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Publisher: Cambridge University Press   (Total: 365 journals)

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Showing 1 - 200 of 365 Journals sorted alphabetically
Acta Neuropsychiatrica     Hybrid Journal   (Followers: 4, SJR: 0.421, h-index: 23)
Acta Numerica     Hybrid Journal   (Followers: 3, SJR: 8.044, h-index: 35)
Advances in Animal Biosciences     Full-text available via subscription   (Followers: 8)
Advances in Applied Mathematics and Mechanics     Full-text available via subscription   (SJR: 0.74, h-index: 14)
Africa     Hybrid Journal   (Followers: 19, SJR: 1.02, h-index: 28)
African Studies Review     Full-text available via subscription   (Followers: 18, SJR: 0.532, h-index: 13)
Ageing & Society     Hybrid Journal   (Followers: 38, SJR: 0.87, h-index: 55)
Agricultural and Resource Economics Review     Open Access   (Followers: 5, SJR: 0.326, h-index: 19)
AI EDAM     Hybrid Journal   (SJR: 0.438, h-index: 40)
AJS Review     Full-text available via subscription   (Followers: 2, SJR: 0.203, h-index: 4)
American Political Science Review     Hybrid Journal   (Followers: 248, SJR: 6.112, h-index: 127)
Anatolian Studies     Full-text available via subscription   (Followers: 4, SJR: 0.482, h-index: 10)
Ancient Mesoamerica     Hybrid Journal   (Followers: 10, SJR: 0.507, h-index: 29)
Anglo-Saxon England     Hybrid Journal   (Followers: 33, SJR: 0.144, h-index: 12)
animal     Hybrid Journal   (Followers: 3, SJR: 1.098, h-index: 43)
Animal Health Research Reviews     Hybrid Journal   (Followers: 3, SJR: 0.838, h-index: 41)
Animal Science     Full-text available via subscription   (Followers: 9)
Annals of Actuarial Science     Full-text available via subscription   (Followers: 1)
Annual of the British School at Athens     Full-text available via subscription   (Followers: 15, SJR: 0.101, h-index: 9)
Annual Review of Applied Linguistics     Hybrid Journal   (Followers: 36, SJR: 0.753, h-index: 22)
Antarctic Science     Hybrid Journal   (Followers: 1, SJR: 0.728, h-index: 55)
Antichthon     Full-text available via subscription   (Followers: 1, SJR: 0.126, h-index: 2)
Antiquaries J., The     Full-text available via subscription   (Followers: 8, SJR: 0.156, h-index: 3)
Antiquity     Hybrid Journal   (Followers: 26, SJR: 1.133, h-index: 54)
ANZIAM J.     Open Access   (Followers: 1, SJR: 0.151, h-index: 17)
Applied Psycholinguistics     Hybrid Journal   (Followers: 19, SJR: 1.005, h-index: 59)
APSIPA Transactions on Signal and Information Processing     Open Access   (Followers: 8, SJR: 0.339, h-index: 4)
Arabic Sciences and Philosophy     Hybrid Journal   (Followers: 9, SJR: 0.138, h-index: 13)
Arbor Clinical Nutrition Updates     Full-text available via subscription   (Followers: 3)
Archaeological Dialogues     Hybrid Journal   (Followers: 33, SJR: 0.67, h-index: 17)
Archaeological Reports     Full-text available via subscription   (Followers: 5, SJR: 0.101, h-index: 1)
arq: Architectural Research Quarterly     Hybrid Journal   (Followers: 7, SJR: 0.101, h-index: 3)
Asian J. of Comparative Law     Hybrid Journal   (Followers: 9, SJR: 0.127, h-index: 5)
Asian J. of Intl. Law     Hybrid Journal   (Followers: 12, SJR: 0.218, h-index: 5)
Asian J. of Law and Society     Hybrid Journal   (Followers: 6, SJR: 0.179, h-index: 3)
Astin Bulletin     Full-text available via subscription   (Followers: 1, SJR: 0.979, h-index: 19)
Australasian J. of Organisational Psychology     Hybrid Journal   (Followers: 8)
Australasian J. of Special Education     Full-text available via subscription   (Followers: 7, SJR: 0.199, h-index: 6)
Australian J. of Environmental Education     Full-text available via subscription   (Followers: 7, SJR: 0.299, h-index: 5)
Australian J. of Indigenous Education, The     Full-text available via subscription   (Followers: 9, SJR: 0.293, h-index: 4)
Australian J. of Rehabilitation Counseling     Full-text available via subscription   (Followers: 4, SJR: 0.114, h-index: 1)
Austrian History Yearbook     Full-text available via subscription   (Followers: 8, SJR: 0.127, h-index: 3)
Behavioral and Brain Sciences     Hybrid Journal   (Followers: 32, SJR: 0.826, h-index: 127)
Behaviour Change     Full-text available via subscription   (Followers: 12, SJR: 0.362, h-index: 27)
Behavioural and Cognitive Psychotherapy     Hybrid Journal   (Followers: 133, SJR: 0.831, h-index: 47)
Bilingualism: Language and Cognition     Hybrid Journal   (Followers: 37, SJR: 1.359, h-index: 33)
Biofilms     Full-text available via subscription   (Followers: 1)
Bird Conservation Intl.     Hybrid Journal   (Followers: 23, SJR: 0.831, h-index: 29)
BJPsych Advances     Full-text available via subscription   (Followers: 51)
Brain Impairment     Full-text available via subscription   (Followers: 2, SJR: 0.31, h-index: 13)
Breast Cancer Online     Full-text available via subscription   (Followers: 4)
Britannia     Full-text available via subscription   (Followers: 7, SJR: 0.112, h-index: 0)
British Actuarial J.     Full-text available via subscription  
British Catholic History     Hybrid Journal   (Followers: 1)
British J. for the History of Science     Hybrid Journal   (Followers: 20, SJR: 0.804, h-index: 21)
British J. of Anaesthetic and Recovery Nursing     Full-text available via subscription   (Followers: 7)
British J. of Music Education     Hybrid Journal   (Followers: 23, SJR: 0.391, h-index: 8)
British J. Of Nutrition     Hybrid Journal   (Followers: 73, SJR: 1.587, h-index: 139)
British J. of Political Science     Hybrid Journal   (Followers: 157, SJR: 2.505, h-index: 63)
British J. of Psychiatry     Hybrid Journal   (Followers: 177, SJR: 2.674, h-index: 178)
Bulletin of Entomological Research     Hybrid Journal   (Followers: 10, SJR: 0.918, h-index: 54)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2, SJR: 1.405, h-index: 26)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1, SJR: 0.488, h-index: 30)
Bulletin of the School of Oriental and African Studies     Hybrid Journal   (Followers: 18, SJR: 0.122, h-index: 11)
Business and Human Rights J.     Full-text available via subscription   (Followers: 3)
Business Ethics Quarterly     Full-text available via subscription   (Followers: 12, SJR: 1.534, h-index: 46)
Business History Review     Full-text available via subscription   (Followers: 14, SJR: 0.291, h-index: 20)
Cambridge Archaeological J.     Hybrid Journal   (Followers: 120, SJR: 0.743, h-index: 32)
Cambridge Classical J.     Full-text available via subscription   (Followers: 18, SJR: 0.101, h-index: 6)
Cambridge J. of Postcolonial Literary Inquiry     Hybrid Journal   (Followers: 6)
Cambridge Law J.     Hybrid Journal   (Followers: 152, SJR: 0.173, h-index: 3)
Cambridge Opera J.     Hybrid Journal   (Followers: 5, SJR: 0.227, h-index: 9)
Cambridge Quarterly of Healthcare Ethics     Hybrid Journal   (Followers: 11, SJR: 0.295, h-index: 25)
Camden Fifth Series     Full-text available via subscription   (Followers: 2)
Canadian Entomologist     Hybrid Journal   (Followers: 5, SJR: 0.388, h-index: 34)
Canadian J. of Emergency Medicine     Hybrid Journal   (Followers: 11, SJR: 0.532, h-index: 32)
Canadian J. of Law & Jurisprudence     Full-text available via subscription   (Followers: 9)
Canadian J. of Law and Society     Hybrid Journal   (Followers: 19, SJR: 0.247, h-index: 6)
Canadian J. of Neurological Sciences     Full-text available via subscription   (SJR: 0.477, h-index: 53)
Canadian J. of Political Science/Revue canadienne de science politique     Full-text available via subscription   (Followers: 23, SJR: 1.161, h-index: 23)
Canadian J. on Aging     Hybrid Journal   (Followers: 10, SJR: 0.292, h-index: 29)
Canadian Yearbook of Intl. Law / Annuaire canadien de droit international     Full-text available via subscription   (Followers: 1)
Cardiology in the Young     Hybrid Journal   (Followers: 32, SJR: 0.312, h-index: 40)
Central European History     Full-text available via subscription   (Followers: 30, SJR: 0.201, h-index: 14)
Children Australia     Partially Free   (Followers: 2, SJR: 0.191, h-index: 2)
China Quarterly     Hybrid Journal   (Followers: 49, SJR: 1.058, h-index: 54)
Chinese J. of Agricultural Biotechnology     Full-text available via subscription   (Followers: 4)
Church History: Studies in Christianity and Culture     Full-text available via subscription   (Followers: 72, SJR: 0.113, h-index: 16)
Classical Quarterly     Full-text available via subscription   (Followers: 28, SJR: 0.151, h-index: 24)
Classical Review     Full-text available via subscription   (Followers: 24)
CNS Spectrums     Hybrid Journal   (Followers: 3, SJR: 0.885, h-index: 60)
Cognitive Behaviour Therapist     Hybrid Journal   (Followers: 13)
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4, SJR: 1.013, h-index: 35)
Communications in Computational Physics     Full-text available via subscription   (Followers: 2, SJR: 1.198, h-index: 34)
Comparative Studies in Society and History     Full-text available via subscription   (Followers: 45, SJR: 0.725, h-index: 36)
Compositio Mathematica     Full-text available via subscription   (Followers: 1, SJR: 2.965, h-index: 37)
Contemporary European History     Hybrid Journal   (Followers: 25, SJR: 0.369, h-index: 16)
Continuity and Change     Hybrid Journal   (Followers: 12, SJR: 0.266, h-index: 19)
Dance Research J.     Full-text available via subscription   (Followers: 8, SJR: 0.144, h-index: 5)
Development and Psychopathology     Hybrid Journal   (Followers: 8, SJR: 2.342, h-index: 131)
Dialogue Canadian Philosophical Review/Revue canadienne de philosophie     Full-text available via subscription   (Followers: 3, SJR: 0.126, h-index: 7)
Diamond Light Source Proceedings     Full-text available via subscription  
Disaster Medicine and Public Health Preparedness     Hybrid Journal   (Followers: 11, SJR: 0.274, h-index: 24)
Du Bois Review: Social Science Research on Race     Full-text available via subscription   (Followers: 8, SJR: 0.307, h-index: 5)
Early China     Hybrid Journal   (Followers: 3)
Early Music History     Hybrid Journal   (Followers: 8, SJR: 0.164, h-index: 8)
Earth and Environmental Science Transactions of the Royal Society of Edinburgh     Hybrid Journal   (Followers: 5, SJR: 0.325, h-index: 41)
East Asian J. on Applied Mathematics     Full-text available via subscription   (SJR: 0.424, h-index: 6)
Ecclesiastical Law J.     Full-text available via subscription   (Followers: 6, SJR: 0.1, h-index: 2)
Econometric Theory     Hybrid Journal   (Followers: 16, SJR: 2.219, h-index: 52)
Economics and Philosophy     Hybrid Journal   (Followers: 16, SJR: 0.624, h-index: 19)
Edinburgh J. of Botany     Hybrid Journal   (SJR: 0.324, h-index: 20)
Eighteenth-Century Music     Hybrid Journal   (Followers: 11, SJR: 0.1, h-index: 4)
English Language and Linguistics     Hybrid Journal   (Followers: 24, SJR: 0.387, h-index: 18)
English Profile J.     Hybrid Journal   (Followers: 2)
English Today     Hybrid Journal   (Followers: 9, SJR: 0.302, h-index: 4)
Enterprise & Society : The Intl. J. of Business History     Hybrid Journal   (Followers: 16, SJR: 0.452, h-index: 17)
Environment and Development Economics     Hybrid Journal   (Followers: 32, SJR: 0.617, h-index: 43)
Environmental Conservation     Hybrid Journal   (Followers: 58, SJR: 1.09, h-index: 66)
Environmental Practice     Full-text available via subscription   (Followers: 3, SJR: 0.304, h-index: 15)
Epidemiology & Infection     Hybrid Journal   (Followers: 15, SJR: 1.32, h-index: 85)
Epidemiology and Psychiatric Sciences     Hybrid Journal   (Followers: 3, SJR: 0.699, h-index: 28)
Episteme     Hybrid Journal   (Followers: 11, SJR: 0.678, h-index: 2)
Equine and Comparative Exercise Physiology     Full-text available via subscription   (Followers: 6)
Ergodic Theory and Dynamical Systems     Hybrid Journal   (Followers: 2, SJR: 1.456, h-index: 43)
Ethics & Intl. Affairs     Full-text available via subscription   (Followers: 11, SJR: 0.464, h-index: 6)
European Constitutional Law Review (EuConst)     Full-text available via subscription   (Followers: 31, SJR: 1.269, h-index: 15)
European J. of Applied Mathematics     Hybrid Journal   (SJR: 0.939, h-index: 34)
European J. of Sociology     Hybrid Journal   (Followers: 28, SJR: 0.241, h-index: 26)
European Political Science Review     Hybrid Journal   (Followers: 20, SJR: 0.524, h-index: 5)
European Review     Hybrid Journal   (Followers: 17, SJR: 0.119, h-index: 17)
Experimental Agriculture     Hybrid Journal   (Followers: 12, SJR: 0.486, h-index: 31)
Expert Reviews in Molecular Medicine     Hybrid Journal   (Followers: 1, SJR: 1.776, h-index: 60)
Fetal and Maternal Medicine Review     Hybrid Journal   (Followers: 4, SJR: 0.178, h-index: 14)
Financial History Review     Full-text available via subscription   (Followers: 14, SJR: 0.342, h-index: 11)
Foreign Policy Bulletin     Hybrid Journal   (Followers: 6)
Forum of Mathematics, Pi     Open Access   (Followers: 1)
Forum of Mathematics, Sigma     Open Access   (Followers: 1)
Genetics Research     Hybrid Journal   (Followers: 4, SJR: 0.52, h-index: 59)
Geological Magazine     Hybrid Journal   (Followers: 16, SJR: 1.119, h-index: 64)
Glasgow Mathematical J.     Full-text available via subscription   (Followers: 1, SJR: 0.748, h-index: 25)
Global Constitutionalism     Hybrid Journal   (Followers: 16)
Global Mental Health     Open Access   (Followers: 6)
Government and Opposition     Full-text available via subscription   (Followers: 20, SJR: 0.611, h-index: 32)
Greece & Rome     Partially Free   (Followers: 21, SJR: 0.136, h-index: 15)
Hague J. on the Rule of Law     Full-text available via subscription   (Followers: 12, SJR: 0.12, h-index: 11)
Harvard Theological Review     Full-text available via subscription   (Followers: 63, SJR: 0.237, h-index: 17)
Health Economics, Policy and Law     Hybrid Journal   (Followers: 25, SJR: 0.441, h-index: 21)
Hegel Bulletin     Full-text available via subscription   (Followers: 1)
High Power Laser Science and Engineering     Open Access   (Followers: 3)
Historical J.     Hybrid Journal   (Followers: 32, SJR: 0.337, h-index: 23)
History in Africa     Full-text available via subscription   (Followers: 8)
Horizons     Partially Free   (Followers: 1, SJR: 0.112, h-index: 3)
Industrial and Organizational Psychology     Hybrid Journal   (Followers: 20, SJR: 0.47, h-index: 18)
Infection Control and Hospital Epidemiology     Full-text available via subscription   (Followers: 34, SJR: 1.985, h-index: 108)
Intl. & Comparative Law Quarterly     Full-text available via subscription   (Followers: 163, SJR: 0.324, h-index: 25)
Intl. J. of Asian Studies     Hybrid Journal   (Followers: 12, SJR: 0.107, h-index: 1)
Intl. J. of Astrobiology     Hybrid Journal   (Followers: 2, SJR: 0.384, h-index: 18)
Intl. J. of Cultural Property     Full-text available via subscription   (Followers: 13, SJR: 0.154, h-index: 1)
Intl. J. of Disability Management Research     Full-text available via subscription   (Followers: 8, SJR: 0.179, h-index: 2)
Intl. J. of Law in Context     Hybrid Journal   (Followers: 16, SJR: 0.236, h-index: 5)
Intl. J. of Microwave and Wireless Technologies     Hybrid Journal   (Followers: 7, SJR: 0.232, h-index: 11)
Intl. J. of Middle East Studies     Hybrid Journal   (Followers: 64, SJR: 0.501, h-index: 28)
Intl. J. of Technology Assessment in Health Care     Hybrid Journal   (Followers: 12, SJR: 0.854, h-index: 54)
Intl. J. of Tropical Insect Science     Hybrid Journal   (Followers: 1, SJR: 0.299, h-index: 20)
Intl. Labor and Working-Class History     Full-text available via subscription   (Followers: 11, SJR: 0.262, h-index: 14)
Intl. Organization     Full-text available via subscription   (Followers: 86, SJR: 3.67, h-index: 106)
Intl. Psychogeriatrics     Hybrid Journal   (Followers: 13, SJR: 1.068, h-index: 68)
Intl. Review of Social History     Full-text available via subscription   (Followers: 23, SJR: 0.185, h-index: 16)
Intl. Review of the Red Cross     Full-text available via subscription   (Followers: 10, SJR: 0.275, h-index: 10)
Intl. Theory: A J. of Intl. Politics, Law and Philosophy     Hybrid Journal   (Followers: 19, SJR: 0.774, h-index: 4)
Iraq     Full-text available via subscription   (Followers: 2)
Irish Historical Studies     Hybrid Journal   (Followers: 5, SJR: 0.101, h-index: 8)
Irish J. of Psychological Medicine     Hybrid Journal   (Followers: 1, SJR: 0.107, h-index: 14)
Israel Law Review     Hybrid Journal   (Followers: 3, SJR: 0.12, h-index: 2)
Itinerario     Full-text available via subscription   (Followers: 8, SJR: 0.195, h-index: 4)
J. of African History     Hybrid Journal   (Followers: 21, SJR: 0.381, h-index: 25)
J. of African Law     Full-text available via subscription   (Followers: 3, SJR: 0.125, h-index: 6)
J. of Agricultural and Applied Economics     Open Access   (Followers: 1)
J. of Agricultural Science     Full-text available via subscription   (Followers: 6, SJR: 0.56, h-index: 51)
J. of American Studies     Hybrid Journal   (Followers: 20, SJR: 0.133, h-index: 9)
J. of Anglican Studies     Hybrid Journal   (Followers: 6, SJR: 0.101, h-index: 1)
J. of Applied Animal Nutrition     Hybrid Journal   (Followers: 3)
J. of Asian Studies     Full-text available via subscription   (Followers: 36, SJR: 0.331, h-index: 31)
J. of Benefit-Cost Analysis     Hybrid Journal   (Followers: 2)
J. of Biosocial Science     Hybrid Journal   (Followers: 3, SJR: 0.561, h-index: 41)
J. of British Studies     Full-text available via subscription   (Followers: 30, SJR: 0.306, h-index: 23)
J. of Child Language     Hybrid Journal   (Followers: 20, SJR: 0.787, h-index: 55)
J. of Dairy Research     Full-text available via subscription   (Followers: 7, SJR: 0.682, h-index: 60)
J. of Demographic Economics     Hybrid Journal   (Followers: 3)
J. of Developmental Origins of Health and Disease     Hybrid Journal   (Followers: 2, SJR: 0.74, h-index: 11)
J. of Diagnostic Radiography and Imaging     Hybrid Journal   (Followers: 4)
J. of Ecclesiastical History     Hybrid Journal   (Followers: 19, SJR: 0.123, h-index: 14)
J. of Economic History     Full-text available via subscription   (Followers: 45, SJR: 1.224, h-index: 44)
J. of Experimental Political Science     Full-text available via subscription   (Followers: 5)
J. of Financial and Quantitative Analysis     Full-text available via subscription   (Followers: 33, SJR: 2.998, h-index: 80)
J. of Fluid Mechanics     Hybrid Journal   (Followers: 135, SJR: 1.45, h-index: 155)
J. of French Language Studies     Hybrid Journal   (Followers: 5, SJR: 0.158, h-index: 8)
J. of Functional Programming     Hybrid Journal   (Followers: 1, SJR: 0.917, h-index: 39)
J. of Germanic Linguistics     Full-text available via subscription   (Followers: 7, SJR: 0.219, h-index: 4)

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Journal Cover Annals of Actuarial Science
  [1 followers]  Follow
    
   Full-text available via subscription Subscription journal
   ISSN (Print) 1748-4995 - ISSN (Online) 1748-5002
   Published by Cambridge University Press Homepage  [365 journals]
  • A stochastic Expectation–Maximisation (EM) algorithm for
           construction of mortality tables
    • Authors: Luz Judith R. Esparza; Fernando Baltazar-Larios
      Pages: 1 - 22
      Abstract: In this paper, we present an extension of the model proposed by Lin & Liu that uses the concept of physiological age to model the ageing process by using phase-type distributions to calculate the probability of death. We propose a finite-state Markov jump process to model the hypothetical ageing process in which it is possible the transition rates between non-consecutive physiological ages. Since the Markov process has only a single absorbing state, the death time follows a phase-type distribution. Thus, to build a mortality table the challenge is to estimate this matrix based on the records of the ageing process. Considering the nature of the data, we consider two cases: having continuous time information of the ageing process, and the more interesting and realistic case, having reports of the process just in determined times. If the ageing process is only observed at discrete time points we have a missing data problem, thus, we use a stochastic Expectation–Maximisation (SEM) algorithm to find the maximum likelihood estimator of the intensity matrix. And in order to do that, we build Markov bridges which are sampled using the Bisection method. The theory is illustrated by a simulation study and used to fit real data.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000094
      Issue No: Vol. 12, No. 1 (2018)
       
  • Ruin problems in Markov-modulated risk models
    • Authors: David C.M. Dickson; Marjan Qazvini
      Pages: 23 - 48
      Abstract: Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such as the compound binomial model and the compound Markov binomial model. We consider their model and build numerical algorithms that provide approximations to the probability of ultimate ruin and the probability and severity of ruin in a continuous time two-state Markov-modulated risk model. We then study the finite time ruin probability for a discrete m-state model and show how we can approximate the density of the time of ruin in a continuous time Markov-modulated model with more than two states.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000124
      Issue No: Vol. 12, No. 1 (2018)
       
  • The cost and value of UK pensions
    • Authors: Paul J. Sweeting
      Pages: 49 - 66
      Abstract: Over the last 20 years, the extent of defined benefit provision has declined substantially in the United Kingdom. Whilst most of the focus has been on deficits relating to past benefit accrual, the increasing cost of future benefit accrual is also important. There are two reasons for this. First, the change in the cost of defined benefit accrual represents the difference in the earnings for employees with membership of a defined benefit scheme and those with membership of a defined contribution scheme. Second, the current cost of defined benefit accrual gives an indication of the cost of an adequate pension. As such, it can be compared with levels of contribution to defined contribution schemes to determine whether these are adequate. I therefore look at how the cost of pensions has changed relative to the cost of non-pensions earnings. I also look at the main components of the change in pensions cost – those relating to benefits payable, discount rates and longevity – to analyse their relative importance. I find that the cost of employing a member of defined benefit pension scheme has consistently outpaced the cost of employing someone in a defined contribution arrangement. I also find that the current cost of accrual is significantly higher than the average level of payments to defined contribution schemes.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000082
      Issue No: Vol. 12, No. 1 (2018)
       
  • Yet more on a stochastic economic model: Part 4: a model for share
           earnings, dividends, and prices
    • Authors: A. D. Wilkie; Şule Şahin
      Pages: 67 - 105
      Abstract: In this paper, we develop an extension to the Wilkie model, introducing share earnings and cover (earnings/dividends) as new variables, and deriving share dividends from them. Earnings are available from April 1962, but only for the Non-Financial index, and for the All-Share one only from 1992. We construct a Composite Earnings Index from these series. We then find a suitable annual time series model for changes in earnings, and then for cover, which is mean-reverting. We compare this new model with the original model, in which changes in dividends were modelled directly. We also investigate monthly data to give parameters for stochastic interpolation. We observe an unusual change in earnings over 2015–2016, consider the implications of this and show specimen simulations.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000112
      Issue No: Vol. 12, No. 1 (2018)
       
  • An actuarial investigation into maternal hospital cost risk factors for
           public patients
    • Authors: Jananie William; Michael A. Martin, Catherine Chojenta, Deborah Loxton
      Pages: 106 - 129
      Abstract: We investigate an actuarial approach to identifying the factors impacting government-funded maternal hospital costs in Australia, with a focus on women who experience adverse birth outcomes. We propose a two-phase modelling methodology that adopts actuarial methods from typical insurance claim cost modelling and extends to other statistical techniques to account for the large volume of covariates available for modelling. Specifically, Classification and Regression Trees and generalised linear mixed models are employed to analyse a data set that links longitudinal survey and administrative data from a large sample of women. The results show that adverse births are a statistically significant risk factor affecting maternal hospital costs in the antenatal and delivery periods. Other significant cost risk factors in the delivery period include mode of delivery, private health insurance status, diabetes, smoking status, area of residence and onset of labour. We demonstrate the efficacy of using actuarial techniques in non-traditional areas and highlight how the results can be used to inform public policy.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S174849951700015X
      Issue No: Vol. 12, No. 1 (2018)
       
  • An optimal multi-layer reinsurance policy under conditional tail
           expectation
    • Authors: Amir T. Payandeh Najafabadi; Ali Panahi Bazaz
      Pages: 130 - 146
      Abstract: An usual reinsurance policy for insurance companies admits one or two layers of the payment deductions. Under optimality criterion of minimising the Conditional Tail Expectation (CTE) risk measure of the insurer’s total risk, this article generalises an optimal stop-loss reinsurance policy to an optimal multi-layer reinsurance policy. To achieve such optimal multi-layer reinsurance policy, this article starts from a given optimal stop-loss reinsurance policy f(⋅). In the first step, it cuts down the interval [0, ∞) into intervals [0, M 1) and [M 1, ∞). By shifting the origin of Cartesian coordinate system to (M 1, f(M 1)), and showing that under the CTE criteria $$f\left( x \right)I_{{[0,M_{{\rm 1}} )}} \left( x \right){\plus}\left( {f\left( {M_{{\rm 1}} } \right){\plus}f\left( {x{\minus}M_{{\rm 1}} } \right)} \right)I_{{[M_{{\rm 1}} ,{\rm }\infty)}} \left( x \right)$$ is, again, an optimal policy. This extension procedure can be repeated to obtain an optimal k-layer reinsurance policy. Finally, unknown parameters of the optimal multi-layer reinsurance policy are estimated using some additional appropriate criteria. Three simulation-based studies have been conducted to demonstrate: (1) the practical applications of our findings and (2) how one may employ other appropriate criteria to estimate unknown parameters of an optimal multi-layer contract. The multi-layer reinsurance policy, similar to the original stop-loss reinsurance policy is optimal, in a same sense. Moreover, it has some other optimal criteria which the original policy does not have. Under optimality criterion of minimising a general translative and monotone risk measure ρ(⋅) of either the insurer’s total risk or both the insurer’s and the reinsurer’s total risks, this article (in its discussion) also extends a given optimal reinsurance contract f(⋅) to a multi-layer and continuous reinsurance policy.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000148
      Issue No: Vol. 12, No. 1 (2018)
       
  • Optimal reinsurance: a reinsurer’s perspective
    • Authors: Fei Huang; Honglin Yu
      Pages: 147 - 184
      Abstract: In this paper, the optimal safety loading that the reinsurer should set in the reinsurance pricing is studied, which is novel in the literature. It is first assumed that the insurer will choose the form of the reinsurance contract by following the results derived in Cai et al. Different optimality criteria from the reinsurer’s perspective are then studied, such as maximising the expectation of the profit, maximising the utility of the profit and minimising the value-at-risk of the reinsurer’s total loss. By applying the concept of comonotonicity, the problem in which the reinsurer is facing two risks with unknown dependency structure is also solved. Closed-form solutions are obtained when the underlying losses are zero-modified exponentially distributed. Finally, numerical examples are provided to illustrate the results derived.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000161
      Issue No: Vol. 12, No. 1 (2018)
       
  • Projection models for health expenses
    • Authors: Marcus Christiansen; Michel Denuit, Nathalie Lucas, Jan-Philipp Schmidt
      Pages: 185 - 203
      Abstract: This note proposes a practical way for modelling and projecting health insurance expenditures over short time horizons, based on observed historical data. The present study is motivated by a similar age structure generally observed for health insurance claim frequencies and yearly aggregate losses on the one hand and mortality on the other hand. As an application, the approach is illustrated for German historical inpatient costs provided by the Federal Financial Supervisory Authority. In particular, similarities and differences to mortality modelling are addressed.
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000240
      Issue No: Vol. 12, No. 1 (2018)
       
  • A+History+of+British+Actuarial+Thought,+Turnbull+Craig,+Palgrave+Macmillan,+2017,+Cham,+Switzerland,+345pp,+ISBN:+978-3-319-33182-9&rft.title=Annals+of+Actuarial+Science&rft.issn=1748-4995&rft.date=2018&rft.volume=12&rft.spage=204&rft.epage=205&rft.aulast=Smith&rft.aufirst=Andrew&rft.au=Andrew+Smith&rft_id=info:doi/10.1017/S1748499517000173">A History of British Actuarial Thought, Turnbull Craig, Palgrave
           Macmillan, 2017, Cham, Switzerland, 345pp, ISBN: 978-3-319-33182-9
    • Authors: Andrew Smith
      Pages: 204 - 205
      PubDate: 2018-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000173
      Issue No: Vol. 12, No. 1 (2018)
       
 
 
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