bluuebunny/crossref_metadata_2025_split huggingface dataset:
Valuation of final-salary pension schemes
Authors: Colbran R. B. 
Published: April 2012

1.1 On coming into pensions consultancy after many years in a life office I looked for an indication of current thinking on the valuation of funded pension schemes. Official guidance by the profession is confined to the 1969 booklet from the Institute and Faculty; the memorandum on professional conduct concerns itself with independence and how we present ourselves. The Institute's examination textbooks pass over the main objectives lightly and concentrate on detail. While there have been papers on many aspects of pensions, they all seem to skirt the fundamental principles of valuing final salary schemes.1.2 This paper attempts to go some way to filling the gap. It provides an opportunity to review and discuss current practice. I have found it particularly illuminating to compare the way in which practice between the United Kingdom and North America diverges.
Outstanding claims provisions: a distribution-free statistical approach
Authors: Pollard J. H. 
Published: April 2012

Various numerical procedures have been developed in recent years for estimating the provisions for outstanding claims of a general insurer. (See, for example, Benjamin, 1977, 234–66.) These procedures do not in general have a theoretical statistical basis, and consequently they do not provide information about the reliability of the resulting outstanding claims estimates. An exception is the complex procedure of Reid (1978).It is not surprising that actuaries have been daunted in their quest for an appropriate statistical model: the claim process is very complicated, particularly for ‘long tail’ business. One has to consider the incident leading to a claim, the size of the resulting claim, the time to settlement, and the distribution of payments up to the time of settlement both by amount and epoch. There are also the additional complications of inflation and investment earnings on the provisions.In this paper, a theory is developed in which the complications of the claim process are overcome by considering the joint distribution of payments for a single claim in successive development periods. The model is distribution-free in that it does not assume specific distributions for claim size, time to settlement, or payments prior to settlement by amount and epoch. The method requires that payments which have been made be expressed in ‘constant-dollar’ terms (i.e. adjusted for past inflation).
Notes on the Financial Times–Actuaries United Kingdom Equity Share Indices in 1992 and the introduction of the F.T.–S.E. Actuaries United Kingdom Series
Authors: Brumwell J. C. H. 
Published: April 2012

AbstractContinuing process of updating company classifications.Fifty-three constituents deleted during 1992—more as a result of casualty rule than those taken over. Only forty-one replaced—reflecting difficulty in finding suitable new non-industrial constituents.Introduction of the new F.T.–S.E. Actuaries Share Indices, bringing F.T.–S.E. 100, 250 Mid Cap and Small Cap into a single family, with the All-Share widened to include 800 constituents.
On the time of extinction
Authors: Haberman S. 
Published: April 2012

1.1. In the education and training of actuaries, Life Contingencies (or the Mathematical Basis of Life Assurance) has been taught traditionally as a deterministic branch of applied mathematics. There are many justifications for this practice. Three are given below:1.1.1. Actuaries in life assurance practice deal with problems concerning population groups of large numbers of homogeneous lives. Then, regarding, for example, a life table function as only an estimate (in the strict statistical sense) of an unknown population parameter adds little to the practical value of the theory as the variances of such estimates would be negligible.
The solvency of general insurance companies
Authors: Daykin C. D. , Devitt E. R. , Khan M. R. , McCaughan J. P. 
Published: April 2012

1.1. Since its formation in 1974 the General Insurance Study Group has been considering various aspects of the solvency of general insurance companies and a number of papers have been produced for discussion at GISG Seminars. These have been deposited in the library at Staple Inn but have not been presented or made available to a wider audience in the profession.1.2. At the Dublin Seminar in October 1981, three working parties reported on different aspects of solvency: technical risks, investment risks and reinsurance. These papers covered a wide field but lacked a coherent theme. During 1982 some work was set in hand to draw the threads together. This was not completed for the Stratford Seminar in November 1982 but there was by that time much interest in the Finnish solvency study which had recently been presented to the ASTIN Colloquium in Liège.
The property market, property valuations and property performance measurement
Authors: Hager David P. , Lord David J. 
Published: April 2012

1.1. The Institute has discussed papers on most aspects of institutional investment in recent years, with the notable exception of property. This is not due to the lack of importance of this investment sector to pension funds and life offices, but perhaps to the greater role of actuaries (rather than surveyors) in the other investment media and to the interest in mathematical models for gilts and equities.1.2. In this paper we have not tried to produce a mathematical model of the property market, a new valuation method for property or solutions to the extensive problems of property performance measurement and indices. We have, however, tried to pull together, in a single paper, the volumes of material on the property market and property valuation methods. We have also tried to set down some of the pitfalls of property performance measurement, which often tend to be overlooked in the relentless pursuit for more statistics in this important area.
The recent trend of mortality in Great Britain
Authors: Daykin C. D. 
Published: April 2012

This note continues a regular series on mortality rates in Great Britain; the previous note in the series appeared in J.I.A.114, 135 and dealt with mortality in 1984 and 1985.Following the 1981 Census, estimates of the resident population have been produced on a new definition. This includes residents temporarily outside the country but excludes foreign visitors. It includes members of both H.M. and foreign forces stationed in the United Kingdom but excludes members of H.M. forces who are stationed abroad. The figures for deaths are not precisely consistent with the new definition of the population, since they do not necessarily include all deaths of residents temporarily absent from the U.K.
Actuarial review of models for describing and predicting the spread of HIV infection and AIDS
Authors: Haberman S. 
Published: April 2012

AbstractThe paper reviews the mathematical models of transmission of infection that have been put forward for representing the spread of HIV infection and AIDS. It describes and compares the main models that have been proposed and thereby provides some guidance on how such models might be constructed and utilised. There is also discussion of the importance of constructing such mathematical models of transmission of infection which further our understanding of the transmission dynamics of the epidemic and help to identify important epidemiological parameters and their likely influence on the epidemic's course.
The valuation of general insurance companies
Authors: Ryan J. P. , Larner K. P. W. 
Published: April 2012

AbstractThe paper presents a theoretical framework for the valuation of a general insurance company to actuaries, but also aims to provide reference work for non-actuarial users of appraised values. It distinguishes between the price that may be paid for an insurance operation from what may be called the economic or appraised value. The paper describes the elements of the appraised value calculation, selection of parameters, the uses of such evaluations and explores the future development into explicit stochastic modelling rather than the implicit methodology. Theoretical and practical considerations are illustrated and example valuations of a single line insurer are given.
A stochastic method for claims reserving in general insurance
Authors: Wright T. S. 
Published: April 2012

AbstractThe paper addresses the problem of estimating future claim payments from the ‘run-off’ of past claim payments. A model of the claim payment process is postulated. Results from risk theory are applied to give a model for the incremental paid claims data by development period. A fitting method is developed which takes account of the error structure of the data implied by the underlying model of the claim payment process. The application of a similar method to incremental incurred data is considered. A numerical example is given.
A comparison of the clinical characteristics of women with recurrent major depression with and without suicidal symptomatology
Authors: Bi B. , Xiao X. , Zhang H. , Gao J. , Tao M. , Niu H. , Wang Y. , Wang Q. , Chen C. , Sun N. , Li K. , Fu J. , Gan Z. , Sang W. , Zhang G. , Yang L. , Tian T. , Li Q. , Yang Q. , Sun L. , Li Ying , Rong H. , Guan C. , Zhao X. , Ye D. , Zhang Y. , Ma Z. , Li H. , He K. , Chen J. , Cai Y. , Zhou C. , Luo Y. , Wang S. , Gao S. , Liu J. , Guo L. , Guan J. , Kang Z. , Di D. , Li Yajuan , Shi S. , Li Yihan , Chen Y. , Flint J. , Kendler K. , Liu Y. 
Published: April 2012

BackgroundThe relationship between recurrent major depression (MD) in women and suicidality is complex. We investigated the extent to which patients who suffered with various forms of suicidal symptomatology can be distinguished from those subjects without such symptoms.MethodWe examined the clinical features of the worst episode in 1970 Han Chinese women with recurrent DSM-IV MD between the ages of 30 and 60 years from across China. Student's t tests, and logistic and multiple logistic regression models were used to determine the association between suicidality and other clinical features of MD.ResultsSuicidal symptomatology is significantly associated with a more severe form of MD, as indexed by both the number of episodes and number of MD symptoms. Patients reporting suicidal thoughts, plans or attempts experienced a significantly greater number of stressful life events. The depressive symptom most strongly associated with lifetime suicide attempt was feelings of worthlessness (odds ratio 4.25, 95% confidence interval 2.9–6.3). Excessive guilt, diminished concentration and impaired decision-making were also significantly associated with a suicide attempt.ConclusionsThis study contributes to the existing literature on risk factors for suicidal symptomatology in depressed women. Identifying specific depressive symptoms and co-morbid psychiatric disorders may help improve the clinical assessment of suicide risk in depressed patients. These findings could be helpful in identifying those who need more intense treatment strategies in order to prevent suicide.
Popular music and the aesthetics of ageing
Authors: Bennett Andy , Taylor Jodie 
Published: April 2012

AbstractThe cultural turn in sociology and related fields of study has brought with it new understandings of the various ways social identities are formed. In a post-structural landscape, social identities must increasingly be regarded as reflexively derived ‘performative assemblages’ that incorporate elements of the local vernacular and global popular cultures. Building on the above reinterpretation of social identity, this paper takes as its central premise the notion that, in addition to its well-mapped cultural importance for youth, popular music retains a critical currency for the ageing audience as a key cultural resource of post-youth identification, lifestyle and associated cultural practices. In its examination of the relationship between popular music, ageing and identity, this paper uses illustrative examples drawn from ethnographic data collected by the authors between 2002 and 2009 in Australia and the UK.
‘How we feel the music’: popular music by elders and for elders
Authors: Forman Murray 
Published: April 2012

AbstractThis article is inspired by the voices and perceptions of elder music fans and performing musicians, especially those older than 70 years of age. Based upon field interviews and ethnographic observations, it challenges the deleterious influences of social labelling and ageist perspectives (including casual yet damaging attributions of nostalgic yearning) that tend to delegitimise the musical interests or tastes of older citizens. By also emphasising musical performance, the article explores the active forms of music making as a strategy that mitigates notions of elders as non-productive consumers. The analysis further engages the contexts of musical performances within regulated institutional settings of assisted living residences, interrogating the logic and discourses of commercial management or State bureaucracies as they are expressed through organised musical recreation activities.
Shifting dominance of Shigella species in men who have sex with men
Authors: RATNAYAKE R. , ALLARD R. , PILON P. A. 
Published: April 2012

SUMMARYHistorically, Shigella sonnei has dominated other Shigella species infection in men who have sex with men (MSM) in Montréal. In early 2010, Toronto reported increased proportions of the more pathogenic S. flexneri, HIV co-infection and MSM in shigellosis cases since 2009. Analytical methods were used to assess whether S. flexneri had dominated Montréal's MSM cases since 2009 and whether changes had occurred in notifications in MSM and HIV-co-infected MSM. S. flexneri increased by 6·7% per month since 2007 and predominated in MSM since 2009 without changes in HIV co-infection or similar shifts in the general population. The results suggest that the surveillance of Shigella species in order to detect species shifts is beneficial for surveillance, given the potential for increased transmission and severity of S. flexneri in HIV-positive MSM.
The Use of Virtual Observatory Databases in Binary Star Research
Authors: Peters Geraldine J. 
Published: April 2012

AbstractThe rapidly-accumulating archives of ground-based and spacecraft data worldwide that are being linked together through the International Virtual Observatory Alliance (IVOA) provide the binary star community with unparalleled opportunities for research. The main databases that are available to the astronomical community through the IVOA are discussed. Data from long-lasting spacecraft missions such as IUE are especially valuable for studying long-term variability. Some examples of current research on close binary stars that is being carried through with UV spectra from the IUE archive are presented. Included are the search for O-subdwarf companions to bright Be stars and some results from an ongoing investigation of the Double Periodic Variable phenomenon in Algol binaries.
Light Curve and Orbital Period Analysis of the Eclipsing Binary AT Peg
Authors: Liakos Alexios , Niarchos Panagiotis , Budding Edwin 
Published: April 2012

AbstractCCD photometric observations of the Algol-type eclipsing binary AT Peg have been obtained. The light curves are analyzed with modern techniques and new geometric and photometric elements are derived. A new orbital period analysis of the system, based on the most reliable timings of minima found in the literature, is presented and apparent period modulations are discussed with respect to the Light-Time effect (LITE) and secular changes in the system. The results of these analyses are compared and interpreted in order to obtain a coherent view of the system's behaviour.
The Third Body in the Eclipsing Binary AV CMi: Hot Jupiter or Brown Dwarf?
Authors: Liakos Alexios , Mislis Dimitris , Niarchos Panagiotis 
Published: April 2012

AbstractNew transit light curves of the third body in the system AV CMi have been obtained. The eclipsing pair's light curves were re-analysed with the W-D code and new absolute elements were derived for the two components. Moreover the new light curves (together with those given by Liakos & Niarchos 2010) of the third body transiting one of the components were analysed with the Photometric Software for Transits (PhoS-T). The results from both analyses are combined with the aim to study the nature of the third component.
Multiwavelength Photometry of the Young Intermediate Mass Eclipsing Binary TY CrA
Authors: Ammler-von Eiff M. , Vaňko M. , Pribulla T. , Covino E. , Neuhäuser R. , Joergens V. 
Published: April 2012

AbstractOne of the handful of known PMS eclipsing binaries is a component of the spectroscopic triple TY CrA. Its secondary component is particularly interesting since it is a star of relatively high mass (1.64 M⊙) which is still on the pre-main sequence. The eclipsing binary was analyzed in the optical wavelength range ~10 years ago, however, the crucial secondary eclipse minimum is very shallow. Therefore, we are obtaining new photometry in both optical and near-IR bands. We present first observations in (BVRI) which show that the secondary eclipse depth increases to about 0.1 mag in the I band. The increased eclipse depth with respect to other bands will help to better determine the colours and dimensions of the system. Furthermore, we show and discuss first near-IR observations of the primary eclipse. In addition to the light curves we are obtaining radial velocities in order to pin down the orbital parameters of the triple. Our first observations agree with the orbital parameters derived ~10 years ago.
Some Developments of the Weak Stellar Magnetic Field Determination Method for the Example of Cygnus X-1
Authors: Bochkarev N. G. , Karitskaya E. A. 
Published: April 2012

AbstractSome developments of measurements of the weak stellar magnetic fields by the least square technique applied to spectropolarimetric data are proposed and used for the X-ray binary Cyg X-1 = HDE 226868 (the optical counterpart is an O 9.7 supergiant).
O-C Analysis of Selected 3-Body Systems
Authors: Ogłoza W. , Kreiner J. M. , Stachowski G. , Winiarski M. , Zakrzewski B. , Doğru S. , Aliçavuş F. , Demircan O. , Erdem A. 
Published: April 2012

AbstractThis paper presents the results of the analysis of (O-C) diagrams of four eclipsing variables. The diagrams are based on times of minima collected in the Cracow database, which contains times of minima found in the literature, from observations at Mt. Suhora and Ulupinar Observatories, or determined using publicly-available photometric surveys (NSVS, ASAS etc).
Is EQ Boo a Quadruple System?
Authors: Volkov Igor M. , Chochol Drahomír , Volkova Natalia S. , Nikolenko Igor V. 
Published: April 2012

AbstractWe present the precise multicolour photometry of the eclipsing variable EQ Boo (P = 5d.43, V = 8m.8), which is component “A” of the visual double star ADS 9422 (F7 V+G0 V, ρ = 1.3”, Δmag = 0.7). From the analysis of these data, we can propose the existence of the fourth component with a late spectral type.
Long-Term Monitoring of Polars
Authors: Kalomeni B. 
Published: April 2012

AbstractWe present long-term observations of magnetic cataclysmic variables AM Her, AN UMa, AR UMa, DP Leo, and V1309 Ori obtained with the ROTSEIIId telescope. All data have been analysed and preliminary results indicate periods of 170 days, 217 days, and 180 days for AM Her, AN UMa, and AR UMa, respectively.
The Apsidal Motion of the Eclipsing Binary Systems GSC 4487 0347 and GSC 4513 2537
Authors: Kozyreva V. S. , Kusakin A. V. , Krajci T. , Menke J. , Tsvetkova T. M. 
Published: April 2012

AbstractThe eclipsing variable stars GSC 44870347 and GSC 4513 2537 are recently discovered binary systems (Otero et al., 2006) with orbital periods 1d.99 and 6d.33 days. We carried out the photometric observations of these eclipsing binaries from 2009-2010 using a CCD-array at the Tien-Shan Observatory in Kazakstan, at the Crimea Station of the Sternberg Astronomical Institute, at the Astrokolkhoz Observatory in New Mexico (AAVSO), while the spectrophotometric observations were obtained at the Starlight Farm Observatory in Barnesville, USA.
Challenges to Observations of Low Mass Binaries
Authors: Kafka Stella 
Published: April 2012

AbstractLow mass stars in binaries are frequently used as unique tools to determine and establish fundamental stellar parameters. The need for their study and understanding has led to developing new instruments, new observational techniques and improved theoretical models. The relatively recent discovery of exoplanets and their study as the low-mass constituents around other stars is now opening new horizons in binary research. Here, I examine the most common observational challenges in studying low mass binaries across the electromagnetic spectrum.
The Impact of Red Noise in Radial Velocity Planet Searches
Authors: Baluev Roman V. 
Published: April 2012

AbstractWe demonstrate that moderate exoplanet radial velocity searches are often subject to the effect of the correlated (red) radial velocity noise. When disregarded, this effect may induce strong distortions in the results of the time series analysis and, ultimately, can even lead to false planet detections. We construct a maximum-likelihood algorithm, which is able to manage this issue rather efficiently.
Multiband Transit Light Curve Modeling of WASP-4
Authors: Nikolov N. , Koppenhoefer J. , Lendl M. , Henning T. , Greiner J. 
Published: April 2012

AbstractWe report on the simultaneous g′,r′,i′,z′ multiband, high time sampling (18-24s) ground-based photometric observations, which we use to measure the planetary radius and orbital inclination of the extrasolar transiting hot Jupiter WASP-4b. We recorded 987 images during three complete transits with the GROND instrument, mounted on the MPG/ESO-2.2m telescope at La Silla Observatory. Assuming a quadratic law for the stellar limb darkening we derive system parameters by fitting a composite transit light curve over all bandpasses simultaneously. To compute uncertainties of the fitted parameters we employ the Bootstrap Monte Carlo Method. The three central transit times are measured with precision down to 6 s. We find a planetary radius Rp = 1.413 ± 0.020RJup, an orbital inclination i = 88.°57 ± 0.45° and calculate new ephemeris, a period P = 1.33823144 ± 0.00000032 days and reference transit epoch T0 = 2454697.798311 ± 0.000046 (BJD). The analysis of the new transit mid-times in combination with previous measurements imply a constant orbital period and no compelling evidence for TTVs due to additional bodies in the system.
Binaries and Multiple Systems Observed with the CHARA, NPOI, SUSI and VLTI Interferometric Eyes
Authors: Stee Philippe 
Published: April 2012

AbstractIn this review I will present recent results between 2007 and 2011 based on interferometric observations of binaries and multiple systems with the VLTI, NPOI, SUSI and CHARA instruments. I will also explain the kind of constraints an interferometer can provide in order to better understand the physics of multiple systems.
Observing Faint Companions Close to Bright Stars
Authors: Serabyn Eugene 
Published: April 2012

AbstractProgress in a number of technical areas is enabling imaging and interferometric observations at both smaller angular separations from bright stars and at deeper relative contrast levels. Here we discuss recent progress in several ongoing projects at the Jet Propulsion Laboratory. First, extreme adaptive optics wavefront correction has recently enabled the use of very short (i.e., blue) wavelengths to resolve close binaries. Second, phase-based coronagraphy has recently allowed observations of faint companions to within nearly one diffraction beam width of bright stars. Finally, rotating interferometers that can observe inside the diffraction beam of single aperture telescopes are being developed to detect close-in companions and bright exozodiacal dust. This paper presents a very brief summary of the techniques involved, along with some illustrative results.