The following pages link to North American Actuarial Journal (Q59397):
Displaying 50 items.
- Risk Classification for Claim Counts (Q5019771) (← links)
- “A Risk Model with Multilayer Dividend Strategy,” Hansjörg Albrecher and Jürgen Hartinger, April 2007 (Q5019772) (← links)
- Authors’ Reply: A Risk Model with Multilayer Dividend Strategy - Discussion by Cheung; Ramin Okhrati (Q5019773) (← links)
- “On the Class of Erlang Mixtures with Risk Theoretic Applications,” Gordon E. Willmot and Jae-Kyung Woo, April 2007 (Q5019774) (← links)
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah (Q5019775) (← links)
- “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007 (Q5019776) (← links)
- “Pension Plan Valuation and Mortality Projection: A Case Study with Mortality Data,” Hélène Cossette, Antoine Delwarde, Michel Denuit, Frédérick Guillot, and Étienne Marceau, April 2007 (Q5019777) (← links)
- Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis (Q5019778) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- Pricing a Heterogeneous Portfolio Based on a Demand Function (Q5022524) (← links)
- Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← links)
- “Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007 (Q5022526) (← links)
- “Markov Aging Process and Phase-Type Law of Mortality,” X. Sheldon Lin and Xiaoming Liu, October 2007 (Q5022527) (← links)
- “Trajectories of Morbidity, Disability, and Mortality among the U.S. Elderly Population: Evidence from the 1984-1999 NLTCS,” Eric Stallard, July 2007 (Q5022529) (← links)
- Threshold Life Tables and Their Applications (Q5022530) (← links)
- Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
- Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution (Q5022532) (← links)
- Ruin Minimization for Insurers with Borrowing Constraints (Q5022533) (← links)
- Prediction Error of the Multivariate Chain Ladder Reserving Method (Q5022534) (← links)
- On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals (Q5022535) (← links)
- “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren April 2008 (Q5022536) (← 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 (Q5022537) (← links)
- “Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007 (Q5022538) (← links)
- Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006 (Q5022539) (← links)
- <i>Optimization Methods in Finance</i>Gerard Cornuejols and Reha Tütüncü (Q5022540) (← links)
- Market Price of Insurance Risk Implied by Catastrophe Derivatives (Q5022541) (← links)
- Efficient Post-Retirement Asset Allocation (Q5022542) (← links)
- A Simple Model of Insurance Market Dynamics (Q5022543) (← links)
- Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models (Q5022544) (← links)
- Intergenerational Transfers and Insurance Policy Design (Q5022545) (← links)
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion (Q5022547) (← links)
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008 (Q5022548) (← links)
- Author’s Reply: The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model - Discussion by Shuanming Li, July 2007 (Q5022549) (← links)
- Author’s Reply: On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals - Discussion by Professor Elias Shiu, April 2008 (Q5022550) (← links)
- Securitization of Longevity Risk in Reverse Mortgages (Q5022551) (← links)
- Minimizing the Probability of Lifetime Ruin under Random Consumption (Q5022552) (← links)
- Simulation of Compound Hierarchical Models in R (Q5022554) (← links)
- The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
- “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5022556) (← links)
- Minimizing the Probability of Ruin When Consumption is Ratcheted (Q5022557) (← links)
- “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008 (Q5022558) (← links)
- Valid Model-Free Prediction of Future Insurance Claims (Q5027903) (← links)
- Modeling Malicious Hacking Data Breach Risks (Q5027904) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
- Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
- Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
- The Economics of a Secondary Market for Variable Annuities (Q5027910) (← links)
