Book Lists

New Releases by Michael Harrison

Michael Harrison is the author of Quantifying the Effects of Fusiform Rust on Tree Basal Area Growth in Slash Pine Planations (1986), The Doom of the Gods (1985), Brownian Motion and Stochastic Flow Systems (1985), Drawings by Bonnard (1984), Elizabeth in Danger (1984).

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Quantifying the Effects of Fusiform Rust on Tree Basal Area Growth in Slash Pine Planations

The Doom of the Gods

The Doom of the Gods
Follows the adventures of the inhabitants of Asgord, their magic weapons and their battles with their enemies.

Brownian Motion and Stochastic Flow Systems

Drawings by Bonnard

Drawings by Bonnard
Catalogue of an exhibition held at the Nottingham Castle Museum.

Optimal Funding and Asset Allocation Rules for Defined-benefit Pension Plans

Optimal Funding and Asset Allocation Rules for Defined-benefit Pension Plans
This paper considers a world in which pension funds may default, the cost of the associated risk of default is not borne fully by the sponsoring corporation, and there are differential tax effects. The focus is on ways in which the wealth of the shareholders of a corporation sponsoring a pension plan might be increased if the Internal Revenue Service (IRS) and the Pension Benefit Guaranty Corporation (PBGC) follow simple and naive policies. Under the conditions examined, the optimal policy for pension plan funding and asset allocation is shown to be extremal in a certain sense. This suggests that the IRS and the PBGC may wish to use more complex regulatory procedures than those considered in the paper.

Martingales and the Valuation of Redundant Assets

Clarence: was He Jack the Ripper?

Clarence: was He Jack the Ripper?
Examines charges recently made in the British press of involvement of Prince Edward, grandson of Queen Victoria, in the London murders of the still unidentified Jack the Ripper.

Clarence: the Life of H. R. H. the Duke of Clarence and Avondale (1864-1892).

Quantitative and Qualitative Changes in Soil Organic Matter as Related to Residue Additions, Cropping Sequence and Management

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