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Publisher: Cambridge University Press   (Total: 373 journals)

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Showing 1 - 200 of 373 Journals sorted alphabetically
Acta Neuropsychiatrica     Hybrid Journal   (Followers: 5, SJR: 0.733, CiteScore: 2)
Acta Numerica     Hybrid Journal   (Followers: 4, SJR: 6.709, CiteScore: 10)
Advances in Animal Biosciences     Full-text available via subscription   (Followers: 12)
Advances in Applied Mathematics and Mechanics     Full-text available via subscription   (Followers: 1, SJR: 0.441, CiteScore: 1)
Aeronautical J., The     Hybrid Journal   (Followers: 6)
Africa     Hybrid Journal   (Followers: 20, SJR: 0.582, CiteScore: 1)
African Studies Review     Full-text available via subscription   (Followers: 20, SJR: 0.437, CiteScore: 1)
Ageing & Society     Hybrid Journal   (Followers: 43, SJR: 0.756, CiteScore: 2)
Agricultural and Resource Economics Review     Open Access   (Followers: 6, SJR: 0.414, CiteScore: 1)
AI EDAM     Hybrid Journal   (Followers: 2, SJR: 0.375, CiteScore: 1)
AJS Review     Full-text available via subscription   (Followers: 4, SJR: 0.128, CiteScore: 0)
American Political Science Review     Hybrid Journal   (Followers: 295, SJR: 5.587, CiteScore: 4)
Anatolian Studies     Full-text available via subscription   (Followers: 5, SJR: 0.528, CiteScore: 1)
Ancient Mesoamerica     Hybrid Journal   (Followers: 11, SJR: 0.478, CiteScore: 1)
Anglo-Saxon England     Hybrid Journal   (Followers: 35, SJR: 0.1, CiteScore: 0)
animal     Hybrid Journal   (Followers: 3, SJR: 0.842, CiteScore: 2)
Animal Health Research Reviews     Hybrid Journal   (Followers: 3, SJR: 0.69, CiteScore: 2)
Animal Science     Full-text available via subscription   (Followers: 10)
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: 0.177, CiteScore: 0)
Annual Review of Applied Linguistics     Hybrid Journal   (Followers: 42, SJR: 3.223, CiteScore: 4)
Antarctic Science     Hybrid Journal   (Followers: 1, SJR: 0.643, CiteScore: 1)
Antichthon     Full-text available via subscription   (Followers: 2, SJR: 0.101, CiteScore: 0)
Antiquaries J., The     Full-text available via subscription   (Followers: 10, SJR: 0.106, CiteScore: 0)
Antiquity     Hybrid Journal   (Followers: 31)
ANZIAM J.     Open Access   (Followers: 1, SJR: 0.216, CiteScore: 0)
Applied Psycholinguistics     Hybrid Journal   (Followers: 24, SJR: 0.945, CiteScore: 2)
APSIPA Transactions on Signal and Information Processing     Open Access   (Followers: 9, SJR: 0.404, CiteScore: 2)
Arabic Sciences and Philosophy     Hybrid Journal   (Followers: 9, SJR: 0.101, CiteScore: 0)
Arbor Clinical Nutrition Updates     Full-text available via subscription   (Followers: 3)
Archaeological Dialogues     Hybrid Journal   (Followers: 39, SJR: 0.898, CiteScore: 1)
Archaeological Reports     Full-text available via subscription   (Followers: 5, SJR: 0.128, CiteScore: 0)
arq: Architectural Research Quarterly     Hybrid Journal   (Followers: 8, SJR: 0.123, CiteScore: 0)
Asian J. of Comparative Law     Hybrid Journal   (Followers: 11, SJR: 0.129, CiteScore: 0)
Asian J. of Intl. Law     Hybrid Journal   (Followers: 16, SJR: 0.135, CiteScore: 0)
Asian J. of Law and Society     Hybrid Journal   (Followers: 7, SJR: 0.195, CiteScore: 0)
Astin Bulletin     Full-text available via subscription   (Followers: 1, SJR: 0.878, CiteScore: 1)
Australasian J. of Organisational Psychology     Hybrid Journal   (Followers: 10, SJR: 0.154, CiteScore: 1)
Australian J. of Environmental Education     Full-text available via subscription   (Followers: 8, SJR: 0.403, CiteScore: 1)
Australian J. of Indigenous Education, The     Full-text available via subscription   (Followers: 11, SJR: 0.26, CiteScore: 1)
Australian J. of Rehabilitation Counseling     Full-text available via subscription   (Followers: 5, SJR: 0.144, CiteScore: 0)
Austrian History Yearbook     Full-text available via subscription   (Followers: 11, SJR: 0.161, CiteScore: 0)
Behavioral and Brain Sciences     Hybrid Journal   (Followers: 37, SJR: 0.595, CiteScore: 1)
Behaviour Change     Full-text available via subscription   (Followers: 13, SJR: 0.508, CiteScore: 1)
Behavioural and Cognitive Psychotherapy     Hybrid Journal   (Followers: 170, SJR: 0.976, CiteScore: 2)
Bilingualism: Language and Cognition     Hybrid Journal   (Followers: 42, SJR: 1.446, CiteScore: 2)
Biofilms     Full-text available via subscription   (Followers: 1)
Bird Conservation Intl.     Hybrid Journal   (Followers: 26, SJR: 0.581, CiteScore: 1)
BJPsych Advances     Full-text available via subscription   (Followers: 56, SJR: 0.275, CiteScore: 0)
BJPsych Intl.     Open Access   (Followers: 2)
BJPsych Open     Open Access   (Followers: 3)
Brain Impairment     Full-text available via subscription   (Followers: 2, SJR: 0.321, CiteScore: 1)
Breast Cancer Online     Full-text available via subscription   (Followers: 3)
Britannia     Full-text available via subscription   (Followers: 8, SJR: 0.111, CiteScore: 0)
British Actuarial J.     Full-text available via subscription  
British Catholic History     Hybrid Journal   (Followers: 1, SJR: 0.133, CiteScore: 1)
British J. for the History of Science     Hybrid Journal   (Followers: 24, SJR: 0.235, CiteScore: 0)
British J. of Anaesthetic and Recovery Nursing     Full-text available via subscription   (Followers: 8)
British J. of Music Education     Hybrid Journal   (Followers: 24, SJR: 0.564, CiteScore: 1)
British J. Of Nutrition     Hybrid Journal   (Followers: 84, SJR: 1.612, CiteScore: 4)
British J. of Political Science     Hybrid Journal   (Followers: 199, SJR: 4.661, CiteScore: 4)
British J. of Psychiatry     Hybrid Journal   (Followers: 211, SJR: 2.844, CiteScore: 3)
Bulletin of Entomological Research     Hybrid Journal   (Followers: 12, SJR: 0.805, CiteScore: 2)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2, SJR: 0.555, CiteScore: 1)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1, SJR: 0.44, CiteScore: 0)
Bulletin of the School of Oriental and African Studies     Hybrid Journal   (Followers: 21, SJR: 0.146, CiteScore: 0)
Business and Human Rights J.     Full-text available via subscription   (Followers: 4, SJR: 0.536, CiteScore: 1)
Business Ethics Quarterly     Full-text available via subscription   (Followers: 14, SJR: 1.098, CiteScore: 2)
Business History Review     Hybrid Journal   (Followers: 15, SJR: 0.347, CiteScore: 1)
Cambridge Archaeological J.     Hybrid Journal   (Followers: 142, SJR: 1.121, CiteScore: 1)
Cambridge Classical J.     Full-text available via subscription   (Followers: 21, SJR: 0.101, CiteScore: 0)
Cambridge J. of Postcolonial Literary Inquiry     Hybrid Journal   (Followers: 7)
Cambridge Law J.     Hybrid Journal   (Followers: 193, SJR: 0.213, CiteScore: 0)
Cambridge Opera J.     Hybrid Journal   (Followers: 4, SJR: 0.14, CiteScore: 0)
Cambridge Quarterly of Healthcare Ethics     Hybrid Journal   (Followers: 11, SJR: 0.299, CiteScore: 1)
Camden Fifth Series     Full-text available via subscription   (Followers: 3)
Canadian Entomologist     Hybrid Journal   (Followers: 5, SJR: 0.482, CiteScore: 1)
Canadian J. of Emergency Medicine     Hybrid Journal   (Followers: 13, SJR: 0.624, CiteScore: 1)
Canadian J. of Law & Jurisprudence     Full-text available via subscription   (Followers: 11, SJR: 0.237, CiteScore: 0)
Canadian J. of Law and Society     Hybrid Journal   (Followers: 20, SJR: 0.259, CiteScore: 1)
Canadian J. of Neurological Sciences     Full-text available via subscription   (SJR: 0.549, CiteScore: 1)
Canadian J. of Political Science/Revue canadienne de science politique     Full-text available via subscription   (Followers: 24, SJR: 0.385, CiteScore: 1)
Canadian J. on Aging     Hybrid Journal   (Followers: 11, SJR: 0.426, CiteScore: 1)
Canadian Yearbook of Intl. Law / Annuaire canadien de droit international     Full-text available via subscription   (Followers: 2)
Cardiology in the Young     Hybrid Journal   (Followers: 34, SJR: 0.372, CiteScore: 1)
Central European History     Full-text available via subscription   (Followers: 32, SJR: 0.159, CiteScore: 0)
Children Australia     Partially Free   (Followers: 2, SJR: 0.255, CiteScore: 0)
China Quarterly     Hybrid Journal   (Followers: 52, SJR: 2.289, CiteScore: 3)
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: 0.106, CiteScore: 0)
Classical Quarterly     Full-text available via subscription   (Followers: 34, SJR: 0.204, CiteScore: 0)
Classical Review     Full-text available via subscription   (Followers: 27)
CNS Spectrums     Hybrid Journal   (Followers: 3, SJR: 1.391, CiteScore: 3)
Cognitive Behaviour Therapist     Hybrid Journal   (Followers: 14)
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4, SJR: 0.839, CiteScore: 1)
Communications in Computational Physics     Full-text available via subscription   (Followers: 2, SJR: 1.048, CiteScore: 2)
Comparative Studies in Society and History     Full-text available via subscription   (Followers: 47, SJR: 0.585, CiteScore: 1)
Compositio Mathematica     Full-text available via subscription   (Followers: 1, SJR: 3.139, CiteScore: 1)
Contemporary European History     Hybrid Journal   (Followers: 27, SJR: 0.263, CiteScore: 1)
Continuity and Change     Hybrid Journal   (Followers: 12, SJR: 0.107, CiteScore: 0)
Dance Research J.     Full-text available via subscription   (Followers: 11, SJR: 0.211, CiteScore: 0)
Development and Psychopathology     Hybrid Journal   (Followers: 9, SJR: 2.068, CiteScore: 4)
Dialogue Canadian Philosophical Review/Revue canadienne de philosophie     Full-text available via subscription   (Followers: 4, SJR: 0.156, CiteScore: 0)
Diamond Light Source Proceedings     Full-text available via subscription   (Followers: 1)
Disaster Medicine and Public Health Preparedness     Hybrid Journal   (Followers: 13, SJR: 0.471, CiteScore: 1)
Du Bois Review: Social Science Research on Race     Full-text available via subscription   (Followers: 9, SJR: 0.561, CiteScore: 1)
Early China     Hybrid Journal   (Followers: 3)
Early Music History     Hybrid Journal   (Followers: 9, SJR: 0.101, CiteScore: 0)
Earth and Environmental Science Transactions of the Royal Society of Edinburgh     Hybrid Journal   (Followers: 5)
East Asian J. on Applied Mathematics     Full-text available via subscription   (SJR: 0.418, CiteScore: 1)
Ecclesiastical Law J.     Full-text available via subscription   (Followers: 6, SJR: 0.114, CiteScore: 0)
Econometric Theory     Hybrid Journal   (Followers: 17, SJR: 2.915, CiteScore: 1)
Economics and Philosophy     Hybrid Journal   (Followers: 15, SJR: 0.622, CiteScore: 1)
Edinburgh J. of Botany     Hybrid Journal   (SJR: 0.283, CiteScore: 1)
Eighteenth-Century Music     Hybrid Journal   (Followers: 13, SJR: 0.113, CiteScore: 0)
English Language and Linguistics     Hybrid Journal   (Followers: 24, SJR: 0.52, CiteScore: 1)
English Profile J.     Hybrid Journal   (Followers: 2)
English Today     Hybrid Journal   (Followers: 12, SJR: 0.279, CiteScore: 0)
Enterprise & Society : The Intl. J. of Business History     Hybrid Journal   (Followers: 17, SJR: 0.245, CiteScore: 1)
Environment and Development Economics     Hybrid Journal   (Followers: 38, SJR: 0.617, CiteScore: 1)
Environmental Conservation     Hybrid Journal   (Followers: 61, SJR: 1.028, CiteScore: 2)
Environmental Practice     Full-text available via subscription   (Followers: 3, SJR: 0.145, CiteScore: 0)
Epidemiology & Infection     Hybrid Journal   (Followers: 17, SJR: 1.128, CiteScore: 2)
Epidemiology and Psychiatric Sciences     Hybrid Journal   (Followers: 3, SJR: 1.494, CiteScore: 2)
Episteme     Hybrid Journal   (Followers: 12, SJR: 0.756, CiteScore: 1)
Equine and Comparative Exercise Physiology     Full-text available via subscription   (Followers: 8)
Ergodic Theory and Dynamical Systems     Hybrid Journal   (Followers: 2, SJR: 1.193, CiteScore: 1)
Ethics & Intl. Affairs     Full-text available via subscription   (Followers: 14, SJR: 0.557, CiteScore: 1)
European Constitutional Law Review (EuConst)     Full-text available via subscription   (Followers: 35, SJR: 1.009, CiteScore: 1)
European J. of Applied Mathematics     Hybrid Journal   (SJR: 0.52, CiteScore: 1)
European J. of Sociology     Hybrid Journal   (Followers: 35, SJR: 0.643, CiteScore: 1)
European Political Science Review     Hybrid Journal   (Followers: 26, SJR: 1.816, CiteScore: 2)
European Review     Hybrid Journal   (Followers: 18, SJR: 0.131, CiteScore: 0)
Experimental Agriculture     Hybrid Journal   (Followers: 13, SJR: 0.542, CiteScore: 1)
Expert Reviews in Molecular Medicine     Hybrid Journal   (Followers: 1, SJR: 1.647, CiteScore: 4)
Fetal and Maternal Medicine Review     Hybrid Journal   (Followers: 5)
Financial History Review     Full-text available via subscription   (Followers: 15, SJR: 0.238, CiteScore: 1)
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: 0.483, CiteScore: 1)
Geological Magazine     Hybrid Journal   (Followers: 17, SJR: 0.966, CiteScore: 2)
Glasgow Mathematical J.     Full-text available via subscription   (Followers: 1, SJR: 0.604, CiteScore: 0)
Global Constitutionalism     Hybrid Journal   (Followers: 17)
Global Mental Health     Open Access   (Followers: 8)
Global Sustainability     Open Access  
Government and Opposition     Full-text available via subscription   (Followers: 22, SJR: 0.965, CiteScore: 2)
Greece & Rome     Partially Free   (Followers: 26, SJR: 0.113, CiteScore: 0)
Hague J. on the Rule of Law     Full-text available via subscription   (Followers: 14, SJR: 0.271, CiteScore: 1)
Harvard Theological Review     Full-text available via subscription   (Followers: 68, SJR: 0.165, CiteScore: 0)
Health Economics, Policy and Law     Hybrid Journal   (Followers: 28, SJR: 0.745, CiteScore: 1)
Hegel Bulletin     Full-text available via subscription   (Followers: 2)
High Power Laser Science and Engineering     Open Access   (Followers: 3, SJR: 0.901, CiteScore: 3)
Historical J.     Hybrid Journal   (Followers: 36, SJR: 0.247, CiteScore: 1)
History in Africa     Full-text available via subscription   (Followers: 9)
Horizons     Partially Free   (Followers: 1, SJR: 0.129, CiteScore: 0)
Industrial and Organizational Psychology     Hybrid Journal   (Followers: 26, SJR: 0.916, CiteScore: 1)
Infection Control and Hospital Epidemiology     Full-text available via subscription   (Followers: 36, SJR: 1.97, CiteScore: 3)
Intl. & Comparative Law Quarterly     Full-text available via subscription   (Followers: 226, SJR: 0.369, CiteScore: 1)
Intl. J. of Asian Studies     Hybrid Journal   (Followers: 12, SJR: 0.143, CiteScore: 0)
Intl. J. of Astrobiology     Hybrid Journal   (Followers: 3, SJR: 0.548, CiteScore: 1)
Intl. J. of Cultural Property     Full-text available via subscription   (Followers: 13, SJR: 0.253, CiteScore: 1)
Intl. J. of Disability Management Research     Full-text available via subscription   (Followers: 8, SJR: 0.105, CiteScore: 0)
Intl. J. of Law in Context     Hybrid Journal   (Followers: 16, SJR: 0.275, CiteScore: 1)
Intl. J. of Legal Information     Open Access   (Followers: 325)
Intl. J. of Microwave and Wireless Technologies     Hybrid Journal   (Followers: 8, SJR: 0.184, CiteScore: 1)
Intl. J. of Middle East Studies     Hybrid Journal   (Followers: 69, SJR: 0.434, CiteScore: 0)
Intl. J. of Technology Assessment in Health Care     Hybrid Journal   (Followers: 14, SJR: 0.714, CiteScore: 1)
Intl. J. of Tropical Insect Science     Hybrid Journal   (Followers: 1, SJR: 0.334, CiteScore: 1)
Intl. Labor and Working-Class History     Full-text available via subscription   (Followers: 12, SJR: 0.182, CiteScore: 0)
Intl. Organization     Full-text available via subscription   (Followers: 100, SJR: 8.527, CiteScore: 5)
Intl. Psychogeriatrics     Hybrid Journal   (Followers: 13, SJR: 1.048, CiteScore: 2)
Intl. Review of Social History     Full-text available via subscription   (Followers: 27, SJR: 0.315, CiteScore: 1)
Intl. Review of the Red Cross     Full-text available via subscription   (Followers: 12, SJR: 0.214, CiteScore: 0)
Intl. Theory: A J. of Intl. Politics, Law and Philosophy     Hybrid Journal   (Followers: 18, SJR: 2.293, CiteScore: 2)
Iraq     Full-text available via subscription   (Followers: 2)
Irish Historical Studies     Hybrid Journal   (Followers: 5, SJR: 0.103, CiteScore: 0)
Irish J. of Psychological Medicine     Hybrid Journal   (Followers: 2, SJR: 0.221, CiteScore: 0)
Israel Law Review     Hybrid Journal   (Followers: 2, SJR: 0.165, CiteScore: 0)
Itinerario     Full-text available via subscription   (Followers: 9, SJR: 0.158, CiteScore: 0)
J. of African History     Hybrid Journal   (Followers: 21, SJR: 0.348, CiteScore: 1)
J. of African Law     Full-text available via subscription   (Followers: 3, SJR: 0.113, CiteScore: 0)
J. of Agricultural and Applied Economics     Open Access   (Followers: 1, SJR: 0.263, CiteScore: 1)
J. of Agricultural Science     Full-text available via subscription   (Followers: 8, SJR: 0.563, CiteScore: 1)
J. of American Studies     Hybrid Journal   (Followers: 20, SJR: 0.164, CiteScore: 0)
J. of Anglican Studies     Hybrid Journal   (Followers: 6, SJR: 0.101, CiteScore: 0)
J. of Applied Animal Nutrition     Hybrid Journal   (Followers: 4)
J. of Asian Studies     Full-text available via subscription   (Followers: 40, SJR: 0.591, CiteScore: 1)
J. of Benefit-Cost Analysis     Hybrid Journal   (Followers: 4)
J. of Biosocial Science     Hybrid Journal   (Followers: 3, SJR: 0.48, CiteScore: 1)
J. of British Studies     Full-text available via subscription   (Followers: 32, SJR: 0.246, CiteScore: 0)
J. of Child Language     Hybrid Journal   (Followers: 21, SJR: 1.035, CiteScore: 2)
J. of Classics Teaching     Open Access  
J. of Dairy Research     Full-text available via subscription   (Followers: 8, SJR: 0.573, CiteScore: 1)
J. of Demographic Economics     Hybrid Journal   (Followers: 3, SJR: 1.227, CiteScore: 1)
J. of Developmental Origins of Health and Disease     Hybrid Journal   (Followers: 2, SJR: 0.843, CiteScore: 2)
J. of Diagnostic Radiography and Imaging     Hybrid Journal   (Followers: 4)
J. of East Asian Studies     Full-text available via subscription   (Followers: 13, SJR: 0.59, CiteScore: 1)
J. of Ecclesiastical History     Hybrid Journal   (Followers: 18, SJR: 0.138, CiteScore: 0)
J. of Economic History     Full-text available via subscription   (Followers: 45, SJR: 1.82, CiteScore: 2)

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Similar Journals
Journal Cover
Annals of Actuarial Science
Number of Followers: 1  
 
  Full-text available via subscription Subscription journal
ISSN (Print) 1748-4995 - ISSN (Online) 1748-5002
Published by Cambridge University Press Homepage  [373 journals]
  • An actuarial investigation into maternal out-of-hospital cost risk factors
    • Authors: Jananie William; Catherine Chojenta, Michael A. Martin, Deborah Loxton
      Pages: 1 - 35
      Abstract: This paper adopts an actuarial approach to identify the risk factors of government-funded maternal out-of-hospital costs in Australia, with a focus on women who experience adverse birth outcomes. We use a two-phase modelling methodology incorporating both classification and regression trees and generalised linear models on a data set that links administrative and longitudinal survey data from a large sample of women, to address maternal out-of-hospital costs. We find that adverse births are a statistically significant risk factor of out-of-hospital costs in both the delivery and postnatal periods. Furthermore, other significant cost risk factors are in-vitro fertilisation, specialist use, general practitioner use, area of residence and mental health factors (including anxiety, intense anxiety, postnatal depression and stress about own health) and the results vary by perinatal sub-period and the patient’s private health insurance status. We highlight these differences and use the results as an evidence base to inform public policy. Mental health policy is identified as a priority area for further investigation due to the dominance of these factors in many of the fitted models.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000015
      Issue No: Vol. 13, No. 1 (2019)
       
  • Comparing Solvency II and Life and General Insurance Capital approaches to
           capital determination of a life portfolio in the presence of stress
           scenarios
    • Authors: Kangjing Tan; Aaron Bruhn
      Pages: 36 - 66
      Abstract: The European-centric Solvency II and Australian-centric Life and General Insurance Capital regimes are two examples of risk-based approaches to capital determination and risk management for life insurers. Both consist of a three-pillar structure covering capital, risk management and disclosure requirements. We apply the capital requirements of each regime to three synthetic sets of insurance policies, including a risk, annuity and combined portfolios, and consider the impact on capital arising from three separate and relatively severe stress events. Results highlight the relatively capital intensive nature of annuities, the differences between different capital regimes, the significance of solvency II’s matching adjustment and the robustness of each regime to both pandemic and economic stresses. Results also highlight the nature of diversification benefits from within each capital regime, on overall capital requirements.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000027
      Issue No: Vol. 13, No. 1 (2019)
       
  • Real-time Bayesian non-parametric prediction of solvency risk
    • Authors: Liang Hong; Ryan Martin
      Pages: 67 - 79
      Abstract: Insurance regulation often dictates that insurers monitor their solvency risk in real time and take appropriate actions whenever the risk exceeds their tolerance level. Bayesian methods are appealing for prediction problems thanks to their ability to naturally incorporate both sample variability and parameter uncertainty into a predictive distribution. However, handling data arriving in real time requires a flexible non-parametric model, and the Monte Carlo methods necessary to evaluate the predictive distribution in such cases are not recursive and can be too expensive to rerun each time new data arrives. In this paper, we apply a recently developed alternative perspective on Bayesian prediction based on copulas. This approach facilitates recursive Bayesian prediction without computing a posterior, allowing insurers to perform real-time updating of risk measures to assess solvency risk, and providing them with a tool for carrying out dynamic risk management strategies in today’s “big data” era.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000039
      Issue No: Vol. 13, No. 1 (2019)
       
  • An analysis of power law distributions and tipping points during the
           global financial crisis
    • Authors: Yifei Li; Lei Shi, Neil Allan, John Evans
      Pages: 80 - 91
      Abstract: Heavy-tailed distributions have been observed for various financial risks and papers have observed that these heavy-tailed distributions are power law distributions. The breakdown of a power law distribution is also seen as an indicator of a tipping point being reached and a system then moves from stability through instability to a new equilibrium. In this paper, we analyse the distribution of operational risk losses in US banks, credit defaults in US corporates and market risk events in the US during the global financial crisis (GFC). We conclude that market risk and credit risk do not follow a power law distribution, and even though operational risk follows a power law distribution, there is a better distribution fit for operational risk. We also conclude that whilst there is evidence that credit defaults and market risks did reach a tipping point, operational risk losses did not. We conclude that the government intervention in the banking system during the GFC was a possible cause of banks avoiding a tipping point.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000088
      Issue No: Vol. 13, No. 1 (2019)
       
  • Yet more on a stochastic economic model: Part 5: a vector autoregressive
           (VAR) Model for retail prices and wages
    • Authors: A. D. Wilkie; Şule Şahin
      Pages: 92 - 108
      Abstract: In this paper we develop a vector autoregressive model for retail prices and wages within the Wilkie model. The results turn out to be a slight improvement over the original model, but the simulated results are not very different.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000106
      Issue No: Vol. 13, No. 1 (2019)
       
  • Cohort effects in mortality modelling: a Bayesian state-space approach
    • Authors: Man Chung Fung; Gareth W. Peters, Pavel V. Shevchenko
      Pages: 109 - 144
      Abstract: Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under the generalised linear modelling framework. In this paper we approach the problem of mortality modelling with cohort factors incorporated through a novel formulation under a state-space methodology. In the process we demonstrate that cohort factors can be formulated naturally under the state-space framework, despite the fact that cohort factors are indexed according to year-of-birth rather than year. Bayesian inference for cohort models in a state-space formulation is then developed based on an efficient Markov chain Monte Carlo sampler, allowing for the quantification of parameter uncertainty in cohort models and resulting mortality forecasts that are used for life expectancy and life table constructions. The effectiveness of our approach is examined through comprehensive empirical studies involving male and female populations from various countries. Our results show that cohort patterns are present for certain countries that we studied and the inclusion of cohort factors are crucial in capturing these phenomena, thus highlighting the benefits of introducing cohort models in the state-space framework. Forecasting of cohort models is also discussed in light of the projection of cohort factors.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000131
      Issue No: Vol. 13, No. 1 (2019)
       
  • Modelling multi-state health transitions in China: a generalised linear
           model with time trends
    • Authors: Katja Hanewald; Han Li, Adam W. Shao
      Pages: 145 - 165
      Abstract: Rapid population ageing in China has urged the need to understand health transitions of older Chinese to assist the development of social security programmes and financial products aimed at funding long-term care. In this paper, we develop a new flexible approach to modelling health transitions in a multi-state Markov model that allows for age effects, time trends and age-time interactions. The model is implemented in the generalised linear modelling framework. We apply the model to evaluate health transitions of Chinese elderly using individual-level panel data from the Chinese Longitudinal Healthy Longevity Survey for the period 1998–2012. Our results confirm that time trends and age–time interactions are important factors explaining health transitions in addition to the more commonly used age effects. We document that differences in disability and mortality rates continue to persist between urban and rural older Chinese. We also compute life expectancies and healthy life expectancies based on the proposed model as inputs for the development of aged care and financial services for older Chinese.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000167
      Issue No: Vol. 13, No. 1 (2019)
       
  • Assessing basis risk in index-based longevity swap transactions
    • Authors: Jackie Li; Johnny Siu-Hang Li, Chong It Tan, Leonie Tickle
      Pages: 166 - 197
      Abstract: In this paper, we carry out an investigation on modelling basis risk and measuring risk reduction in a longevity hedge constructed by index-based longevity swaps. We derive the fitting procedures of the M7-M5 and common age effect+Cohorts models and define the level of longevity risk reduction. Based on a wide range of hedging scenarios of pension plans, we find that the risk reduction levels are often around 50%–80% for a large plan, while the risk reduction estimates are usually smaller than 50% for a small plan. Moreover, index-based hedging looks more effective under a more precise hedging scheme. We also perform a detailed sensitivity analysis on the hedging results. The most important modelling features are the behaviour of simulated future variability, portfolio size, speed of reaching coherence, data size and characteristics, simulation method, and mortality structural changes.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000179
      Issue No: Vol. 13, No. 1 (2019)
       
  • Optimal insurance control for insurers with jump-diffusion risk processes
    • Authors: Linlin Tian; Lihua Bai
      Pages: 198 - 213
      Abstract: In this paper, we model the surplus process as a compound Poisson process perturbed by diffusion and allow the insurer to ask its customers for input to minimize the distance from some prescribed target path and the total discounted cost on a fixed interval. The problem is reduced to a version of a linear quadratic regulator under jump-diffusion processes. It is treated using three methods: dynamic programming, completion of square and the stochastic maximum principle. The analytic solutions to the optimal control and the corresponding optimal value function are obtained.
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000192
      Issue No: Vol. 13, No. 1 (2019)
       
  • Leases+for+Lives+–+Life+Contingent+Contracts+and+the+Emergence+of+Actuarial+Science+in+18th-Century+England,+by+David+R.+Bellhouse,+CambridgeCambridge:+Cambridge+University+Press,+2017+xii,+261+pp;+ISBN:9781107111769&rft.title=Annals+of+Actuarial+Science&rft.issn=1748-4995&rft.date=2019&rft.volume=13&rft.spage=214&rft.epage=216&rft.aulast=Lewin&rft.aufirst=Chris&rft.au=Chris+Lewin&rft_id=info:doi/10.1017/S1748499517000239">Leases for Lives – Life Contingent Contracts and the Emergence of
           Actuarial Science in 18th-Century England, by David R. Bellhouse,
           CambridgeCambridge: Cambridge University Press, 2017 xii, 261 pp;
           ISBN:9781107111769
    • Authors: Chris Lewin
      Pages: 214 - 216
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499517000239
      Issue No: Vol. 13, No. 1 (2019)
       
  • Financial+Enterprise+Risk+Management,Paul+Sweeting,+2nd+edition,+Cambridge+University+Press,+2017,+601pp.+(hardback),+ISBN:+978-1-107-18461-9&rft.title=Annals+of+Actuarial+Science&rft.issn=1748-4995&rft.date=2019&rft.volume=13&rft.spage=217&rft.epage=218&rft.aulast=Gregson&rft.aufirst=Gemma&rft.au=Gemma+Gregson&rft_id=info:doi/10.1017/S1748499518000118">Financial Enterprise Risk Management,Paul Sweeting, 2nd edition, Cambridge
           University Press, 2017, 601pp. (hardback), ISBN: 978-1-107-18461-9
    • Authors: Gemma Gregson
      Pages: 217 - 218
      PubDate: 2019-03-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000118
      Issue No: Vol. 13, No. 1 (2019)
       
 
 
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