortality, Demography, Risk Management Diverse Scientific and Economic Studies Legal case studies and regulations Insurance and Financial Risk Management Global Health Care Issues |
| ISSN | 0071-3686 |
| h-index | 15 |
| i10-index | 26 |
| Total citations | 1,358 |
| Top institutions publishing here | Aflac (United States) |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
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1. In a paper to the Institute of Actuaries ( JIA 107, p. 49) Heligman and Pollard fitted certain mathematical curves to Australian national mortality. They showed that a good fit could be obtained throughout the whole of life with the following curve:
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Synopsis The search for functions which describe how mortality varies with age is an old one. Over the past two decades demographers have developed model life tables based on the structure of relations among mortalities in different populations rather than explicit expressions of age. The earlier work was analytic and empirical using techniques of statistical…