Annals of Actuarial Science Vol. 7 Issue 01

Annals of Actuarial Science

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Table of Contents - Volume 7 - Issue 01 (Special issue on Enterprise Risk Management) - March 2013

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Editorial

Enterprise Risk Management Enterprise Risk Management

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Alexander J. McNeil

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 1 - 2

DOI: http://dx.doi.org/10.1017/S1748499512000334 (About DOI), Published online: 14 January 2013

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Papers

Dependence modelling in multivariate claims run-off triangles Dependence modelling in multivariate claims run-off triangles

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Michael Merz, Mario V. Wüthrich and Enkelejd Hashorva

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 3 - 25

DOI: http://dx.doi.org/10.1017/S1748499512000140 (About DOI), Published online: 05 September 2012

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Diversification in heavy-tailed portfolios: properties and pitfalls Diversification in heavy-tailed portfolios: properties and pitfalls

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Georg Mainik and Paul Embrechts

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 26 - 45

DOI: http://dx.doi.org/10.1017/S1748499512000280 (About DOI), Published online: 19 November 2012

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Economic capital modelling for the MTPL man-made catastrophe risk Economic capital modelling for the MTPL man-made catastrophe risk

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Werner Hürlimann

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 46 - 60

DOI: http://dx.doi.org/10.1017/S1748499512000164 (About DOI), Published online: 04 September 2012

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A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS) A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)

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Amandha Ganegoda and John Evans

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 61 - 100

DOI: http://dx.doi.org/10.1017/S1748499512000267 (About DOI), Published online: 30 October 2012

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PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE

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Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 101 - 148

DOI: http://dx.doi.org/10.1017/S1748499512000309 (About DOI), Published online: 19 December 2012

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Reviews

Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, Fraser John, Simkins Betty J., John Wiley & Sons, 2010, 577pp. (hardback), £70.00. ISBN: 978-0-470-49908-5 Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, Fraser John, Simkins Betty J., John Wiley & Sons, 2010, 577pp. (hardback), £70.00. ISBN: 978-0-470-49908-5

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Dean Dwonczyk

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 149 - 150

DOI: http://dx.doi.org/10.1017/S1748499512000206 (About DOI), Published online: 27 September 2012

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Stress Testing for Financial Institutions: Applications, Regulations and Techniques, edited by Rösch Daniel, Scheule Harald, Risk Books, 2008, 457pp. £99.00. ISBN: 978-1-906348-11-3 Stress Testing for Financial Institutions: Applications, Regulations and Techniques, edited by Rösch Daniel, Scheule Harald, Risk Books, 2008, 457pp. £99.00. ISBN: 978-1-906348-11-3

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Robert Jarvis

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 151 - 152

DOI: http://dx.doi.org/10.1017/S1748499512000255 (About DOI), Published online: 27 September 2012

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The Solvency II Handbook, Developing ERM Frameworks in Insurance and Reinsurance Companies, edited by Cruz Marcelo, Risk Books, 2009, 614pp. (paperback), £145.00. ISBN: 978-1-906348-19-9 The Solvency II Handbook, Developing ERM Frameworks in Insurance and Reinsurance Companies, edited by Cruz Marcelo, Risk Books, 2009, 614pp. (paperback), £145.00. ISBN: 978-1-906348-19-9

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Ameet Hathi

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 153 - 154

DOI: http://dx.doi.org/10.1017/S1748499512000243 (About DOI), Published online: 27 September 2012

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Managing Business Risk: a practical guide to protecting your business, edited by Reuvid Jonathan, Kogan Page Ltd; 8th edition (2012), 274pp., £50.00 (US$99.00). ISBN: 9780749462826 Managing Business Risk: a practical guide to protecting your business, edited by Reuvid Jonathan, Kogan Page Ltd; 8th edition (2012), 274pp., £50.00 (US\$99.00). ISBN: 9780749462826

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Aditi Parekh

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 155 - 157

DOI: http://dx.doi.org/10.1017/S174849951200022X (About DOI), Published online: 27 September 2012

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Executive's Guide to Solvency II, Buckham David, Wahl Jason Rose Stuart, John Wiley & Sons, 2011, 194pp. (hardback), £65.00. ISBN: 978-0-470-54572-0 Executive's Guide to Solvency II, Buckham David, Wahl Jason Rose Stuart, John Wiley & Sons, 2011, 194pp. (hardback), £65.00. ISBN: 978-0-470-54572-0

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Brett Malyon

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 158 - 159

DOI: http://dx.doi.org/10.1017/S1748499512000218 (About DOI), Published online: 27 September 2012

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Counterparty Credit Risk: Measurement, Pricing and Hedging, edited by Canabarro Eduardo, Risk Books, 2009, 356pp., £125.00. ISBN: 978-1-906348-34-2 Counterparty Credit Risk: Measurement, Pricing and Hedging, edited by Canabarro Eduardo, Risk Books, 2009, 356pp., £125.00. ISBN: 978-1-906348-34-2

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David O. Forfar

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 160 - 161

DOI: http://dx.doi.org/10.1017/S174849951200019X (About DOI), Published online: 27 September 2012

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Bank and insurance capital management, de Weert Frans, Chichester: Wiley Finance, 2011, 246pp. (hardback), £45.00. ISBN: 978-0-470-66477-3. Bank and insurance capital management, de Weert Frans, Chichester: Wiley Finance, 2011, 246pp. (hardback), £45.00. ISBN: 978-0-470-66477-3.

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Brett Malyon

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 162 - 163

DOI: http://dx.doi.org/10.1017/S1748499512000188 (About DOI), Published online: 27 September 2012

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Financial Enterprise Risk Management, Sweeting Paul, Cambridge University Press, 2011, 562pp. (hardback), £70.00. ISBN9780521111645 Financial Enterprise Risk Management, Sweeting Paul, Cambridge University Press, 2011, 562pp. (hardback), £70.00. ISBN9780521111645

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Patrick Kelliher

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 164 - 166

DOI: http://dx.doi.org/10.1017/S1748499512000310 (About DOI), Published online: 18 December 2012

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Quantitative Operational Risk Models, Bolancé Catalina, Guillén Montserrat, Gustafsson Jim, and Nielsen Jens Perch, Chapman & Hall/CRC Finance series, 2012, 209pp. (hardback), £44.99. ISBN9781439895924 Quantitative Operational Risk Models, Bolancé Catalina, Guillén Montserrat, Gustafsson Jim, and Nielsen Jens Perch, Chapman & Hall/CRC Finance series, 2012, 209pp. (hardback), £44.99. ISBN9781439895924

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Alan Penman

Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp 167 - 168

DOI: http://dx.doi.org/10.1017/S1748499512000322 (About DOI), Published online: 20 December 2012

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Front Cover (OFC, IFC) and matter

AAS volume 7 issue 1 Cover and Front matter AAS volume 7 issue 1 Cover and Front matter

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Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp f1 - f2

DOI: http://dx.doi.org/10.1017/S174849951300002X (About DOI), Published online: 12 February 2013

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Back Cover (OBC, IBC) and matter

AAS volume 7 issue 1 Cover and Back matter AAS volume 7 issue 1 Cover and Back matter

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Annals of Actuarial Science / Volume 7 / Issue 01 / March 2013, pp b1 - b2

DOI: http://dx.doi.org/10.1017/S1748499513000018 (About DOI), Published online: 12 February 2013

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