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South African Actuarial Journal

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South African Actuarial Journalis published by the Actuarial Society of South Africa (ASSA). It is issued free to members of ASSA and will also be made available to them on the Society's website for access via the Internet. The focus of SAAJ is on actuarial research–particularly, but not exclusively, on research of relevance to South Africa. The subject matter must, however, lie within the scope of actuarial work and be relevant and of interest to at least a minority of the profession in South Africa. 

Other websites related to this journal: http://www.actuarialsociety.org.za/Professionalresources/SAActuarialJournal.aspx

Actuarial Society of South Africa (SAAJ) content on this site is licensed under a Creative Commons Attribution 3.0 Licence.
For details see: http://creativecommons.org/licenses/by/3.0


Vol 17 (2017)

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Table of Contents

Articles

Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem EMAIL FULL TEXT
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Emlyn Flint, Eben Maré 1-28
http://dx.doi.org/10.4314/saaj.v17i1.1
A closed-form approximation for deriving expected losses in excess loss life reinsurance EMAIL FULL TEXT
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Nikolaos Georgiopoulos 29-42
http://dx.doi.org/10.4314/saaj.v17i1.2
Throughput in the UCT Actuarial Science programme: a microcosm of the profession’s transformation challenge EMAIL FULL TEXT
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Dave Strugnell, Shivani Ranchod 43-72
http://dx.doi.org/10.4314/saaj.v17i1.3
Editorial: Research is a sound investment EMAIL FULL TEXT
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Rob Rusconi 73-75
http://dx.doi.org/10.4314/saaj.v17i1.4
Abstracts of recent postgraduate theses and dissertations at South African universities EMAIL FULL TEXT
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Rob Rusconi 77-87
http://dx.doi.org/10.4314/saaj.v17i1.5
Abstracts of articles in other South African journals EMAIL FULL TEXT
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Rob Rusconi 89-112
http://dx.doi.org/10.4314/saaj.v17i1.6


ISSN: 1680-2179
AJOL African Journals Online