Vol. 15 (2015) | South African Actuarial Journal

Published: 2015-12-17

A scenario approach to estimate the maximum foreseeable loss for buildings due to an earthquake in Cape Town

Andrzej Kijko, Ansie Smit, Natalie Van De Coolwijk

1-30

DOI:

10.4314/saaj.v15i1.1

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An actuarial perspective on healthcare expenditure in the last year of life

Shivani Ranchod, Matan Abraham, Julian Bloch

31-49

DOI:

10.4314/saaj.v15i1.2

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Catastrophe modelling: deriving the 1-in-200 year mortality shock for a South African insurer’s capital requirements under Solvency Assessment and Management

Adam Plantinga, Davy Corubolo, Rob Clover

51-92

DOI:

10.4314/saaj.v15i1.3

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Jump tests for semimartingales

Liang Hong, Jian Zou

93-108

DOI:

10.4314/saaj.v15i1.4

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Reserves in the multi-state health insurance model with stochastic interest of diffusion type

Franck Adékambi

109-129

DOI:

10.4314/saaj.v15i1.5

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Pricing variable annuity guarantees in South Africa under a Variance-Gamma model

AM Ngugi, Eben Maré, R Kufakunesu

131-170

DOI:

10.4314/saaj.v15i1.6

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The process of ethical decision-making in South African retirement funds

Megan Butler, TL Reddy, R da Silva

171-208

DOI:

10.4314/saaj.v15i1.7

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Editorial: Writing with impact

Rob Rusconi

209-210

DOI:

10.4314/saaj.v15i1.

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Emerging thought: Thoughts on professionalism

Paul Lewis

211-217

DOI:

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Abstracts of recent postgraduate theses and dissertations at South African universities

Rob Rusconi

219-231

DOI:

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Abstracts of articles in other South African journals

Rob Rusconi

233-258

DOI:

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South African Actuarial Journal
Journal / South African Actuarial Journal / Vol. 15 (2015) / Articles

Articles

A scenario approach to estimate the maximum foreseeable loss for buildings due to an earthquake in Cape Town

DOI:

An actuarial perspective on healthcare expenditure in the last year of life

DOI:

Catastrophe modelling: deriving the 1-in-200 year mortality shock for a South African insurer’s capital requirements under Solvency Assessment and Management

DOI:

Jump tests for semimartingales

DOI:

Reserves in the multi-state health insurance model with stochastic interest of diffusion type

DOI:

Pricing variable annuity guarantees in South Africa under a Variance-Gamma model

DOI:

The process of ethical decision-making in South African retirement funds

DOI:

Editorial: Writing with impact

DOI:

Emerging thought: Thoughts on professionalism

DOI:

Abstracts of recent postgraduate theses and dissertations at South African universities

DOI:

Abstracts of articles in other South African journals

DOI:

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