Subjects -> MATHEMATICS (Total: 1013 journals)
    - APPLIED MATHEMATICS (92 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (714 journals)
    - MATHEMATICS (GENERAL) (45 journals)
    - NUMERICAL ANALYSIS (26 journals)
    - PROBABILITIES AND MATH STATISTICS (113 journals)

APPLIED MATHEMATICS (92 journals)

Showing 1 - 82 of 82 Journals sorted alphabetically
Advances in Applied Mathematics     Full-text available via subscription   (Followers: 15)
Advances in Applied Mathematics and Mechanics     Full-text available via subscription   (Followers: 6)
Advances in Applied Mechanics     Full-text available via subscription   (Followers: 15)
AKCE International Journal of Graphs and Combinatorics     Open Access  
American Journal of Applied Mathematics and Statistics     Open Access   (Followers: 11)
American Journal of Applied Sciences     Open Access   (Followers: 22)
American Journal of Modeling and Optimization     Open Access   (Followers: 3)
Annals of Actuarial Science     Full-text available via subscription   (Followers: 2)
Applied Mathematical Modelling     Full-text available via subscription   (Followers: 22)
Applied Mathematics and Computation     Hybrid Journal   (Followers: 31)
Applied Mathematics and Mechanics     Hybrid Journal   (Followers: 4)
Applied Mathematics and Nonlinear Sciences     Open Access  
Applied Mathematics and Physics     Open Access   (Followers: 2)
Biometrical Letters     Open Access  
British Actuarial Journal     Full-text available via subscription   (Followers: 2)
Bulletin of Mathematical Sciences and Applications     Open Access  
Communication in Biomathematical Sciences     Open Access   (Followers: 2)
Communications in Applied and Industrial Mathematics     Open Access   (Followers: 1)
Communications on Applied Mathematics and Computation     Hybrid Journal   (Followers: 1)
Differential Geometry and its Applications     Full-text available via subscription   (Followers: 4)
Discrete and Continuous Models and Applied Computational Science     Open Access  
Discrete Applied Mathematics     Hybrid Journal   (Followers: 10)
Doğuş Üniversitesi Dergisi     Open Access  
e-Journal of Analysis and Applied Mathematics     Open Access  
Engineering Mathematics Letters     Open Access   (Followers: 1)
European Actuarial Journal     Hybrid Journal  
Foundations and Trends® in Optimization     Full-text available via subscription   (Followers: 3)
Frontiers in Applied Mathematics and Statistics     Open Access   (Followers: 1)
Fundamental Journal of Mathematics and Applications     Open Access  
International Journal of Advances in Applied Mathematics and Modeling     Open Access   (Followers: 1)
International Journal of Applied Mathematics and Statistics     Full-text available via subscription   (Followers: 3)
International Journal of Computer Mathematics : Computer Systems Theory     Hybrid Journal  
International Journal of Data Mining, Modelling and Management     Hybrid Journal   (Followers: 10)
International Journal of Engineering Mathematics     Open Access   (Followers: 7)
International Journal of Fuzzy Systems     Hybrid Journal  
International Journal of Swarm Intelligence     Hybrid Journal   (Followers: 2)
International Journal of Theoretical and Mathematical Physics     Open Access   (Followers: 13)
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems     Hybrid Journal   (Followers: 3)
Journal of Advanced Mathematics and Applications     Full-text available via subscription   (Followers: 1)
Journal of Advances in Mathematics and Computer Science     Open Access  
Journal of Applied & Computational Mathematics     Open Access  
Journal of Applied Intelligent System     Open Access  
Journal of Applied Mathematics & Bioinformatics     Open Access   (Followers: 6)
Journal of Applied Mathematics and Physics     Open Access   (Followers: 9)
Journal of Computational Geometry     Open Access   (Followers: 3)
Journal of Innovative Applied Mathematics and Computational Sciences     Open Access   (Followers: 6)
Journal of Mathematical Sciences and Applications     Open Access   (Followers: 2)
Journal of Mathematics and Music: Mathematical and Computational Approaches to Music Theory, Analysis, Composition and Performance     Hybrid Journal   (Followers: 12)
Journal of Mathematics and Statistics Studies     Open Access  
Journal of Physical Mathematics     Open Access   (Followers: 2)
Journal of Symbolic Logic     Hybrid Journal   (Followers: 2)
Letters in Biomathematics     Open Access   (Followers: 1)
Mathematical and Computational Applications     Open Access   (Followers: 3)
Mathematical Models and Computer Simulations     Hybrid Journal   (Followers: 3)
Mathematics and Computers in Simulation     Hybrid Journal   (Followers: 3)
Modeling Earth Systems and Environment     Hybrid Journal   (Followers: 1)
Moscow University Computational Mathematics and Cybernetics     Hybrid Journal  
Multiscale Modeling and Simulation     Hybrid Journal   (Followers: 2)
Pacific Journal of Mathematics for Industry     Open Access  
Partial Differential Equations in Applied Mathematics     Open Access   (Followers: 1)
Ratio Mathematica     Open Access  
Results in Applied Mathematics     Open Access   (Followers: 1)
Scandinavian Actuarial Journal     Hybrid Journal   (Followers: 2)
SIAM Journal on Applied Dynamical Systems     Hybrid Journal   (Followers: 3)
SIAM Journal on Applied Mathematics     Hybrid Journal   (Followers: 11)
SIAM Journal on Computing     Hybrid Journal   (Followers: 11)
SIAM Journal on Control and Optimization     Hybrid Journal   (Followers: 18)
SIAM Journal on Discrete Mathematics     Hybrid Journal   (Followers: 8)
SIAM Journal on Financial Mathematics     Hybrid Journal   (Followers: 3)
SIAM Journal on Imaging Sciences     Hybrid Journal   (Followers: 7)
SIAM Journal on Mathematical Analysis     Hybrid Journal   (Followers: 4)
SIAM Journal on Matrix Analysis and Applications     Hybrid Journal   (Followers: 3)
SIAM Journal on Numerical Analysis     Hybrid Journal   (Followers: 7)
SIAM Journal on Optimization     Hybrid Journal   (Followers: 12)
SIAM Journal on Scientific Computing     Hybrid Journal   (Followers: 16)
SIAM Review     Hybrid Journal   (Followers: 9)
SIAM/ASA Journal on Uncertainty Quantification     Hybrid Journal   (Followers: 2)
Swarm Intelligence     Hybrid Journal   (Followers: 3)
Theory of Probability and its Applications     Hybrid Journal   (Followers: 2)
Uniform Distribution Theory     Open Access  
Universal Journal of Applied Mathematics     Open Access   (Followers: 2)
Universal Journal of Computational Mathematics     Open Access   (Followers: 3)
Similar Journals
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British Actuarial Journal
Number of Followers: 2  
 
  Full-text available via subscription Subscription journal
ISSN (Print) 1357-3217 - ISSN (Online) 2044-0456
Published by Cambridge University Press Homepage  [353 journals]
  • Allowing for shocks in portfolio mortality models

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      Authors: Richards; Stephen J.
      First page: 1
      Abstract: The COVID-19 pandemic creates a challenge for actuaries analysing experience data that include mortality shocks. Without sufficient local flexibility in the time dimension, any analysis based on the most recent data will be biased by the temporarily higher mortality. Also, depending on where the shocks sit in the exposure period, any attempt to identify mortality trends will be distorted. We present a methodology for analysing portfolio mortality data that offer local flexibility in the time dimension. The approach permits the identification of seasonal variation, mortality shocks and occurred-but-not reported deaths (OBNR). The methodology also allows actuaries to measure portfolio-specific mortality improvements. Finally, the method assists actuaries in determining a representative mortality level for long-term applications like reserving and pricing, even in the presence of mortality shocks. Results are given for a mature annuity portfolio in the UK, which suggest that the Bayesian information criterion is better for actuarial model selection in this application than Akaike’s information criterion.
      PubDate: 2022-01-12
      DOI: 10.1017/S1357321721000180
       
  • Your reserves may be best estimate, but are they valid'

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      Authors: Diffey; William, Hobern, Laura, Lauder, Al, Cleugh, Malcolm, Wu, Mark, Mukherjee, Satraajeet, Dan, Apollos, Dharamshi, Param, Atwal, Rav, Vijay, Arun, Dolan, Fergal, Grewal, Amo, Harrison, Ed
      First page: 2
      Abstract: This paper outlines frameworks to use for reserving validation and gives the reader an overview of current techniques being employed. In the experience of the authors, many companies lack an embedded reserve validation framework and reserve validation can appear piecemeal and unstructured. The paper outlines a case study demonstrating how successful machine learning techniques will become and then goes on to discuss the implications of machine learning to the future of reserving departments, processes, data and validation techniques. Reserving validation can take many forms, from simple checks to full independent reviews to add value to the reserving process, enhance governance and increase confidence in and reliability in results. This paper discusses covers common weaknesses and their solutions and suggestions of a framework in which to apply validation tools. The impacts of the COVID-19 pandemic on reserving validation is also covered as are early warning indicators and the topic of IFRS 17 from the standpoint of reserving validation. The paper looks at the future for reserving validation and discusses the data challenges that need overcoming on the path to embedded reserving process validation.
      PubDate: 2022-01-20
      DOI: 10.1017/S1357321721000179
       
  • A value-at-risk approach to mis-estimation risk (Discussion)

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      First page: 3
      PubDate: 2022-01-24
      DOI: 10.1017/S1357321721000167
       
  • Asset liability modelling in the quantum era

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      First page: 4
      PubDate: 2022-03-02
      DOI: 10.1017/S1357321722000034
       
  • IFoA Presidential Address: “Uncertainty, Culture and
           Imagination”

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      Authors: Suee Chieh; Tan
      First page: 5
      PubDate: 2022-03-09
      DOI: 10.1017/S1357321722000010
       
  • Climate scenario analysis for pension schemes: a UK case study

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      Authors: Bongiorno; Luca, Claringbold, Andrew, Eichler, Lisa, Jones, Claire, Kramer, Bert, Pryor, Louise, Spencer, Nick
      First page: 6
      Abstract: This paper demonstrates how climate scenario analysis can be used for forward-looking assessment of the risks and opportunities for financial institutions, using a case study for a UK defined benefit pension scheme. It uses a top-down modelling tool developed by Ortec Finance in partnership with Cambridge Econometrics to explore the possible impacts of three plausible (not extreme) climate pathways of the scheme’s assets and liabilities. It finds that the funding risks are greater under all three climate pathways than under the climate-uninformed base scenario. In the absence of changes to the investment strategy or recovery plan, the time taken to reach full funding is increased by three to nine years. Given that most models currently used by actuaries do not make explicit adjustments for climate change, these modelled results suggest it is quite likely that pension schemes are systematically underestimating the funding risks they face.
      PubDate: 2022-03-29
      DOI: 10.1017/S1357321721000106
       
  • Climate scenario analysis: An illustration of potential long-term economic
           & financial market impacts

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      Authors: Bongiorno; Luca, Claringbold, Andrew, Eichler, Lisa, Jones, Claire, Kramer, Bert, Pryor, Louise, Spencer, Nick
      First page: 7
      Abstract: This paper illustrates the potential impacts of climate change on financial markets, focusing on their long-term significance. It uses a top-down modelling tool developed by Ortec Finance in partnership with Cambridge Econometrics that combines climate science with macro-economic and financial effects to examine the possible impacts of three plausible (not extreme) climate pathways. The paper first considers the impact on gross domestic product (GDP), finding that GDP is lower in all three pathways, with the most severe reduction in the Failed Transition Pathway where the Paris Agreement climate targets are not met. The model then translates these GDP impacts into financial market effects. In the Failed Transition Pathway, cumulative global equity returns are approximately 50% lower over the period 2020–2060 than in the climate-uninformed base case. For the other two pathways where the Paris Agreement targets are met, the corresponding figures are 15% and 25% lower returns than in the base case. Results are provided for other asset classes too. These demonstrate that climate change represents a significant market risk, with implications for financial planning, modelling and regulation.
      PubDate: 2022-03-30
      DOI: 10.1017/S1357321721000118
       
  • Dependencies and diversification between risks. Patrick Kelliher FIA CERA
           December 2021

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      Authors: Kelliher; Patrick
      First page: 8
      PubDate: 2022-05-03
      DOI: 10.1017/S1357321722000095
       
  • The importance of biodiversity risks

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      Authors: Jones; A., Allison, R., Bedenham, G., Bharadwa, B., Clyde, J., Darsley, A., Spencer, N.
      First page: 9
      Abstract: This paper highlights the urgent need for actuaries to take into account the importance, perils and impacts of global biodiversity risks. The Biodiversity and Natural Capital Working Party has been set up to take forward a series of activities including think pieces, webinars and external engagement to ensure our proactive engagement with these risks.
      PubDate: 2022-05-10
      DOI: 10.1017/S1357321722000046
       
  • The importance of biodiversity risks: Link to zoonotic diseases

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      Authors: Bedenham; G., Kirk, A., Luhano, U., Shields, A.
      First page: 10
      Abstract: This paper follows on from the initial position paper on “The Importance of Biodiversity Risks”, prepared by the Biodiversity and Natural Capital Working party, a volunteer group working under the Sustainability Board. This paper explores the link between zoonotic disease and biodiversity loss and aims to raise awareness and discussion within the actuarial community on why this should be an important consideration in risk management. This paper focuses on how zoonotic diseases emerge, how they are linked to biodiversity loss, the potential impacts in the future and progress within the financial sector. This paper forms part of a collection of papers prepared by volunteers under the Sustainability Board that focus on different elements of biodiversity risk considerations.
      PubDate: 2022-05-10
      DOI: 10.1017/S1357321722000058
       
  • Natural capital: an actuarial perspective

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      Authors: Ahern; M., Craddock-Taylor, R., Darsley, A., Elsum, T., Martin, A.
      First page: 11
      Abstract: This paper introduces the concept of Natural Capital and explores the implications for actuarial work by way of case studies. It is part of a wider series of IFoA papers focussing on the risks from global biodiversity loss and how these risks can be mitigated.
      PubDate: 2022-05-10
      DOI: 10.1017/S135732172200006X
       
  • Introduction to biodiversity valuation tools

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      Authors: Allison; R., Sindhu, S., Konwar, P., Naidoo, L., Yu, L.
      First page: 12
      Abstract: This paper investigates potential biodiversity valuation tools which actuaries could use in their work. It is an initial research paper into a selection of UK-based biodiversity valuation tools identified by the Department for Environment and Rural Affairs in its publication “Enabling a Natural Capital Approach Guidance”. The “Enabling a Natural Capital Approach Guidance” publication is seen as a comprehensive practical guide to natural capital and therefore is determined a sensible starting point on which to base this research. This research paper is not intended to be an exhaustive exploration of all biodiversity tools available, but rather is intended to identify a selection of tools which may be candidates for further research into their actuarial use case. We conclude that there are tools which merit additional research, and we recommend that these tools be further investigated to understand (i) the specific actuarial use case(s), (ii) whether the tools are applicable to direct infrastructure investments only or a broad range of asset classes, and (iii) whether their scope can be extended beyond the UK.
      PubDate: 2022-05-10
      DOI: 10.1017/S1357321722000071
       
  • Biodiversity & justice

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      Authors: Bharadwa; B., Jones, A., Fifield, J., Sutcliffe, S.
      First page: 13
      Abstract: This paper highlights how actuarial thinking could contribute to the development of a justice perspective relating to biodiversity risks and also the implications for actuarial work. The impact of biodiversity loss as well as the use of ecosystem services is not equally distributed across society (both intra and inter generationally). The Biodiversity and Natural Capital Risk Working Party has been setup to proactively take forward a series of activities including think pieces, webinars and external engagement on these risks.
      PubDate: 2022-05-10
      DOI: 10.1017/S1357321722000083
       
  • Your reserves may be best estimate, but are they valid' (Discussion)

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      First page: 14
      PubDate: 2022-05-10
      DOI: 10.1017/S1357321722000101
       
  • The Importance of Biodiversity Risks: Biodiversity & Natural Capital
           Working Party (discussion)

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      First page: 15
      PubDate: 2022-05-12
      DOI: 10.1017/S1357321722000022
       
 
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