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Publisher: Cambridge University Press   (Total: 387 journals)

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Showing 1 - 200 of 387 Journals sorted alphabetically
Acta Neuropsychiatrica     Hybrid Journal   (Followers: 6, SJR: 0.733, CiteScore: 2)
Acta Numerica     Hybrid Journal   (Followers: 5, SJR: 6.709, CiteScore: 10)
Advances in Animal Biosciences     Full-text available via subscription   (Followers: 14)
Advances in Applied Mathematics and Mechanics     Full-text available via subscription   (Followers: 2, SJR: 0.441, CiteScore: 1)
Aeronautical J., The     Hybrid Journal   (Followers: 7)
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: 44, 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)
AJIL Unbound     Open Access  
AJS Review     Full-text available via subscription   (Followers: 4, SJR: 0.128, CiteScore: 0)
American Political Science Review     Hybrid Journal   (Followers: 319, SJR: 5.587, CiteScore: 4)
Anatolian Studies     Full-text available via subscription   (Followers: 5, SJR: 0.528, CiteScore: 1)
Ancient Mesoamerica     Hybrid Journal   (Followers: 12, SJR: 0.478, CiteScore: 1)
Anglo-Saxon England     Hybrid Journal   (Followers: 36, SJR: 0.1, CiteScore: 0)
animal     Hybrid Journal   (Followers: 4, 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: 11)
Annals of Actuarial Science     Full-text available via subscription   (Followers: 1)
Annual of the British School at Athens     Full-text available via subscription   (Followers: 17, SJR: 0.177, CiteScore: 0)
Annual Review of Applied Linguistics     Hybrid Journal   (Followers: 43, SJR: 3.223, CiteScore: 4)
Antarctic Science     Hybrid Journal   (Followers: 1, SJR: 0.643, CiteScore: 1)
Antichthon     Full-text available via subscription   (Followers: 3, SJR: 0.101, CiteScore: 0)
Antiquaries J., The     Full-text available via subscription   (Followers: 12, SJR: 0.106, CiteScore: 0)
Antiquity     Hybrid Journal   (Followers: 33)
ANZIAM J.     Open Access   (Followers: 1, SJR: 0.216, CiteScore: 0)
Applied Psycholinguistics     Hybrid Journal   (Followers: 25, 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: 5)
Archaeological Dialogues     Hybrid Journal   (Followers: 38, SJR: 0.898, CiteScore: 1)
Archaeological Reports     Full-text available via subscription   (Followers: 5, SJR: 0.128, CiteScore: 0)
Architectural History     Full-text available via subscription  
arq: Architectural Research Quarterly     Hybrid Journal   (Followers: 7, SJR: 0.123, CiteScore: 0)
Art Libraries J.     Full-text available via subscription  
Asian J. of Comparative Law     Hybrid Journal   (Followers: 11, SJR: 0.129, CiteScore: 0)
Asian J. of Intl. Law     Hybrid Journal   (Followers: 18, 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: 9, SJR: 0.154, CiteScore: 1)
Australian J. of Environmental Education     Full-text available via subscription   (Followers: 9, SJR: 0.403, CiteScore: 1)
Australian J. of Indigenous Education, The     Full-text available via subscription   (Followers: 10, SJR: 0.26, CiteScore: 1)
Australian J. of Rehabilitation Counseling     Full-text available via subscription   (Followers: 6, 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: 39, 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: 180, 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: 25, SJR: 0.581, CiteScore: 1)
BJPsych Advances     Full-text available via subscription   (Followers: 57, 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: 4)
Britannia     Full-text available via subscription   (Followers: 11, SJR: 0.111, CiteScore: 0)
British Actuarial J.     Full-text available via subscription  
British Catholic History     Hybrid Journal   (Followers: 2, 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: 90, SJR: 1.612, CiteScore: 4)
British J. of Political Science     Hybrid Journal   (Followers: 217, SJR: 4.661, CiteScore: 4)
British J. of Psychiatry     Hybrid Journal   (Followers: 221, SJR: 2.844, CiteScore: 3)
Bulletin of Entomological Research     Hybrid Journal   (Followers: 13, 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: 2, 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: 18, SJR: 1.098, CiteScore: 2)
Business History Review     Hybrid Journal   (Followers: 16, SJR: 0.347, CiteScore: 1)
Cambridge Archaeological J.     Hybrid Journal   (Followers: 151, SJR: 1.121, CiteScore: 1)
Cambridge Classical J.     Full-text available via subscription   (Followers: 24, SJR: 0.101, CiteScore: 0)
Cambridge J. of Postcolonial Literary Inquiry     Hybrid Journal   (Followers: 7)
Cambridge Law J.     Hybrid Journal   (Followers: 200, 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)
Cambridge Yearbook of European Legal Studies     Full-text available via subscription  
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 Mathematics / J. canadien de mathématiques     Hybrid Journal  
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: 25, SJR: 0.385, CiteScore: 1)
Canadian J. on Aging     Hybrid Journal   (Followers: 13, SJR: 0.426, CiteScore: 1)
Canadian Mathematical Bulletin     Hybrid Journal  
Canadian Yearbook of Intl. Law / Annuaire canadien de droit international     Full-text available via subscription   (Followers: 3)
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: 75, SJR: 0.106, CiteScore: 0)
Classical Quarterly     Full-text available via subscription   (Followers: 35, SJR: 0.204, CiteScore: 0)
Classical Review     Full-text available via subscription   (Followers: 29)
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: 3, SJR: 1.048, CiteScore: 2)
Comparative Studies in Society and History     Full-text available via subscription   (Followers: 49, SJR: 0.585, CiteScore: 1)
Compositio Mathematica     Full-text available via subscription   (SJR: 3.139, CiteScore: 1)
Contemporary European History     Hybrid Journal   (Followers: 34, 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: 15, 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: 5, 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: 14, SJR: 0.471, CiteScore: 1)
Du Bois Review: Social Science Research on Race     Full-text available via subscription   (Followers: 10, 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: 18, SJR: 2.915, CiteScore: 1)
Economics and Philosophy     Hybrid Journal   (Followers: 18, SJR: 0.622, CiteScore: 1)
Edinburgh J. of Botany     Hybrid Journal   (SJR: 0.283, CiteScore: 1)
Educational and Developmental Psychologist     Full-text available via subscription   (Followers: 10, SJR: 0.146, CiteScore: 0)
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: 13, SJR: 0.279, CiteScore: 0)
Enterprise & Society : The Intl. J. of Business History     Hybrid Journal   (Followers: 18, SJR: 0.245, CiteScore: 1)
Environment and Development Economics     Hybrid Journal   (Followers: 40, SJR: 0.617, CiteScore: 1)
Environmental Conservation     Hybrid Journal   (Followers: 60, SJR: 1.028, CiteScore: 2)
Environmental Practice     Full-text available via subscription   (Followers: 3, SJR: 0.145, CiteScore: 0)
Epidemiology & Infection     Hybrid Journal   (Followers: 18, 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)
Ergodic Theory and Dynamical Systems     Hybrid Journal   (Followers: 2, SJR: 1.193, CiteScore: 1)
Ethics & Intl. Affairs     Full-text available via subscription   (Followers: 17, 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 Intl. Security     Hybrid Journal   (Followers: 1)
European J. of Sociology     Hybrid Journal   (Followers: 36, SJR: 0.643, CiteScore: 1)
European Political Science Review     Hybrid Journal   (Followers: 27, SJR: 1.816, CiteScore: 2)
European Review     Hybrid Journal   (Followers: 19, SJR: 0.131, CiteScore: 0)
Evolutionary Human Sciences     Open Access  
Experimental Agriculture     Hybrid Journal   (Followers: 14, 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: 6)
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: 16, SJR: 0.966, CiteScore: 2)
Glasgow Mathematical J.     Full-text available via subscription   (SJR: 0.604, CiteScore: 0)
Global Constitutionalism     Hybrid Journal   (Followers: 17)
Global Mental Health     Open Access   (Followers: 9)
Global Sustainability     Open Access  
Government and Opposition     Full-text available via subscription   (Followers: 24, SJR: 0.965, CiteScore: 2)
Greece & Rome     Partially Free   (Followers: 30, SJR: 0.113, CiteScore: 0)
Hague J. on the Rule of Law     Full-text available via subscription   (Followers: 15, SJR: 0.271, CiteScore: 1)
Harvard Theological Review     Full-text available via subscription   (Followers: 79, SJR: 0.165, CiteScore: 0)
Health Economics, Policy and Law     Hybrid Journal   (Followers: 29, 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: 39, 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: 27, SJR: 0.916, CiteScore: 1)
Infection Control and Hospital Epidemiology     Full-text available via subscription   (Followers: 42, SJR: 1.97, CiteScore: 3)
Intl. & Comparative Law Quarterly     Full-text available via subscription   (Followers: 252, SJR: 0.369, CiteScore: 1)
Intl. Annals of Criminology     Full-text available via subscription  
Intl. J. of Asian Studies     Hybrid Journal   (Followers: 13, SJR: 0.143, CiteScore: 0)
Intl. J. of Astrobiology     Hybrid Journal   (Followers: 4, 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: 9, SJR: 0.105, CiteScore: 0)
Intl. J. of Law in Context     Hybrid Journal   (Followers: 17, SJR: 0.275, CiteScore: 1)
Intl. J. of Legal Information     Full-text available via subscription   (Followers: 342)
Intl. J. of Microwave and Wireless Technologies     Hybrid Journal   (Followers: 10, SJR: 0.184, CiteScore: 1)
Intl. J. of Middle East Studies     Hybrid Journal   (Followers: 72, SJR: 0.434, CiteScore: 0)
Intl. J. of Technology Assessment in Health Care     Hybrid Journal   (Followers: 14, SJR: 0.714, CiteScore: 1)
Intl. Labor and Working-Class History     Full-text available via subscription   (Followers: 14, SJR: 0.182, CiteScore: 0)
Intl. Organization     Full-text available via subscription   (Followers: 106, 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: 13, SJR: 0.214, CiteScore: 0)
Intl. Theory: A J. of Intl. Politics, Law and Philosophy     Hybrid Journal   (Followers: 19, SJR: 2.293, CiteScore: 2)
Iraq     Full-text available via subscription   (Followers: 4)
Irish Historical Studies     Hybrid Journal   (Followers: 6, 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)
Italian Political Science Review / Rivista Italiana di Scienza Politica     Hybrid Journal  
Itinerario     Full-text available via subscription   (Followers: 11, 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: 2, 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: 41, SJR: 0.591, CiteScore: 1)
J. of Benefit-Cost Analysis     Hybrid Journal   (Followers: 4)
J. of Biosocial Science     Hybrid Journal   (Followers: 4, SJR: 0.48, CiteScore: 1)
J. of British Studies     Full-text available via subscription   (Followers: 32, SJR: 0.246, CiteScore: 0)

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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  [387 journals]
  • The design of pension contracts: on the perspective of customers
    • Authors: Zhaoxun Mei
      Pages: 219 - 240
      Abstract: This paper introduces a new pension contract which provides a smoothed return for the customer. The new contract protects customers from adverse asset price movements while keeping the potential of positive returns. It has a transparent structure and clear distribution rule, which can be easily understood by the customer. We compare the new contract to two other contracts under Cumulative Prospect Theory (CPT); one has a similar product structure but without guarantees and the other provides the same guarantee rate but with a different structure. The results show that the new contract is the most attractive contract for a CPT-maximising customer. Yet, we find different results if we let the customer be an Expected Utility Theory-maximising one. Moreover, this paper presents the static optimal portfolio for an individual customer. The results conform to the traditional pension advice that young people should invest more of their money in risky assets while older people should put more money in less risky assets.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000143
      Issue No: Vol. 13, No. 2 (2019)
       
  • Beta transform and discounted aggregate claims under dependency
    • Authors: Zhehao Zhang; Shuanming Li
      Pages: 241 - 267
      Abstract: This paper starts with the Beta transform and discusses the stochastic ordering properties of this transform under different parameter settings. Later, the distribution of discounted aggregate claims in a compound renewal risk model with dependence between inter-claim times and claim sizes is studied. Recursive formulas for moments and joint moments are expressed in terms of the Beta transform of the inter-claim times and claim severities. Particularly, our moments formula is more explicit and computation-friendly than earlier ones in the references. Lastly, numerical examples are provided to illustrate our results.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000209
      Issue No: Vol. 13, No. 2 (2019)
       
  • Optimal proportional reinsurance with common shock dependence to minimise
           the probability of drawdown
    • Authors: Xia Han; Zhibin Liang, Caibin Zhang
      Pages: 268 - 294
      Abstract: In this paper, we study the optimal proportional reinsurance problem in a risk model with two dependent classes of insurance business, where the two claim number processes are correlated through a common shock component, and the criterion is to minimise the probability of drawdown, namely, the probability that the value of the surplus process reaches some fixed proportion of its maximum value to date. By the method of maximising the ratio of drift of a diffusion divided to its volatility squared, and the technique of stochastic control theory and the corresponding Hamilton–Jacobi–Bellman equation, we investigate the optimisation problem in two different cases. Furthermore, we constrain the reinsurance proportion in the interval [0,1] for each case, and derive the explicit expressions of the optimal proportional reinsurance strategy and the minimum probability of drawdown. Finally, some numerical examples are presented to show the impact of model parameters on the optimal results.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000210
      Issue No: Vol. 13, No. 2 (2019)
       
  • An analysis of the feasibility of an extreme operational risk pool for
           banks
    • Authors: Yifei Li; Neil Allan, John Evans
      Pages: 295 - 307
      Abstract: Operational risk events in banks include extreme events with significant losses being incurred and with substantial impact on share prices. A pooling arrangement between banks that would be able to reduce overall costs and reduce share price impacts would seem desirable, but one of the major inhibiting factors to establish the feasibility of such a pooling arrangement is that statistical models of these extreme events are difficult to build with any reliability. This paper uses both quantitative and qualitative analysis of operational risk losses for EU and US banks over the period 2008–2014 to establish the feasibility of creating a pooling arrangement between the banks and concludes that such an arrangement might be feasible but would require compulsory membership of the pool and capping of losses.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000222
      Issue No: Vol. 13, No. 2 (2019)
       
  • An identity based on the generalised negative binomial distribution with
           applications in ruin theory
    • Authors: David C. M. Dickson
      Pages: 308 - 319
      Abstract: In this study, we show how expressions for the probability of ultimate ruin can be obtained from the probability function of the time of ruin in a particular compound binomial risk model, and from the density of the time of ruin in a particular Sparre Andersen risk model. In each case evaluation of generalised binomial series is required, and the argument of each series has a common form. We evaluate these series by creating an identity based on the generalised negative binomial distribution. We also show how the same ideas apply to the probability function of the number of claims in a particular Sparre Andersen model.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000295
      Issue No: Vol. 13, No. 2 (2019)
       
  • A review of global banking regulation under an assumption of complexity
    • Authors: John Evans; Yifei Li
      Pages: 320 - 333
      Abstract: The global banking system can be shown to be a Complex Adaptive System that exhibits phase transitions from time to time. These phase transitions can result in significant financial losses to the community that we estimate to be much more significant than losses occurring during “business as usual” periods. In this paper, we argue that the significant losses arising from phase transitions in the banking system requires a very different approach to regulation than the current Basel regime, and that there is a need to transition the Basel regime from a Federation of Systems to a System of Systems. We demonstrate that the World Health Organisation’s recent management system for pandemics is ideally suited for management of the global banking system and would have greater potential to control the phase transition losses than the current Basel system.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000301
      Issue No: Vol. 13, No. 2 (2019)
       
  • Back-testing the chain-ladder method
    • Authors: Andrea Gabrielli; Mario V. Wüthrich
      Pages: 334 - 359
      Abstract: The chain-ladder method is one of the most popular claims reserving techniques. The aim of this study is to back-test the chain-ladder method. For this purpose, we use a stochastic scenario generator that allows us to simulate arbitrarily many upper claims reserving triangles of similar characteristics for which we also know the corresponding lower triangles. Based on these simulated triangles, we analyse the performance of the chain-ladder claims reserving method.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000325
      Issue No: Vol. 13, No. 2 (2019)
       
  • Analysis of financial events under an assumption of complexity
    • Authors: Yifei Li; John Evans
      Pages: 360 - 377
      Abstract: The financial system can be shown to be a complex adaptive system consisting primarily of a federation of systems and systems of systems. There are significant similarities between the characteristics of natural systems and financial systems suggesting that the type of analysis employed in understanding natural systems could have application in financial system analysis. Cladistics analysis has been used extensively for analysis of biological systems and has accordingly been used in the social sciences for some years but a rigorous justification for adopting the analysis has not been undertaken. This paper discusses the appropriateness of applying cladistics analysis to financial systems, and then considers the appropriate methodology to be adopted for analysis of different financial events.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000337
      Issue No: Vol. 13, No. 2 (2019)
       
  • Multivariate credibility modelling for usage-based motor insurance pricing
           with behavioural data
    • Authors: Michel Denuit; Montserrat Guillen, Julien Trufin
      Pages: 378 - 399
      Abstract: Pay-how-you-drive (PHYD) or usage-based (UB) systems for automobile insurance provide actuaries with behavioural risk factors, such as the time of the day, average speeds and other driving habits. These data are collected while the contract is in force with the help of telematic devices installed in the vehicle. They thus fall in the category of a posteriori information that becomes available after contract initiation. For this reason, they must be included in the actuarial pricing by means of credibility updating mechanisms instead of being incorporated in the score as ordinary a priori observable features. This paper proposes the use of multivariate mixed models to describe the joint dynamics of telematics data and claim frequencies. Future premiums, incorporating past experience can then be determined using the predictive distribution of claim characteristics given past history. This approach allows the actuary to deal with the variety of situations encountered in insurance practice, ranging from new drivers without telematics record to contracts with different seniority and drivers using their vehicle to different extent, generating varied volumes of telematics data.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000349
      Issue No: Vol. 13, No. 2 (2019)
       
  • Methods for generating coherent distortion risk measures
    • Authors: Ranadeera G.M. Samanthi; Jungsywan Sepanski
      Pages: 400 - 416
      Abstract: This paper presents methods for generating new distortion functions utilising distribution functions and composite distribution functions. To ensure the coherency of the corresponding distortion risk measures, the concavity of the proposed distortion functions is established by restricting the parameter space of the generating distribution. Closed-form expressions for risk measures are derived for some cases. Numerical and graphical results are presented to demonstrate the effects of parameter values on the risk measures for exponential, Pareto and log-normal losses. In addition, we apply the proposed distortion functions to derive risk measures for a segregated fund guarantee.
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000258
      Issue No: Vol. 13, No. 2 (2019)
       
  • Implementing+Enterprise+Risk+Management+–+From+Methods+to+Applications,+James+Lam,+Wiley,+2017,+432pp.+(hardback),+£80.+ISBN+9780471745198&rft.title=Annals+of+Actuarial+Science&rft.issn=1748-4995&rft.date=2019&rft.volume=13&rft.spage=417&rft.epage=419&rft.aulast=Gayen&rft.aufirst=Mayukh&rft.au=Mayukh+Gayen&rft_id=info:doi/10.1017/S1748499518000271">Implementing Enterprise Risk Management – From Methods to Applications,
           James Lam, Wiley, 2017, 432pp. (hardback), £80. ISBN 9780471745198
    • Authors: Mayukh Gayen
      Pages: 417 - 419
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000271
      Issue No: Vol. 13, No. 2 (2019)
       
  • Loss+Coverage:+Why+Insurance+Works+Better+with+Some+Adverse+Selection,+Edited+by+R.+Guy+Thomas,+Cambridge:+Cambridge+University+Press,+2018,+274pp,+ISBN:+978-1-107-49590-6&rft.title=Annals+of+Actuarial+Science&rft.issn=1748-4995&rft.date=2019&rft.volume=13&rft.spage=420&rft.epage=425&rft.aulast=Hoy&rft.aufirst=Michael&rft.au=Michael+Hoy&rft_id=info:doi/10.1017/S174849951800026X">Loss Coverage: Why Insurance Works Better with Some Adverse Selection,
           Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018,
           274pp, ISBN: 978-1-107-49590-6
    • Authors: Michael Hoy
      Pages: 420 - 425
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S174849951800026X
      Issue No: Vol. 13, No. 2 (2019)
       
  • Loss Coverage: Why Insurance Works Better with Some Adverse Selection,
           Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018,
           274pp, ISBN: 978-1-107-49590-6 – ERRATUM
    • Authors: Michael Hoy
      Pages: 426 - 426
      PubDate: 2019-09-01T00:00:00.000Z
      DOI: 10.1017/S1748499518000313
      Issue No: Vol. 13, No. 2 (2019)
       
 
 
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