The following pages link to North American Actuarial Journal (Q59397):
Displaying 50 items.
- A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data (Q4987110) (← links)
- A Synthesis Mortality Model for the Elderly (Q4987111) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
- Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach (Q4987115) (← links)
- An Investigation into Inequalities in Adult Lifespan (Q4987116) (← links)
- Rising Inequality in Life Expectancy by Socioeconomic Status (Q4987119) (← links)
- Pareto Tail Index Estimation Revisited (Q5018702) (← links)
- The Problem with Current Accounting (Q5018704) (← links)
- Lognormal Mixed Models for Reported Claims Reserves (Q5018705) (← links)
- Credibility for Severity Revisited (Q5018708) (← links)
- Toward a Unified Approach to Fitting Loss Models (Q5018709) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
- “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 (Q5018711) (← links)
- Authors’ Reply: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model,” Andrew C. Y. Ng and Hailiang Yang, April 2005 - Discussion by David C. M. Dickson, Steve Drekic, David A. Stanf (Q5018712) (← links)
- Financial Pricing Models for Property-Casualty Insurance Products (Q5018714) (← links)
- Forecasting Runoff Triangles (Q5018715) (← links)
- Capital Allocation In Insurance (Q5018716) (← links)
- Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
- On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)
- Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (Q5018719) (← links)
- “Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest”, Jun Cai, Hans U. Gerber and Hailiang Yang, April 2006 (Q5018720) (← links)
- Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu (Q5018721) (← links)
- On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
- “On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006 (Q5018723) (← links)
- Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang (Q5018724) (← links)
- “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005 (Q5018725) (← links)
- Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu (Q5018726) (← links)
- “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006 (Q5018727) (← links)
- McNeil, Alexander J., Frey, Rüdiger, and Embrechts, Paul, 2005,<i>Quantitative Risk Management</i> (Q5018728) (← links)
- Claims Reserving When There Are Negative Values in the Runoff Triangle (Q5018729) (← links)
- On The Merger Of Two Companies (Q5018730) (← links)
- “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 (Q5018731) (← links)
- Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou (Q5018732) (← links)
- Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk (Q5018733) (← links)
- Validation Of Long-Term Equity return Models For Equity-Linked Guarantees (Q5018735) (← links)
- Modeling Disability in Long-Term Care Insurance (Q5018736) (← links)
- Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity (Q5018738) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740) (← links)
- An Extreme Value Analysis Of Advanced Age Mortality Data (Q5018742) (← links)
- Development and Pricing of a New Participating Contract (Q5018744) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
- “On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006 (Q5018746) (← links)
- Compound Poisson Model with Covariates (Q5018747) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750) (← links)
- “Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006 (Q5018752) (← links)
- James C. Hickman (Q5019710) (← links)
