The following pages link to North American Actuarial Journal (Q59397):
Displaying 50 items.
- From John Beekman, ASA, Ball State University (Q5019711) (← links)
- The Impact of DC Pension Systems on Population Dynamics (Q5019712) (← links)
- The Lee-Carter Model for Forecasting Mortality, Revisited (Q5019713) (← links)
- Adult Polycystic Kidney Disease and Insurance (Q5019714) (← links)
- An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets (Q5019715) (← links)
- Stochastic Life Annuities (Q5019716) (← links)
- “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006 (Q5019717) (← links)
- Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung (Q5019718) (← links)
- “Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value,” By Michael Sherris And John van der Hoek, April 2006 (Q5019719) (← links)
- Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser (Q5019720) (← links)
- Remembering Jim Hickman (Q5019721) (← links)
- Pension Plan Valuation and Mortality Projection (Q5019723) (← links)
- Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances (Q5019725) (← links)
- A Risk Model with Multilayer Dividend Strategy (Q5019726) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- On Approximating the Individual Risk Model (Q5019729) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← links)
- “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007 (Q5019731) (← links)
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters (Q5019732) (← links)
- On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest (Q5019733) (← links)
- ”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007 (Q5019734) (← links)
- Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko (Q5019735) (← links)
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
- ”The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion“, Yi Lu and Cary Chi-Liang Tsai, April 2007 (Q5019737) (← links)
- Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko (Q5019738) (← links)
- “On the Expected Discounted Penalty Function for L´vy Risk Processes,” José Garrido and Manuel Morales, October 2006 (Q5019739) (← links)
- “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006 (Q5019740) (← links)
- Authors’ Reply: On the Merger of Two Companies - Discussion by Hansjörg Albrecher; Stefan Thonhauser (Q5019741) (← links)
- Natural Hedging of Life and Annuity Mortality Risks (Q5019742) (← links)
- Trajectories of Morbidity, Disability, and Mortality among the U.S. Elderly Population (Q5019743) (← links)
- Predictive Modeling with Longitudinal Data (Q5019745) (← links)
- A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error (Q5019746) (← links)
- Normalized Exponential Tilting (Q5019747) (← links)
- Determining the Optimum Guarantee Period for a One-Life Retirement Annuity (Q5019749) (← links)
- Using Aumann-Shapley Values to Allocate Insurance Risk (Q5019750) (← links)
- The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
- “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007 (Q5019752) (← links)
- Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed (Q5019753) (← links)
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (Q5019754) (← links)
- “Stochastic Annuities,” Daniel Dufresne, January 2007 (Q5019755) (← links)
- “The Impact of DC Pension Systems on Population Dynamics,” Bonnie-Jeanne MacDonald and Andrew J. G. Cairns, January 2007 (Q5019757) (← links)
- Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati (Q5019758) (← links)
- “An Extreme Value Analysis of Advanced Age Mortality Data,” Kathryn A. Watts, Debbie J. Dupuis, and Bruce L. Jones, October 2006 (Q5019759) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007 (Q5019761) (← links)
- Asset Allocation with Hedge Funds on the Menu (Q5019763) (← links)
- Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models (Q5019764) (← links)
- A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface (Q5019766) (← links)
- An Empirical Examination of Jump Risk in U.S. Equity And Bond Markets (Q5019769) (← links)
- Markov Aging Process and Phase-Type Law of Mortality (Q5019770) (← links)
