North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

From Taylor & Francis Journals
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Volume 29, issue 1, 2025

Estimating Underdiagnosis of Patients in Chronically Ill Populations pp. 1-10

Andrew Stocking, Ian Duncan and Nhan Huynh

Credibility Theory for Variance Premium Principle pp. 11-43

Yaodi Yong, Pingping Zeng and Yiying Zhang

Subsidizing Inclusive Insurance to Reduce Poverty pp. 44-73

José Miguel Flores-Contró, Kira Henshaw, Sooie-Hoe Loke, Séverine Arnold and Corina Constantinescu

Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events pp. 74-93

Pierre-Alexandre Simon, Julien Trufin and Michel Denuit

Static Risk Measures in a Frequency-Severity Framework with Systematic Risk: Application in Reinsurance pp. 94-118

Hirbod Assa

Optimal Design of Raising Retirement Age pp. 119-143

Jinggong Zhang and Xiaobai Zhu

Robust Risk Control with Reinsurance and CAT Bonds pp. 144-169

Yongwu Li and Pengyu Wei

Bequests and the Demand for Life Insurance pp. 170-198

Cassandra R. Cole and Stephen G. Fier

Estimating the Role of Uninsured in the Spread of COVID-19 via Geospatial Bayesian Models pp. 199-223

Yanxin Liu and Özgür M. Araz

A Markovian Aging Process Forecasting Model: Predicting U.S. Mortality pp. 224-245

Arman Rostami and Amin Hassan Zadeh

Volume 28, issue 4, 2024

Asset–Liability Management of Life Insurers in the Negative Interest Rate Environment pp. 695-717

Yijia Lin, Sheen Liu, Ken Seng Tan and Xun Zhang

Storm CAT Bond: Modeling and Valuation pp. 718-743

Shimeng Huang, Jinggong Zhang and Wenjun Zhu

Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration pp. 744-771

David Baños, Å. H. Sande and Carlo Sgarra

A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas pp. 772-800

Justine Power, Marie-Pier Côté and Thierry Duchesne

A Discrimination-Free Premium under a Causal Framework pp. 801-821

Carlos Andrés Araiza Iturria, Mary Hardy and Paul Marriott

Auto Insurance Pricing Using Telematics Data: Application of a Hidden Markov Model pp. 822-839

Qiao Jiang and Tianxiang Shi

Claims Reserving with a Robust Generalized Additive Model pp. 840-860

Le Chang, Guangyuan Gao and Yanlin Shi

Testing Constant Serial Dynamics in Two-Step Risk Inference for Longitudinal Actuarial Data pp. 861-881

Tsz Chai Fung, Yinhuan Li, Liang Peng and Linyi Qian

Modeling and Forecasting Subnational Mortality in the Presence of Aggregated Data pp. 882-908

Jean-François Bégin, Barbara Sanders and Xueyi Xu

Assessing Oral Health in U.S. Children and Its Impact on Disparities of Overall Health and Health Expenditures: An Application Using Two-Stage Clustering pp. 909-924

Marjorie A. Rosenberg, Seulkee Yun and Kyeonghee Kim

Discussion on “Sample Size Determination for Credibility Estimation,” by Liang Hong, Volume 26(4) pp. 925-931

Nariankadu Shyamalkumar, Siyang Tao and Tianrun Wang

Author’s Reply to Discussion on “Sample Size Determination for Credibility Estimation” pp. 932-933

Liang Hong

Volume 28, issue 3, 2024

Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores pp. 491-512

Juan Sebastian Yanez, Jean-Philippe Boucher and Mathieu Pigeon

Cause-of-Death Contributions to Declining Mortality Improvements and Life Expectancies Using Cause-Specific Scenarios pp. 513-550

Alexander M. T. L. Yiu, Torsten Kleinow and George Streftaris

Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin pp. 551-569

Chong-Rui Zhu

Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models pp. 570-592

Francesco Ungolo, Len Patrick Dominic M. Garces, Michael Sherris and Yuxin Zhou

Longevity Risk Modeling with the Consumer Price Index pp. 593-610

Qingxiao Ma and Tim J. Boonen

A Reverse ES (CVaR) Optimization Formula pp. 611-625

Yuanying Guan, Zhanyi Jiao and Ruodu Wang

Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps pp. 626-657

Shimeng Huang, Ken Seng Tan, Jinggong Zhang and Wenjun Zhu

Gender Differences in Reserving Conservatism pp. 658-677

Xin Che and Jianren Xu

Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses pp. 678-694

Daoping Yu, Vytaras Brazauskas and Ričardas Zitikis

Volume 28, issue 2, 2024

Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs pp. 261-284

Guohui Guan, Lin He, Zongxia Liang, Yang Liu and Litian Zhang

Antidiscrimination Insurance Pricing: Regulations, Fairness Criteria, and Models pp. 285-319

Xi Xin and Fei Huang

Predictability and Financial Sufficiency of Health Insurance in Colombia: An Actuarial Analysis With a Bayesian Approach pp. 320-336

Oscar Espinosa Acuña, Valeria Bejarano and Jeferson Ramos

GAMLSS for Longitudinal Multivariate Claim Count Models pp. 337-360

Roxane Turcotte and Jean-Philippe Boucher

Pricing of Joint Life Long-Term Care Insurance Based on a Multistate Markov Model pp. 361-372

Qin Shang, Xueyang Wang, Xuezhi Qin and Xiaohui Zhao

Calibrating Distribution Models from PELVE pp. 373-406

Hirbod Assa, Liyuan Lin and Ruodu Wang

Bowley Insurance with Expected Utility Maximization of the Policyholders pp. 407-425

Tim J. Boonen and Wenjun Jiang

An Asymptotic Result on Catastrophe Insurance Losses pp. 426-437

Yiqing Chen and Jiajun Liu

Event Studies for Publicly Traded Insurers: An Investigation of the Bad-Model Problem pp. 438-468

Leon Chen and Steven W. Pottier

A Unified Framework for Insurance Demand and Mortality Immunization pp. 469-490

Hua Chen, Jin Gao and Wei Zhu

Volume 28, issue 1, 2024

Flexible Weather Index Insurance Design with Penalized Splines pp. 1-26

Ken Seng Tan and Jinggong Zhang

A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products pp. 27-56

Suikai Gao, Guillaume Bagnarosa, Gareth W. Peters, Matthew Ames and Tomoko Matsui

A Deep Factor Model for Crop Yield Forecasting and Insurance Ratemaking pp. 57-72

Wenjun Zhu

Economic Representative Scenarios for Variable Annuity Dynamic Hedging of GMMB and GMDB pp. 73-103

Emmanuel Hamel, Yvonne Chueh and Donald Davendra

A Comparison of Index-Linked Annuities pp. 104-125

Thorsten Moenig and Bobby Samuelson

Alternative Predictive Models for Medicare Patient Cost pp. 126-138

Xiyue Liao, Ian Duncan and Samuel O’Neill

A Two-Part Model of the Individual Costs of Chronic Kidney Disease pp. 139-186

Brian Hartman, Courtney Larson, Christopher Kunkel, Cason Wight and Richard L. Warr

Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016 pp. 187-217

Andrés M. Villegas, Madhavi Bajekal, Steven Haberman and Luke Zhou

Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations pp. 218-235

Yanlin Shi

Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions pp. 236-260

Chudamani Poudyal, Qian Zhao and Vytaras Brazauskas