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Transactions of the Actuarial Society of South Africa


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Transactions of the Actuarial Society of South Africa

1969–1998

 

Copies of papers published in the Transactions may be obtained from the Society.

 

Index to Papers

Author

Title

Volume

Page

AIDS Sub-Committee

HIV infection and AIDS: some issues of concern to valuators

VII (II), 1987

543

Andrew J

Equity in the distribution of surplus within a retirement fund

XII (I), 1998

316

Andrew JP

Risk management in a defined contribution fund

X (II), 1994

348

Asher  A

Becoming a South African actuary

V (III), 1982/83

6

Asher A

Effective and ethical institutional investment

XI (III), 1997

174

Asher A

Pension fund design: a monograph

VII (I), 1987

85

Asher A

Retirement fund democracy

IX (II), 1992

61

Asher A

Salary linked home finance: an economic approach to social investment

IX (I), 1991

289

Asher A

The cost of emigration

VII (III), 1989

277

Asher A

The education and continuing professional development of actuaries

XII (I), 1998

1

Asher A

The liberty-prudential merger: an account of some of the issues

IX (I), 1991

241

Baillie CR

Actuarially sound pension funding

III (I), 1975

65

Barclay ACL

The role and nature of property in an institutional investment portfolio

IV (III), 1978/79

47

Beak GH

South African insurance legislation and the security of policyholders

II (I), 1973

60

Becke WS

A great wind is blowing: dynamics of the German life insurance market

XI (III), 1997

54

Bevan RL

Best advice and the actuary

X (III), 1995

319

Bevan RL & Southey CL

Some thoughts on the comparison of life assurance policy values

VI (I), 1983

20

Bieber EPH

JSE-actuaries index

IV (III), 1978/79

123

Bieber EPH

Sound investment principles for pension funds

VI (III), 1985/86

634

Boeke DE

Post-qualification actuarial education and development in South Africa

IX (III), 1993

86

Bonnard R, Greenwood M & Greybe S

Bootstrapping reserve estimates

XII (I), 1998

235

Bösenberg  CH

Survey of pension benefits in South Africa

VI (II), 1985/86

558

Bösenberg  CH

Trends in South African  retirement fund for benefits and matters related thereto

IX (II), 1992

17

Bösenberg CH

Survey of pension benefits in South Africa

VI (III), 1985/86

558

Cammidge PGA

Flexible life assurance policies

V (I), 1980/81

110

Claasen M

Futures and options in South Africa

VII (III), 1989

191

Claassen MS & Huber PP

Integrating pension fund assets and liabilities: techniques for the 1990s

IX (II), 1992

209

Cleary S

South Africa and the region at the end of the 80s : through a glass darkly

VII (III), 1989

184

Collings GR

A life office actuary looks at pension funds valuations

V (III), 1982/83

119

Courant S

Some aspects of recent developments in disability insurance

IV (I), 1977

108

Courant S

The price of disability benefits, disability trends and the danger of over-insurance

IV (II), 1981

53

Courtney, TD, Hauboldt RH, Litow ME, Sturm MG, Matisson S & Gore A

An actuarial analysis of the impact of South African health care reforms

XI (III), 1997

391

CSI Committee

Mortality investigation 1991-1994 reportback

XI (I), 1996

146

Cummings JJ

Far from the madding crowd

X (III), 1995

286

Davies PJ

Retirement villages: a role for the actuary?

VII (I), 1987

318

De Bruijn J

Introduction to current pension fund topic

VI (III), 1985/86

523

De Klerk D

Some common features of group life assurance

V (I), 1980/81

44

De Smidt HE

An historical sketch of actuaries in South Africa 1883-1948

I (II), 1971

79

Dorrington RE

African mortality rates: an initial estimate

VII (I), 1987

169

Dorrington RE

ASSA600: an AIDS model of the third kind?

XII (I), 1998

99

Dorrington RE & Blecher D

Actuaries and the internet

X (III), 1995

148

Dorrington RE & Rosenberg SB

Graduation of the 1985-90 assured life mortality experience: a question of maintaining standards

XI (I), 1996

91

Dorrington RE & Slattery PG

Capital projects

X (II), 1994

241

Dorrington RE & Vergeest F

An analysis of the performance of actuarial students from the University of Cape Town

VII (II), 1987

461

Dorrington RE, Martens E & Slawski J

African mortality in South Africa: assured lives, members of group schemes and the population as a whole

IX (I), 1991

268

Dutkiewicz CR

Medical aid scheme liability modelling

X (III), 1995

56

Els AR

A survey of individually costed final salary pension funds that are exempted from the provisions of the pension funds act in terms of section 2(3)(a)(ii) of the Act

VI (II), 1984

321

Engelbrecht H, van der Linde J, Greeff C

Investment in property by South African financial institutions

V (II), 1981/82

92

Ennis PW & Dorrington RE

A beginners guide to asset and liability modelling

X (I), 1994

47

Fabian DT

Note on the taxation of short term insurance companies

V (III), 1982/83

38

Farquharson IMC

Is surplus indispensable?

III (I), 1975

103

Ferguson DGR

Life office solvency and insolvency

IV (I), 1977

5

Ferguson DRG & van der Linde JH

Internally-linked policies in South Africa

III (I), 1975

160

Ferreira J

Profit-testing in South African conditions

VII (III), 1989

11

Fienberg MH

Credit life assurance

V (I), 1980/81

103

Freak GH & de Villiers J

Life assurance finances and public reporting

III (II), 1976

188

Gluckman D & Kamionsky T

Retirement fund conversions: challenges and risks

XI (III), 1997

248

Gore A

The search for successful health insurance principles in a changing South African health care environment

IX (III), 1993

123

Goy JAA

Demutualization: strategic issues

VII (II), 1987

507

Goy JAA & de Villiers J

Amalgamation and transfer of long term business

VI (II), 1984

219

Greeff CJB

Education of the actuary

VI (III), 1985/86

454

Greeff CJB

Life reinsurance in South Africa

VIII (III), 1990

246

Green MG

A standard method of property performance measurement

VII (II), 1987

419

Grobler RR

The incubation of actuarial techniques in the rating of private motor insurance in South Africa

XI (I), 1996

297

Gutterman S

General principles of actuarial science

XII (I), 1998

38

Hart A

Non-cancellable disability insurance in South Africa

I (II), 1971

8

Hart A

Non-cancellable disability insurance: some further observations on disability income and disability acceleration benefits

II (I), 1973

4

Hart A

Professionalism: a brief résumé of the subject in relation to the actuarial profession in South Africa

IX (I), 1991

92

Hartwell KW & Milburn-Pyle P

A review of insured pension schemes

I (III), 1972

5

Hartwig TE

Notes on "new investment regulations for life offices and pension funds"

VII (III), 1989

165

Hartwig TE

Taxation of life insurance

X (I), 1994

196

Howie RJ

Investment risk and asset modelling: can financial economics be of use?

XI (III), 1997

148

Howroyd RC

The marketing of life insurance and pension benefits in the new South Africa

IX (II), 1992

44

Hudson N

A unified framework for life insurance

XII (I), 1998

400

Jones PD

World equity markets: their valuation rates after the crash

VII (II), 1987

453

Jurisich SC & da Silva R

Managed health care and South Africa

XI (II), 1996

560

Kantor B

The management of financial and exchange rate risk in South Africa: some principles

VI (II), 1984

278

Kaye G

Ways to improve the link between actuarial analysis and decision making

XI (II), 1996

491

Keir DB

Disability income benefit claims in South Africa

VII (I), 1987

237

Keir DB

Disability insurance in South Africa

IX (III), 1993

204

Kendal S & Franklin MD

Some pension fund topics

IX (III), 1993

34

Kerrigan GW

The role of COSATU affiliated unions in retirement provisions in South Africa

IX (I), 1991

177

Koch RJ

The actuary and damages for lost earnings

V (III), 1982/83

78

Krogh DC

From a windfall to a whirlwind in less than five years

VI (III), 1985/86

439

Kruger NAS & Franken CJ

An overview of the new profit-reporting basis for life insurers in South Africa

XI (III), 1997

85

Lamprecht PC

Life business aspects affecting the actuary practicing in South Africa

IX (I), 1991

8

Lane GB

A practical guide to stochastic asset modelling

X (III), 1995

271

Leeman MG

Socially desirable investments, contractual savings institutions and redistribution of income

IX (II), 1992

92

Leeman MG & Dorrington RE

Actuaries and the RDP

X (III), 1995

117

Lennox RP & Marais AF

Survey of pension fund valuation bases in South Africa

VI (I), 1983

5

Lennox RP & McRae GI

A review of some current aspects of the South African group insured risk market

VII (I), 1987

103

Lewis LD

The changing role of the actuary in the South African pension industry

VI (III), 1985/86

582

Liddle CER & McLeod HD

The JSE-actuaries fixed-interest index

VII (I), 1987

203

Lowther MW

Limiting South Africa's population growth: a role for the actuarial profession

VI (III), 1985/86

399

Maitland AJ

A review of Thomson's stochastic investment model

XI (II), 1996

437

Malan DJ

Some thoughts on the funding of pensions

II (II), 1974

252

Marais F

Suicide in life assurance

VII (III), 1989

229

Marais FJ

Die middeletoets by staatsouderdomspensioene

V (I), 1980/81

83

Marx A

A method for the approximate calculation of premiums which can be applied to any pattern of mortality

I (I), 1969

90

Marx GL

Employment prospects and training of actuaries in South Africa

VIII (III), 1990

224

Marx GL

A report on risk management in South Africa's private health care industry

IX (II), 1992

225

Marx GL

Actuarial practice relating to short-term insurance in South Africa

IX (I), 1991

87

Marx GL

Funding for pensioners' medical costs

IX (I), 1991

306

Matisonn S

The impact of various benefit structures on the health care system

XII (I), 1998

505

Maxwell K

Actuarial practice relating to pension fund valuations

IX (I), 1991

84

McCarthy DG & Maitland AJ

Analysing an income-contingent student loan scheme for South Africa

XI (II), 1996

522

McLeod HD

Reportback on the JSE-actuaries bond performance index and yield curve

VII (II), 1987

445

Meyer HP, Göbel PH & Kruger NAS

Profit reporting for life assurance companies in South Africa

X (II), 1994

278

Milburn-Pyle P

A bird's eye view of pension fund actuaries

X (I), 1994

144

Milburn-Pyle P

Actuarial responsibilities in respect of investments

VIII (III), 1990

120

Milburn-Pyle P

Damages and compensation: an interesting development in the South African context

V (I), 1980/81

136

Milburn-Pyle P

Is a pension fund's investment yield influenced by the sign of the fund's assets?

VI (I), 1983

103

Milburn-Pyle P

Measuring the investment performance of pension funds in South Africa

IV (III), 1978/79

141

Milburn-Pyle P

Notes on "pension fund performance measurement: the way ahead" by TJA Gardener, 1987

VII (II), 1987

401

Milburn-Pyle P

Who are the trustees of an "underwritten" pension fund?

VI (II), 1984

350

Milburn-Pyle P & Lennox R

Ownership of fund surpluses

VIII (III), 1990

10

Milburn-Pyle P & van der Linde JH

The actuarial aspects of compensation for loss of support

II (II), 1974

292

Mitchley HP

Pension fund aspects of mergers and takeovers

IV (III), 1978/79

61

Mortality Sub-committee

1987 report of the Mortality Sub-committee

VII (I), 1987

141

Mostert IB, Goldblatt RB & Morrall PL

Actuarial practice relating to South African investment market

IX (I), 1991

23

Moultrie TA & Thomas RG

The right to underwrite? an actuarial perspective with a difference

XI (I), 1996

51

Munro AR

A personal view of futurism

VI (III), 1985/86

417

Munro AR

An international comparison of social security systems

VII (III), 1989

78

Munro AR

Retirement provision in the South African context

VII (III), 1989

104

Munro AR

The financial implications of various options for retirement provision in South Africa

VII (I), 1987

11

Munro AR, Newell CC, Palser GS & van der Horst E

Coping with divorce in retirement provision: a fundamental change in benefit design

IX (I), 1991

199

Newell CC

Reasonable benefit expectations

IX (II), 1992

267

Patrick ID & Ward MJD

International diversification and the portfolio investor

XI (II), 1996

334

Pinington AA

AIDS: an update of the latest state of affairs

IX (I), 1991

318

Plymen J

Improving profitability by reducing the risk

IX (II), 1992

250

Plymen J

The actuarial approach to the selection and maintenance of a South African gilt-edged portfolio   

V (I), 1980/81

4

Pokorski RJ

The right to underwrite: threats posed by a new disease, technological advances, changing societal values, and contracting social services

X (II), 1994

449

Pollard A

Funding for post retirement medical benefits

X (III), 1995

93

Ramsden PF

Financial and taxation considerations and the need for disability covers

IV (II), 1981

29

Read PE

Inflation, pension funds and the pensioner

V (III), 1982/83

40

Rich JE

Nature of the risk under contemporary life assurance contracts

IV (III), 1978/79

7

Richardson AG

South African life tables 1979-81: presentation of results

VI (III), 1985/86

498

Roseman R & Liddle CER

The actuarial role in computing development in life offices

VI (II), 1984

200

Roukens de Lange A

Demographic trends, technology change and human choices shaping the future of South Africa

VI (II), 1984

301

Ryder AC & McLeod HD

Measuring the impact of futures and options on investment portfolios: a South African perspective

IX (II), 1992

149

Sanson RJ

Forms of cover available

IV (II), 1981

5

Savage N

Population accidental death mortality investigation 1983-1987

VII (III), 1989

213

Sher M & Firer C

The financial impact of the company retirement fund on corporate value

X (III), 1995

202

Slawski J

AIDS: where are we?

XII (I), 1998

74

Smith M

Some thoughts on fixed interest investments by insurance companies and pension funds with particular reference to the medium and short end of the market

IV (III), 1978/79

97

Social Security Sub-committee

The realities of social security in South Africa

VI (II), 1985/86

609

Solomon G, Lacey D & Martens E

Flexible risk benefits adding a new course to the menu

XI (I), 1996

231

Solomon GI

AIDS memoire

X (III), 1995

250

Steere DJ

Health care funding

IX (III), 1993

182

Steere DJ, & Patz AJ

Health care

IX (II), 1992

123

Stretton ANJ

Profitability of life assurance

I (III), 1972

94

Sumner A

Mineworkers' mortality

VI (II), 1984

377

Swanepoel WB

Statutory valuation: conventional business

III (II), 1976

310

Swil SR

Actuarial assumptions for the determination of pension scheme funding rates in inflationary times

VI (I), 1983

190

Theunissen  PJ

Democratisation of employee benefits: implications for governance & information systems

XI (III), 1997

344

Thomas BJ

An analysis of the profitability of a general insurance company

V (II), 1981/82

68

Thomson RJ

A defence of expected utility theory for certain actuarial applications

XII (I), 1998

174

Thomson RJ

A stochastic investment model for actuarial use in South Africa

X (I), 1994

72

Thomson RJ

Strategies for the management of a defined contribution fund

XI (III), 1997

309

Thomson RJ

Supplementation of low pensions

VII (III), 1989

138

Thomson RJ

The determination of the deduction for remarriage from the pecuniary loss of a widow

VII (I), 1987

371

Thomson RJ

The immunisation of the results of the valuation of a pension fund against changes to the valuation rate of interest

XI (II), 1996

640

Thomson RJ

Whittaker-Henderson likelihood enhancements to parametric graduation

XI (II), 1996

418

Thornton PN

The proposed minimum solvency requirement and other current issues in the UK

X (I), 1994

182

Truyens PGM

Current issues in individual life assurance in South Africa

IX (III), 1993

18

Van den Heever R

Risk adjusted capital in a general insurance environment

XII (I), 1998

154

Van der Linde JH

Embedded value and the recognition of shareholders' profits from life business

VIII (III), 1990

182

Van der Linde JH

Measuring, managing and building life company shareholder value

XII (I), 1998

365

Van der Linde JH

The distribution of profits arising from equity investments

I (I), 1969

11

Walker M

Pensions and inflation in South Africa

VIII (III), 1990

83

Waugh G

In the eye of the beholder: profit reporting round the world

XII (I), 1998

449

Weaver PAF

A comparison of the theoretical and practical methods of valuing life company schemes

VI (I), 1983

53

Wettenschwiler K

Collective risk theory: some actuarial aspects of a risk business

III (I), 1975

148

Wierzycka M

Passive fund management in South Africa

XI (I), 1996

181

Wierzycka M & Dorrington RE

A marketing audit of the actuarial profession

IX (I), 1991

126

Wiscarson CM

Assistance to actuarial students

VI (I), 1983

144

 




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