Annals of Actuarial Science

Contents

Annals of Actuarial Science is a peer-reviewed scholarly journal published by Cambridge University Press focusing on actuarial research, risk modeling, and insurance mathematics. The journal connects theoretical developments with applications in pension design, insurance pricing, and financial risk management, attracting contributions from scholars affiliated with institutions such as University of Cambridge, London School of Economics, Imperial College London, Oxford University, and Columbia University. It is associated with professional bodies including the Institute and Faculty of Actuaries, the Society of Actuaries, and the International Actuarial Association.

History

The journal was established in 2007 following initiatives by leaders in the actuarial community from organizations such as the Institute of Actuaries (Ireland), the Royal Statistical Society, and the Casualty Actuarial Society to create a venue bridging academic research and practice. Early editorial direction drew on networks from universities including University of California, Berkeley, Stanford University, University of Pennsylvania, University of Chicago, and Princeton University, and from actuarial practitioners at firms like Willis Towers Watson, Mercer, Aon, Swiss Re, and Munich Re. Over time, special issues have been organized around events such as the International Congress of Actuaries, collaborations with the Centre for Risk Studies (Cambridge), and memorial volumes commemorating figures linked to Life Insurance Association histories and landmark panels at Royal Society meetings.

The journal's remit covers stochastic modeling, survival analysis, credibility theory, ruin theory, longevity risk, and pension funding, reflecting research traditions from departments and centers at University of Oxford, University of Warwick, London School of Hygiene & Tropical Medicine, University of Glasgow, and University of Edinburgh. It aims to publish work relevant to actuarial practice in contexts shaped by institutions such as the European Insurance and Occupational Pensions Authority, the Financial Conduct Authority, Prudential Regulation Authority, and regulatory frameworks influenced by treaties and directives like the Solvency II Directive. The Annals encourages submissions linking mathematical innovations developed at places such as École Polytechnique, ETH Zurich, Technische Universität München, University of Amsterdam, and Karlsruhe Institute of Technology with implementations at insurers including AXA, Allianz, Prudential plc, MetLife, and New York Life Insurance Company.

The editorial board has included scholars holding positions at University of Cambridge, Queen Mary University of London, University of Waterloo, McGill University, and National University of Singapore, often collaborating with guest editors from University of Tokyo, Seoul National University, University of Hong Kong, and Peking University. Published by Cambridge University Press, issues have been produced in cooperation with academic societies such as the Institute and Faculty of Actuaries, the International Association for Statistical Computing, and research networks like the Centre for Mathematical Finance and the Oxford-Man Institute. Production cycles, peer review workflows, and special issue planning interface with indexing services operated by Clarivate Analytics, Elsevier, and Scopus (Elsevier) partners, while distribution channels engage university libraries including British Library and consortia like JSTOR participants.

The journal is abstracted and indexed by major databases and services including Scopus (Elsevier), MathSciNet, Zentralblatt MATH, and citation trackers managed by Clarivate Analytics for inclusion in the Web of Science platform. Academic discovery integrates with library catalogs at institutions such as Harvard University, Yale University, University of Chicago, Massachusetts Institute of Technology, and national repositories like the British Library. Cross-referencing and citation linking leverage infrastructures by CrossRef, ORCID, and scholarly communication platforms used by authors from Stanford University, MIT, Columbia University, University of Toronto, and University of British Columbia.

Influential contributions have included work on longevity modeling and stochastic mortality by researchers from University of Cambridge, Imperial College London, and London School of Economics as well as methodological advances in catastrophe modeling linked to research groups at ETH Zurich, Cambridge Centre for Risk Studies, and University of Melbourne. The journal has published papers addressing pension de-risking strategies discussed by practitioners from Goldman Sachs, JPMorgan Chase, and BlackRock, and theoretical developments in extreme value theory emanating from collaborations with scholars at Université Paris-Saclay, Princeton University, and Columbia University. Special issues have featured memorial essays and commemorations connected to figures associated with Institute of Actuaries (Ireland), Royal Statistical Society, and outstanding awardees of prizes such as the Guy Medal and honors conferred by the International Actuarial Association.

Category:Actuarial journals