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Book Review: A History of British Actuarial Thought, Craig, Turnbull , Palgrave Macmillan, 2017, Cham, Switzerland, 345pp, ISBN: 978-3-319-33182-9
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Book Review: A History of British Actuarial Thought, Craig, Turnbull , Palgrave Macmillan, 2017, Cham, Switzerland, 345pp, ISBN: 978-3-319-33182-9

Annals of Actuarial Science, v 12(1)
01 Mar 2018

Abstract

19th century Mortality Pensions Valuation Writers
Older actuaries still remember the inflation of the 1970s, the erosion of the value of government gilts and the emergence of equities as a popular investment for insurers and pension funds. Benjamin’s random walk approach highlighted the lack of diversification between unit linked policy guarantees, and the significant chance of insurers’ failure as a result of guarantees coming into the money on multiple policies simultaneously. After the roller-coaster stock market of the mid 1970s, the Profession’s procrastination paid off as strong growth lifted guarantees out of the money.

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Business, Finance
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Mathematics, Interdisciplinary Applications
Social Sciences, Mathematical Methods
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