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SA Actuarial Journal past issues

 

Volume 15 (2015)

The following articles were published in SAAJ Volume 15 (2015):

  • A scenario approach to estimate the maximum foreseeable loss for buildings due to an earthquake in Cape Town
  • An actuarial perspective on healthcare expenditure in the last year of life
  • Catastrophe modelling: deriving the 1-in-200 year mortality shock for a South African insurer’s capital requirements under Solvency Assessment
  • Jump tests for semimartingales
  • Reserves in the multi-state health insurance model with stochastic interest of diffusion type
  • Pricing variable annuity guarantees in South Africa under a Variance-Gamma model
  • The process of ethical decision-making in South African retirement fund

Volume 14 (2014)

The following articles were published in SAAJ Volume 14 (2014):

  • Authentic Professional Development: Key to Quality Service Delivery
  • Estimating Long-term Volatility Parameters for Market-Consistent Models
  • An Investigation into South African General Equity Unit Trust Performance During Different Economic Periods
  • The Prevalence of Chronic Conditions Associated with Modifiable Health Risk Factors in Corporate Employees in South Africa

 

Volume 13 (2013)

The following articles were published in SAAJ Volume 13 (2013):

  • The construction of a price index for contributions to South African open medical schemes
  • The gender profile of the South African actuarial profession
  • Operational Risk Management: Practical implications for the South African Insurance Industry
  • The mortality of members of group schemes in South Africa
  • Modelling the mortality of members of group schemes in South Africa
  • A comparison of probability of ruin and expected discounted utility as objective functions for choosing a post-retirement investment strategy
  • The Capital-Asset Pricing Model Reconsidered: Tests in real terms on a South African market portfolio comprising equities and bonds

 

Volume 12 (2012)

The following articles were published in SAAJ Volume 12 (2012):

  • Consumption changes on retirement for South African households
  • Retirement adequacy goals for South African households
  • The effect of SAM on the South African medical-scheme environment: a quantitative analysis
  • Surplus? What surplus? Did the Pension Funds Second Amendment Act achieve its aims?
  • Access to public healthcare in South Africa
  • Guest editorial: Changing paradigms: including soul in actuarial thinking

 

Volume 11 (2011)

The following articles were published in SAAJ Volume 11 (2011):

  • The arbitrage-free equilibrium pricing of liabilities in an incomplete market: Application to a South African retirement fund by RJ Thomson
  • The capital-asset pricing model: The case of South Africa by TL Reddy and RJ Thomson
  • Promoting quality in the actuarial assessment of quantum of damages in South Africa by MW Lowther
  • Damages for personal injury and death: Legal aspects relevant to actuarial assessments by RJ Koch
  • Editorial: Long run se voet: Debunking the mantra of the equity cult

Volume 10 (2010)

The following articles were published in SAAJ Volume 10 (2010):

  • Generating interest-rate scenarios for fixed-income portfolio optimisation by H Raubenheimer and MF Kruger
  • A stochastic-programming approach to integrated asset and liability management of insurance products with guarantees by H Raubenheimer and MF Kruger
  • A multiple Markov switching model for actuarial use in South Africa by AJ Maitland
  • Modelling the market in a risk-averse world: The case of South Africa by RJ Thomson
  • Guest editorial: Some thoughts on retirement fund reform

Volume 9 (2009)

The following articles were published in SAAJ Volume 9 (2009):

  • Demand for actuarial resources in South Africa by W Terblanche
  • Education for actuarial quality must develop more than technical competence by MW Lowther, WJ McMillan and  F Venter
  • Guest editorial: Actuaries and the GFC

Volume 8 (2008)

The following articles were published in SAAJ Volume 8 (2008):

  • Taxation of life insurance in South Africa revisited by RJ Clover
  • The effects of HIV/AIDS on medical schemes in South Africa by R da Silva and L Wayburne
  • Editorial: On changing jackets

Volume 7 (2007)

The following articles were published in SAAJ Volume 7 (2007):

  • Options for the development of the education and professional qualification of South African actuaries by PG Slattery and HJ Kemp
  • The potential effect of an HIV/AIDS vaccine in South Africa by LF Johnson and RE Dorrington
  • Pension benefit design: Flexibility and the integration of insurance over the life cycle by A Asher
  • Poverty and inequality in South Africa and the world by P Govender, N Kambaran, N Patchett, A Ruddle, G Torr and N van Zyl
  • South African annuitant standard mortality tables 1996-2000 (SAIML98 and SAIFL98) by RE Dorrington and S Tootla
  • Editorial: Geographical focus: An outmoded idea?

Volume 6 (2006)

The following articles were published in SAAJ Volume 6 (2006):

  • Planning lifelong professionalisation learning for actuaries by MW Lowther and W McMillan
  • A typology of models used in actuarial science by RJ Thomson
  • Editorial: Paradigm Lost?

Volume 5 (2005)

The following articles were published in SAAJ Volume 5 (2005):

  • The relative investment performance of the Community Growth Fund by A Asher
  • An investigation of the mortality of South African assured lives, 1995-1998 by BR O’Malley, RE Dorrington, SC Jurisich, JA Valentini, TM Cohen and BJ Ross
  • Saving for retirement in South Africa: Charges to the consumer by RD Rusconi
  • Mutuality and solidarity in healthcare in South Africa by HD McLeod
  • Editorial

Volume 4 (2004)

The following articles were published in SAAJ Volume 4 (2004):

  • The conversion of members’ rights in South African retirement funds from defined benefits to defined contributions and the statutory apportionment of the resulting actuarial surplus by JP Andrew
  • Exercising actuarial discretion in the pricing of transfer values by MW Lowther
  • Editorial

Volume 3 (2003)

The following articles were published in SAAJ Volume 3 (2003):

  • Seismic risk assessment: With an application to the South African insurance industry by N Davies and A Kijko
  • Investment guarantees in the South African life insurance industry by K Foroughi, IA Jones and A Dardis
  • Minimum benefits for HIV/AIDS in South African medical schemes by HD McLeod, Z Achmat and AM Stein
  • Editorial

Volume 2 (2002)

The following articles were published in SAAJ Volume 2 (2002):

  • Risk-position reporting in the South African life-insurance industry by A Dardis Managing actuaries’ professional risk by MW Lowther and JWT Mort
  • Deficiencies in the theory of free-knot and variable-knot spline graduation methods with specific reference to the ELT 14 males graduation by GJ Farmar
  • The management of risk by burial societies in South Africa by RJ Thomson and DB Posel
  • Interpolating the South African yield curve using principal-components analysis: A descriptive approach by AJ Maitland
  • Editorial

Volume 1 (2001)

The following articles were published in SAAJ Volume 1 (2001):

  • The appropriate disposal of retirement fund surpluses by A Asher
  • Parameterisation of expected residual lifetime after seroconversion in a Ugandan sample population by DA Polakow, TT Dunne and JAG Whitworth
  • The fall of the bamboo curtain: A review of complementary medicine in South Africa by KS Caldis, HD McLeod and PR Smith
  • The use and abuse of reinsurance in medical schemes by HD McLeod, PG Slattery and AM van den Heever
  • An empirical approach to immunization in South Africa by AJ Maitland
  • Editorial

The views and opinions expressed in this journal are, unless otherwise stated, those of the authors. Editorial
opinion or comment is, unless otherwise stated, that of the Editor and publication thereof does not indicate the
agreement of the Actuarial Society of South Africa.

Actuarial Society of South Africa
The content of SAAJ is licensed under a Creative Commons Attribution 3.0 Licence.
Cover design: The Fire Room, Cape Town
DTP: User Friendly, Cape Town
ISSN-8: 1680-2179
ISSN-13: 977-1680-2170-02