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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: 37, 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: 249, 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: 136, 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: 72, SJR: 1.587, h-index: 139)
British J. of Political Science     Hybrid Journal   (Followers: 156, SJR: 2.505, h-index: 63)
British J. of Psychiatry     Hybrid Journal   (Followers: 178, 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: 121, 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: 12)
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: 162, 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 British Actuarial Journal
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   Full-text available via subscription Subscription journal
   ISSN (Print) 1357-3217 - ISSN (Online) 2044-0456
   Published by Cambridge University Press Homepage  [365 journals]
  • Results of survey on hedging practices – CORRIGENDUM
    • Authors: J. M. Cadman; R. Bhatia, N. A. Dissanayake, S. Mageed, I. J. Rogers, G. Zavadlal
      PubDate: 2018-02-05T00:00:00.000Z
      DOI: 10.1017/S1357321717000289
      Issue No: Vol. 23 (2018)
       
  • Actuarial Teachers’ and Researchers’ Conference 2016
    • PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S1357321717000277
      Issue No: Vol. 23 (2018)
       
  • How can we improve the customers’ experience of our life
           products'
    • Authors: C. R. Barnard; K. Francis, T. Hussain, C. Jumanca, A. Zhang
      Abstract: In the last three decades the life insurance industry was rocked by a series of mis-selling scandals such as endowment mortgage, personal pension and payment protection insurance mis-selling. Regulators have stepped in to try to address the underlying causes and improve customer protection by introducing more stringent regulation targeted at sales practices and remuneration, product design, disclosure and ongoing monitoring together with significantly larger financial penalties for non-compliance. Against this background, the paper considers whether customers understanding of risks and outcomes associated with life insurance products can be further improved and how poor customer outcomes can be avoided in the future. We acknowledge the complexity of these issues, which involve many stakeholders, covering all stages of the product lifecycle and customer journey and being impacted by a constantly changing regulatory landscape. We first review the current regulatory landscape across both the United Kingdom and other jurisdictions, concluding that whilst regulators have acted to improve customer protection, gaps still remain, particularly around the areas of disclosure and consideration of changing customers’ needs throughout product lifetimes. The paper then considers how the current situation could be improved for customers in a cost effective manner. We focus on improvements in disclosure, needs-based selling, ongoing assessment and communication as a means of ensuring that products continue to meet the customers’ needs and risk profile, and on introducing a duty of care which would force financial services firms to act in the best interests of their customers. In this paper we present our preliminary thoughts and recommendations. Some of the recommendations will cost something to implement, and should therefore be supported by cost-benefit analyses that would weigh these costs against the potentially larger benefits to both customers and the insurance industry.
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S135732171800003X
      Issue No: Vol. 23 (2018)
       
  • Integrated risk management for defined benefit pension schemes: a
           practical guide
    • Authors: A. N. Hitchcox; C. Patel, C. J. Ramsey, E. L. Studd, L. T. Ma, M. B. Elliott, T. W. Keogh
      Abstract: The Working Party has developed some practical hints and tips for those developing integrated risk management (IRM) plans for UK defined benefit pension schemes in the context of the requirements of the Pensions Regulator. Four case studies are presented to illustrate its conclusions, which are encapsulated in the ten commandments for effective IRM. IRM is the consideration of investment, funding and covenant issues, and how these interact. Its purpose should be to aid decision making and so should have a clear outcome in mind. It should be a continuous process and should form part of everyday trustee governance – it is not simply a one-off exercise. Whilst most Trustees and advisors consider funding issues when setting their investment strategy and vice versa, fewer fully integrate covenant into their decision-making process. However, covenant underpins all risk taken in a pension scheme and so needs to form a regular part of trustee discussions and analysis by advisors.
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S1357321717000095
      Issue No: Vol. 23 (2018)
       
  • Model risk: illuminating the black box
    • Authors: R. Black; A. Tsanakas, A. D. Smith, M. B. Beck, I. D. Maclugash, J. Grewal, L. Witts, N. Morjaria, R. J. Green, Z. Lim
      Abstract: This paper presents latest thinking from the Institute and Faculty of Actuaries’ Model Risk Working Party and follows on from their Phase I work, Model Risk: Daring to Open the Black Box. This is a more practical paper and presents the contributors’ experiences of model risk gained from a wide range of financial and non-financial organisations with suggestions for good practice and proven methods to reduce model risk. After a recap of the Phase I work, examples of model risk communication are given covering communication: to the Board; to the regulator; and to external stakeholders. We present a practical framework for model risk management and quantification with examples of the key actors, processes and cultural challenge. Lessons learned are then presented from other industries that make extensive use of models and include the weather forecasting, software and aerospace industries. Finally, a series of case studies in practical model risk management and mitigation are presented from the contributors’ own experiences covering primarily financial services.
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S1357321717000150
      Issue No: Vol. 23 (2018)
       
  • Address by the President of the Institute and Faculty of Actuaries Ms
           Marjorie Ngwenya
    • Authors: Marjorie Ngwenya
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S135732171700023X
      Issue No: Vol. 23 (2018)
       
  • A review of Solvency II: Has it met its objectives'
    • Authors: R. A. Rae; A. Barrett, D. Brooks, M. A. Chotai, A. J. Pelkiewicz, C. Wang
      Abstract: Solvency II is currently one of the most sophisticated insurance regulatory regimes in the world. It is built around the principles of market consistency and embedding strong risk management and governance within insurance companies. For business with long-term guarantees, the original basis produced outcomes that were unacceptable to the member states. The original design was amended through Omnibus II. The working party has looked back at the outcome of the final regulation and comments on how well Solvency II has fared, principally from a UK perspective, relative to its initial goals of improved consumer protection, harmonisation, effective risk management and financial stability. We review Pillar 1’s market consistent valuation (including the risk margin and transitional measures) as well as the capital requirements (including internal models). We look at the impact this has on asset and liability management, pro-cyclicality and product design. We look at Pillars 2 and 3 in respect of the Own Risk and Solvency Assessment, liquidity and disclosure. Finally, we stand back and look at harmonisation and the implications of Brexit. In summary we conclude that Solvency II represents a huge improvement over Solvency I although it has not fully achieved the goals it aspired to. There are acknowledged shortfalls and imperfections where adjustments to Solvency II are likely. There remain other concerns around pro-cyclicality, and the appropriateness of market consistency is still open to criticism. It is hoped that the paper and the discussion that goes with it provide an insight into where Solvency II has taken European Insurance regulation and the directions in which it could evolve.
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S1357321717000241
      Issue No: Vol. 23 (2018)
       
  • How banks and other financial institutions think
    • Authors: M. Thompson
      Abstract: Conventional diagnoses of the 2007/8 Global Financial Crisis see it as “abnormal”, and then resort to explanations in terms of “irrational exuberance”, “animal spirits”, “herding behaviour” and so on. The prescription – “better regulation” – then follows automatically, as it has done after every such crisis, all the way back to tulipmania 400 years ago. But if there are different “seasons of risk”, and if financial sector actors are able to latch onto different risk-handling strategies, each appropriate to one of those seasons and inappropriate to the others, then we have a very different explanation: one in which, in contrast to both neoclassical and behavioural economics, rationality is no longer singular. This “anthropological” hypothesis has its roots in Mary Douglas’s book “How Institutions Think”, and the paper shows how it is well supported by historical evidence, agent-based modelling, and fieldwork among both financial sector firms and their regulators, as well as by parallels from ecology, organisation theory and evolutionary (i.e. Schumpeterian) economics.
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S1357321717000253
      Issue No: Vol. 23 (2018)
       
  • Some notes on approaches to regulatory capital assessment for insurance
           firms
    • Authors: C. Turnbull
      Abstract: The intellectual climate around financial solvency regulation has changed markedly since the global financial crisis, especially with regard to the usefulness of market prices, the desirability of principle-based solvency assessment, the feasibility of a probabilistic approach to produce accurate capital estimates, and indeed whether solvency assessment should be risk-sensitive at all. This short paper provides some reflective notes on approaches to solvency capital assessment for insurance firms in this context.
      PubDate: 2018-01-01T00:00:00.000Z
      DOI: 10.1017/S1357321718000016
      Issue No: Vol. 23 (2018)
       
 
 
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