Ben Rickayzen BSc FIA

Senior Lecturer
Faculty of Actuarial Science and Statistics,
Cass Business School, City University

Teaching

Part 1 students

Financial and Investment Maths

Tutorial sheet 11

2004/5 Coursework 1: Questions

2004/5 Coursework 1: Solutions

2004/5 Coursework 3: Questions

2004/5 Coursework 4: Questions

Progress test Dec 2001: Questions

Progress test Dec 2001: Solutions

Progress test Dec 2002: Questions

Progress test Dec 2002: Solutions

Progress test Jan 2004: Questions

Progress test Jan 2004: Solutions

Numerical answers to tutorial sheets for FAIM: solutions

Summer exam papers from 1998 can be found from:

http://www.city.ac.uk/actstat/exams/indices/act.html

or look at: http://www.cass.city.ac.uk/library

Numerical answers to summer examinations for FAIM: 1995 onwards (MS Word for Windows 95 format)

Part 2 students

Financial and Investment Maths 2

2004/5 Coursework 1: Questions

2004/5 Coursework 1: Solutions

2004/5 Tutorial sheet numerical answers: Solutions

Summer exam papers and numerical answers: look under FAIM 1 above

Pre-contingencies course notes These notes contain more material than was delivered during the 4 lectures. Students are only expected to know about the material delivered during those lectures. Copyright for these notes rests with Mr Rickayzen and Dr Wright. Notes 1 and Notes 2.

Postgrad students

Subject 104

Net premium problem to be solved on 280104

Questions for assignment 1

Solutions to assignment 1

Questions for assignment 2

Solutions to assignment 2

Questions for assignment 3

Solutions to assignment 3

Mortality profit examples

Research

My research interests include

Long Term Care
Continuing Care Retirement Communities
Income Protection Insurance

Publications:

In sickness and in health? Dynamics of health and cohabitation in the United Kingdom (written with Martin Karlsson and Les Mayhew), Actuarial Research Paper no. 178, The City University, 2007.

http://www.cass.city.ac.uk/arc/reports/178ARP.pdf

An analysis of disability-linked annuities, Actuarial Research Paper no. 180, The City University, 2007.

http://www.cass.city.ac.uk/arc/reports/180ARP.pdf

Long term care financing in 4 OECD countries: fiscal burden and distributive effects (written with Martin Karlsson and Les Mayhew), Health Policy, 2007, 80, pp 107-134.

http://www.journals.elsevierhealth.com/periodicals/heap/article/PIIS0168851006000273/fulltext

Future costs for long-term care: Cost projections for long-term care for older people in the United Kingdom (written with Martin Karlsson, Les Mayhew and Robert Plumb), Health Policy, 2006, 75, pp 187-213.

http://www.journals.elsevierhealth.com/periodicals/heap/article/PIIS0168851005000679/abstract

Modern actuarial theory and practice. (written with Philip Booth, Robert Chadburn, Steven Haberman, Dewi James, Zaki Khorasanee and Robert Plumb). Chapman & Hall/CRC Press, Boca Raton (2^nd edition), 2005.

An international comparison of long term care arrangements (written with Martin Karlsson, Les Mayhew and Robert Plumb), Actuarial Research Paper no. 156, The City University, 2004.

http://www.cass.city.ac.uk/arc/reports/ARP156.pdf

Measuring process risk in income protection insurance. (written with Steven Haberman and Zoltan Butt). ASTIN Bulletin, 34 (1) 199-227, 2004.

http://www.casact.org/library/astin/vol34no1/199.pdf

A multi-state model of disability for the UK: implications for need for long term care for the elderly (written with Duncan Walsh). British Actuarial Journal, 8, II, 2002.

A sensitivity analysis of the parameters used in a PHI multiple state model. Journal of Actuarial Practice Volume 9, 2001.

http://www.absalompress.com/

Multiple state models, simulation and insurer insolvency in Giornale dell’ Instituto degli Attuari (written with Steven Haberman and Zoltan Butt), 2001.

A model for projecting the number of people who will require long-term care in the future - Parts I, II and III (written with Duncan Walsh), Actuarial Research Papers no's. 123, 124 and 125, The City University, 2000.

http://www.cass.city.ac.uk/arc/reports/123ARC.pdf

http://www.cass.city.ac.uk/arc/reports/124ARC.pdf

http://www.cass.city.ac.uk/arc/reports/125ARC.pdf