The following pages link to North American Actuarial Journal (Q59397):
Displaying 50 items.
- Pricing Critical Illness Insurance from Prevalence Rates: Gompertz versus Weibull (Q4567949) (← links)
- Estimation of Crop Yields and Insurance Premiums Using a Shrinkage Estimator (Q4567953) (← links)
- Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach (Q4567956) (← links)
- The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
- Claims Reserving with a Stochastic Vector Projection (Q4567958) (← links)
- Regression Modeling for the Valuation of Large Variable Annuity Portfolios (Q4567959) (← links)
- Bonus-Malus Systems with Two-Component Mixture Models Arising from Different Parametric Families (Q4567960) (← links)
- Coherent Modeling and Forecasting of Mortality Patterns for Subpopulations Using Multiway Analysis of Compositions: An Application to Canadian Provinces and Territories (Q4567963) (← links)
- A Hidden Markov Approach to Disability Insurance (Q4567964) (← links)
- Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
- Application of Relational Models in Mortality Immunization (Q4633994) (← links)
- The Liability Regime of Insurance Pools and Its Impact on Pricing (Q4633995) (← links)
- Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
- The Utility Value of Longevity Risk Pooling: Analytic Insights (Q4633997) (← links)
- Manual and Automated Procedures for Compiling a Very Large Sample of Centenarian Pedigrees (Q4634002) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- The Annuity Puzzle and an Outline of Its Solution (Q4634005) (← links)
- Physiological Age, Health Costs, and Their Interrelation (Q4689966) (← links)
- Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
- Solvency II Is Not Risk-Based—Could It Be? Evidence from Non-Life Calibrations (Q4689969) (← links)
- CEO Overconfidence and Earnings Management: Evidence from Property-Liability Insurers' Loss Reserves (Q4689972) (← links)
- Delta Boosting Machine with Application to General Insurance (Q4689973) (← links)
- Exploring the Optimal Design of an Employer-Sponsored Sickness-Disability Compensation Insurance Plan When Sickness Presenteeism Is Penalized (Q4689974) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)
- Mortality Modeling of Skin Cancer Patients with Actuarial Applications (Q4987078) (← links)
- Size-Biased Risk Measures of Compound Sums (Q4987079) (← links)
- Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP (Q4987080) (← links)
- Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance (Q4987082) (← links)
- The Mathematical Mechanism of Biological Aging (Q4987084) (← links)
- A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty (Q4987085) (← links)
- Longevity Risk and Capital Markets: The 2016–2017 Update (Q4987086) (← links)
- Longevity Risk and Capital Markets: The 2017–2018 Update (Q4987087) (← links)
- Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092) (← links)
- Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools (Q4987093) (← links)
- Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk (Q4987095) (← links)
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
- Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
- Optimal Portfolio Choice in Retirement With Participating Life Annuities (Q4987099) (← links)
- Flexible and Affordable Methods of Paying for Long-Term Care Insurance (Q4987100) (← links)
- On the Structure and Classification of Mortality Models (Q4987101) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- Improving HMD Mortality Estimates with HFD Fertility Data (Q4987103) (← links)
- An Efficient Method for Mitigating Longevity Value-at-Risk (Q4987104) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter? (Q4987106) (← links)
- An Analysis of Period and Cohort Mortality Shocks in International Data (Q4987107) (← links)
- Using Graduation to Modify the Estimation of Lee–Carter Model for Small Populations (Q4987109) (← links)
