The following pages link to North American Actuarial Journal (Q59397):
Displaying 50 items.
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums” (Q5027912) (← links)
- Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027913) (← links)
- Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums” (Q5027914) (← links)
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
- Multivariate Models of Equity Returns for Investment Guarantees Valuation (Q5029055) (← links)
- An Option-Based Operational Risk Management Model for Pandemics (Q5029056) (← links)
- Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market (Q5029057) (← links)
- Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
- Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities (Q5029059) (← links)
- “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5029060) (← links)
- Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas (Q5029061) (← links)
- Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)
- “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009 (Q5029066) (← links)
- Author’s Reply: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model - Discussion by David C. M. Dickson; Jae-Kyung Woo; Hans U. Gerber; Elias S. W. Shiu (Q5029067) (← links)
- A Robustification of the Chain-Ladder Method (Q5029068) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- “Pricing Annuity Guarantees Under a Regime-Switching Model”, X. Sheldon Lin, Ken Seng Tan and Hailiang Yang, July 2009 (Q5029072) (← links)
- Authors’ Reply: Pricing Annuity Guarantees Under a Regime-Switching Model - Discussion by Robert J. Elliott and Tak Kuen Siu (Q5029073) (← links)
- Life Insurance Mathematics with Random Life Tables (Q5029074) (← links)
- Robust and Efficient Fitting of Loss Models (Q5029075) (← links)
- Cash Flow Matching (Q5029076) (← links)
- “Cash Flow Matching: A Risk Management Approach”, Garud Iyengar and Alfred Ka Chun Ma, July, 2009 (Q5029077) (← links)
- Impact of Underwriting Cycles on the Solvency of an Insurance Company (Q5029078) (← links)
- “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model,” David Landriault and Gordon Willmot, Volume 13, No. 2, 2009 (Q5029079) (← links)
- The DB Underpin Hybrid Pension Plan (Q5029080) (← links)
- The Impact of Adjuster Moral Hazard on Driving Records (Q5029084) (← links)
- Assessing Consumer Fraud Risk in Insurance Claims (Q5029085) (← links)
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
- “A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States,” Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, David Epstein, Alen Ong, and Igor Balevich, Vol. 13, No. 1, 2009 (Q5029091) (← links)
- “Valuation of Discrete Dynamic Fund Protection under Lévy Processes,” Hoi Ying Wong and Ka Wai Lam, April 2009 (Q5029092) (← links)
- A Heavy-Tailed and Overdispersed Collective Risk Model (Q5043473) (← links)
- Tail Moments of Compound Distributions (Q5043474) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- Dynamic Fund Protection for Property Markets (Q5043476) (← links)
- Semiparametric Regression for Dual Population Mortality (Q5043477) (← links)
- Usage-Based Insurance—Impact on Insurers and Potential Implications for InsurTech (Q5043480) (← links)
- Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis (Q5090566) (← links)
- Analysis of Prescription Drug Utilization with Beta Regression Models (Q5090567) (← links)
- A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
- How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
- Evaluating Medical Underwriters in Life Settlements: Problem of Unreported Deaths (Q5090570) (← links)
- Determinants of Persistent High Utilizers in U.S. Adults Using Nationally Representative Data (Q5108348) (← links)
- Estimating Complete Life Tables for Populations with Limited Size: From Graduation to Equivalent Construction (Q5108349) (← links)
- Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market (Q5108350) (← links)
