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North American Actuarial Journal

1997 - 2020

Current editor(s): Kathryn Baker

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

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Volume 24, issue 3, 2020

The Design of Weather Index Insurance Using Principal Component Regression and Partial Least Squares Regression: The Case of Forage Crops pp. 355-369 Downloads
Milton Boyd, Brock Porth, Lysa Porth, Ken Seng Tan, Shuo Wang and Wenjun Zhu
Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test pp. 370-392 Downloads
Martin Eling and Werner Schnell
Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model pp. 393-445 Downloads
Peter Hatzopoulos and Aliki Sagianou
The Affordability of the Individual Markets in the Affordable Care Act: Analyses of Premium Increases and Cost Reductions from an Expanded Cross-Subsidization Perspective pp. 446-462 Downloads
Charles C. Yang
Regulation Risk pp. 463-474 Downloads
Olivier Le Courtois, Jacques Lévy-Véhel and Christian Walter
Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model pp. 475-487 Downloads
Hossein Nadeb, Hamzeh Torabi and Ali Dolati
Discussion on “Manual and Automated Procedures for Compiling a Very Large Sample of Centenarian Pedigrees,” by Giacomo Nebbia, Lisa Nussbaum, Annie Helmkamp, Stacy Anderson, Thomas Perls, and Paola Sebastiani, Volume 22(4) pp. 488-490 Downloads
Kenneth W. Faig
Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1) pp. 491-494 Downloads
Hans U. Gerber and Elias S. W. Shiu

Volume 24, issue 2, 2020

Advances in Predictive Analytics pp. 165-167 Downloads
Ken Seng Tan, Chengguo Weng and Tony Wirjanto
Data Clustering with Actuarial Applications pp. 168-186 Downloads
Guojun Gan and Emiliano A. Valdez
Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities pp. 187-210 Downloads
Ou Dang, Mingbin Feng and Mary R. Hardy
Predictive Analytics and Medical Malpractice pp. 211-227 Downloads
Edward W. Frees and Lisa Gao
Drivers of Mortality Dynamics: Identifying Age/Period/Cohort Components of Historical U.S. Mortality Improvements pp. 228-250 Downloads
Johnny S.-H. Li, Rui Zhou, Yanxin Liu, George Graziani, R. Dale Hall, Jennifer Haid, Andrew Peterson and Laurence Pinzur
Pricing Flood Insurance with a Hierarchical Physics-Based Model pp. 251-274 Downloads
Mathieu Boudreault, Patrick Grenier, Mathieu Pigeon, Jean-Mathieu Potvin and Richard Turcotte
Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios pp. 275-289 Downloads
Ben Mingbin Feng, Zhenni Tan and Jiayi Zheng
Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations pp. 290-315 Downloads
Cary Chi-Liang Tsai and Adelaide Di Wu
Predictive Modeling of Threshold Life Tables pp. 316-332 Downloads
Min Ji, Mostafa Aminzadeh and Min Deng
Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather pp. 333-354 Downloads
C. Brock Porth, Lysa Porth, Wenjun Zhu, Milton Boyd, Ken Seng Tan and Kai Liu

Volume 24, issue 1, 2020

Determinants of Persistent High Utilizers in U.S. Adults Using Nationally Representative Data pp. 1-21 Downloads
Kyeonghee Kim and Marjorie A. Rosenberg
Estimating Complete Life Tables for Populations with Limited Size: From Graduation to Equivalent Construction pp. 22-35 Downloads
Nan Li
Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market pp. 36-56 Downloads
Jiahua Xu
Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) pp. 57-99 Downloads
Colin M. Ramsay and Victor I. Oguledo
Valuation of Large Variable Annuity Portfolios with Rank Order Kriging pp. 100-117 Downloads
Guojun Gan and Emiliano A. Valdez
Hedging Mortality/Longevity Risks for Multiple Years pp. 118-140 Downloads
Tzuling Lin and Cary Chi-Liang Tsai
Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? pp. 141-152 Downloads
Montserrat Guillen, Jens Perch Nielsen, Ana M. Pérez-Marín and Valandis Elpidorou
Text Mining Methods Applied to Insurance Company Customer Calls: A Case Study pp. 153-163 Downloads
Xiyue Liao, Guoqiang Chen, Ben Ku, Rahul Narula and Janet Duncan

Volume 23, issue 4, 2019

Improving Risk Sharing and Borrower Incentives in Mortgage Design pp. 485-511 Downloads
Yuchen Mei, Phelim Boyle and Johnny Siu-Hang Li
Agricultural Insurance Ratemaking: Development of a New Premium Principle pp. 512-534 Downloads
Wenjun Zhu, Ken Seng Tan and Lysa Porth
Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes pp. 535-550 Downloads
Azar Ghahari, Nathaniel K. Newlands, Vyacheslav Lyubchich and Yulia R. Gel
A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance pp. 551-572 Downloads
Lysa Porth, Ken Seng Tan and Wenjun Zhu
An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression pp. 573-590 Downloads
Fabio Baione and Davide Biancalana
Long-Term Implications of the Revenue Transfer Methodology in the Affordable Care Act pp. 591-597 Downloads
Ishan Muzumdar and Donald Richards
Life-Cycle Planning with Ambiguous Economics and Mortality Risks pp. 598-625 Downloads
Yang Shen and Jianxi Su
Efficiency Analysis of Health Insurers’ Scale of Operations and Group Affiliation with a Perspective Toward Health Insurers’ Mergers and Acquisitions Effects pp. 626-645 Downloads
Linda L. Golden and Charles C. Yang

Volume 23, issue 3, 2019

Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2) pp. 321-321 Downloads
François Dufresne
Minimum Death Rates and Maximum Life Expectancy: The Role of Concordant Ages pp. 322-334 Downloads
Vladimir Canudas-Romo, Heather Booth and Marie-Pier Bergeron-Boucher
Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts pp. 335-363 Downloads
Qing Liu, Chen Ling and Liang Peng
Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision pp. 364-385 Downloads
Zhiyi Shen, Yukun Liu and Chengguo Weng
Diabetes Payer-Addressable Burden: An Actuarial Analysis pp. 386-394 Downloads
Whitney Schwark Pratt, Zhenxiang Zhao, Beth Mitchell, Kevin Ashpole and Karl J. Gregor
Experience-Rating Mechanisms in Auto Insurance: Implications for High-Risk, Low-Risk, and Novice Drivers pp. 395-411 Downloads
K. P. Sapna Isotupa, Mary Kelly and Anne Kleffner
The Impact of Spatial Interpolation Techniques on Spatial Basis Risk for Weather Insurance: An Application to Forage Crops pp. 412-433 Downloads
Milton Boyd, Brock Porth, Lysa Porth and Daniel Turenne
Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables pp. 434-446 Downloads
Jose M. Pavía, Francisco G. Morillas and Juan Carlos Bosch-Rodríguez
Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation pp. 447-468 Downloads
Peter A. Forsyth, Kenneth R. Vetzal and Graham Westmacott
Time Series Data Mining with an Application to the Measurement of Underwriting Cycles pp. 469-484 Downloads
Iqbal Owadally, Feng Zhou, Rasaq Otunba, Jessica Lin and Douglas Wright

Volume 23, issue 2, 2019

It’s About Time: An Examination of Loss Reserve Development Time Horizons pp. 143-168 Downloads
Michael M. Barth, Evan M. Eastman and David L. Eckles
Regression Tree Credibility Model pp. 169-196 Downloads
Liqun Diao and Chengguo Weng
Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data pp. 197-219 Downloads
Mengyi Xu, Michael Sherris and Ramona Meyricke
Cybersecurity Insurance: Modeling and Pricing pp. 220-249 Downloads
Maochao Xu and Lei Hua
An Ex Post Assessment of Investor Response to Catastrophes pp. 250-275 Downloads
Marc A. Ragin and Jianren Xu
Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions pp. 276-297 Downloads
Florian Klein and Hato Schmeiser
Improving the Forecast of Longevity by Combining Models pp. 298-319 Downloads
Giovanna Apicella, Michel Dacorogna, Emilia Di Lorenzo and Marilena Sibillo

Volume 23, issue 1, 2019

Remarks on the Mossin Theorem pp. 1-10 Downloads
Liang Hong
Stochastic Payments per Claim Incurred pp. 11-26 Downloads
Guangyuan Gao, Shengwang Meng and Yanlin Shi
Statistical Implications of the Revenue Transfer Methodology in the Affordable Care Act pp. 27-32 Downloads
Michelle Li and Donald Richards
Robust Actuarial Risk Analysis pp. 33-63 Downloads
Jose Blanchet, Henry Lam, Qihe Tang and Zhongyi Yuan
Predictive Modeling of Obesity Prevalence for the U.S. Population pp. 64-81 Downloads
Palma Daawin, Seonjin Kim and Tatjana Miljkovic
Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach pp. 82-97 Downloads
Joseph H. T. Kim, Jiwook Jang and Chaehyun Pyun
A General Semi-Markov Model for Coupled Lifetimes pp. 98-119 Downloads
Min Ji and Rui Zhou
Optimal Control of DC Pension Plan Management under Two Incentive Schemes pp. 120-141 Downloads
Lin He, Zongxia Liang, Yang Liu and Ming Ma
Page updated 2020-10-30