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Mispriced Risk in Insurance and Financial Markets: Causes and Consequences - S Ferris, On the Use of Limited-Value Averages in Actuarial Modelling - Uditha Balasooriya, Jackie Li, and Yoong Sin Lee.
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Premium Liability Correlations and Systemic Risk - Colin Priest, Error in Joint Mortality Formulas - May Boggess and Michelle Moyer, A house or a home? Finding value in Australian residential property - Anthony Street.
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Fresh Insights - Australian/NZ Home Lending Default Risk - T Gorst,
Management of Closed Defined Benefit Superannuation Schemes - An Investigation Using Simulations - A Butt, Estimating Value-at-Risk for Portfolios: Skewed-EWMA Forecasting via Copula - Z Lu, S Li, Salary Linked Home Finance: Reducing Interest Rate, Inflation and Idiosyncratic Salary Risks - A Asher
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Exponential Reserves of Insurance Contracts Under a Jump-Diffusion Process Model, C Kim, J Lim and G Shim.
What is it that makes the Swiss annuitise? A description of the Swiss retirement system, B Avanzi.
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“Someone Else’s Problem” - The Failure of the Guarantee Security Life Insurance Company, S Ferris.
The Christmas Effect - Seasonal Variation in Disability Income Claim Incidence and Termination Rates, D Service.
Ruin probabilities for a risk model with two classes of risk processes, X Wu.
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2009 Presidential Address: Colliding with the Future -Trevor Thompson, Estimation of Multi-stage Survival Distributions Based on Age-stage Data - X Wu, J Wang and X Zhou
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Aboriginal and Torres Strait Islander Population: More than reported, R C Madden and L R Jackson Pulver.
Nonparametric Bayesian Credibility, T K Siu and H Yang.
Comparing Discretisations of the Libor Market Model in the Spot Measure, C Beveridge, N Denson and M Joshi.
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The Moments of the Present Value of Total Dividends in the Compound, Binomial Model Under a Constant Dividend Barrier and Stochastic Interest
Rates - Shuanming Li,
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2008 Presidential Address – What is an actuary? Greg Martin, Effect of AASB 119 ‘Employee Benefits’ on Defined Benefit Superannuation – Adam Butt
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Mean reversion in investment markets: the implications for investors and regulators by A Asher, Report without Tables on the Disability Income Experience Investigations for the Years 1998-01, Life Risk
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