In 2001, I attended a number of meetings of the Institute of Actuaries Fair Values Working Party to cover for one of the PwC partners. I ended up drafting chapters 6 and 7 in the resulting paper but, not being an official member of the working party, was not listed among the authors on the front page.
Between 2003 and 2006, I had three technical articles published in The Actuary magazine:
• “And what exactly is a stochastic discount factor?” An article that explained the use of deflators.
• An article cowritten with Anthony Coughlan on control variate technique.
• An article cowritten with Viktor Knava on the use of proxy models to avoid the issue of nested stochastic projections.
Towards the end of 2006 I wrote an article in The Actuary that attempted to persuade more actuaries to sit the exam for the Certificate in Practical Financial Economics. It didn’t have the desired effect and the plug was pulled on the CPFE the following year.
I’d been thinking for some time of writing an article on the Duckworth Lewis method for deciding the result of rain-affected one-day cricket matches. But I didn’t want to just make it another technical article: I needed some kind of twist to make it different. Eventually I hit upon the idea of writing an article that explained Duckworth Lewis without mentioning cricket. The result was “Doctor Who and the pension projections”. It was published in The Actuary at some point in 2007 and repeated in December 2012.
At about the same time, the editorial team of The Actuary asked me to interview the legendary Andrew Smith. The resulting article, “Dare to be different” was also published in December 2012.
My blog post on using the weighting methodology for ICC cricket ratings within the calibration of internal models was extended to include some experimental calculations and published in the January/February 2020 issue of The Actuary.
I occasionally publish articles on LinkedIn. These also appear in my blog.