North American Actuarial Journal

1997 - 2026

Current editor(s): Kathryn Baker

From Taylor & Francis Journals
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Volume 30, issue 1, 2026

Replicating and Extending Chain-Ladder via an Age–Period–Cohort Structure on the Claim Development in a Run-Off Triangle pp. 1-31

Gabriele Pittarello, Munir Hiabu and Andrés M. Villegas

Insurance Ratemaking Using a Combined Quantile Regression Machine Learning Approach pp. 32-51

Souleima Zanzouri, Manel Kacem and Lotfi Belkacem

Algorithmic Insurable Risk Portfolios pp. 52-68

Edward W. Frees, Adam Butt and Peng Shi

Transfer Learning in the Actuarial Domain: Foundations and Applications pp. 69-91

Youngsun Kim and Daniel Bauer

The Impact of COVID-19 on Mortality in 34 Countries and Economies pp. 92-129

Ou Dang, Shinichi Kamiya and Lei Zhou

Privacy Regulation and the Reputational Risk of Cyber Events pp. 130-156

Christoph Jaenicke

Modeling Multistate Health Transitions with a Most-Recent-Event Hawkes Process pp. 157-178

Jiwon Jung, Kiseop Lee and Mengyi Xu

Explainable Least Square Monte Carlo for Solvency Capital Requirement Evaluation pp. 179-202

Francesca Perla, Salvatore Scognamiglio, Andrea Spadaro and Paolo Zanetti

Creating Complete Mortality Life Tables for CARICOM: The Cases of Trinidad & Tobago and Jamaica pp. 203-226

Stokeley Smart, Brendon Bhagwandeen, Resan Pakeerah, Feyaad Khan, Andy Edwards, Alisha Estrada, Robin Antoine and Colin M. Ramsay

A Stochastic Model of Mutual Insurance under Heterogeneous Time Preferences pp. 227-245

Pengyu Wei, Wei Wei and Charles Yang

Volume 29, issue 4, 2025

Cointegration Analysis of Crop Yields and Extreme Weather Factors Using Actuaries Climate Index with Application of Bonus–Malus System pp. 791-809

Eric C. K. Cheung, Ryan H. L. Ip, Ho On Tam and Jae-Kyung Woo

Natural Disasters and Regulatory Constraints: U.S. Homeowners Insurer Market Responses pp. 810-832

Dana Telljohann, Patricia H. Born and J. Bradley Karl

On the Evolution of Data Breach Reporting Patterns and Frequency in the United States: A Cross-State Analysis pp. 833-864

Benjamin Avanzi, Xingyun Tan, Greg Taylor and Bernard Wong

Drivers of the Underwriting Cycle: Abnormal Return on Property-Liability Insurance Stock and Insurer Capacity pp. 865-886

J. Coetzee Marais, Mark J. Browne and Robert E. Hoyt

Advancing Zero-Inflated Tweedie Models and Evaluating Gradient Boosting Libraries for Auto Claims pp. 887-904

Banghee So and Min Deng

On a Bivariate Distribution with Composite Exponential-Pareto Marginals and Dependence in Low-Cost Claims pp. 905-918

Catalina Bolancé, Raluca Vernic and Adrian Bâcă

Simulations of Bivariate Archimedean Copulas from Their Nonparametric Generators for Loss Reserving under Flexible Censoring pp. 919-946

Marie Michaelides, Hélène Cossette and Mathieu Pigeon

Information Shocks and Competition in Insurance Markets: Evidence from the Great Recession pp. 947-964

Lawrence S. Powell and Boyi Zhuang

Clustering County-Level Mortality Curves in the United States pp. 965-986

Colton Syndergaard, Brian Hartman, Robert Richardson and Chris Groendyke

Health Insurance Efficiency: The Impacts of COVID-19, Market Segments, and Operational Strategies pp. 987-1008

Patrick Brockett, Derrick Fung, Pengyu Wei and Charles Yang

Volume 29, issue 3, 2025

Neural Networks for Insurance Pricing with Frequency and Severity Data: A Benchmark Study from Data Preprocessing to Technical Tariff pp. 519-562

Freek Holvoet, Katrien Antonio and Roel Henckaerts

Isotonic Regression for Variance Estimation and Its Role in Mean Estimation and Model Validation pp. 563-591

Łukasz Delong and Mario V. Wüthrich

A Proposed Condition-Based Risk Adjustment System for the Colombian Health Insurance Program pp. 592-606

Ian Duncan, Juan Diego Mejia Becerra and Tamim Ahmed

The Impact of Longevity Annuity Provision on Retirement Income Planning for Canadians—A Modified General Endogenous Grid Method pp. 607-644

Rui Zhou, Johnny Siu-Hang Li and Kenneth Q. Zhou

A Nested GLM Framework with Neural Network Encoding and Spatially Constrained Clustering in Non-Life Insurance Ratemaking pp. 645-661

Rina Wang, Haolun Shi and Jiguo Cao

Adaptation Time to Climate-Induced Extreme Events—Impact of Trend, Seasonality, and Interest Rate Stochasticity pp. 662-685

Chi Truong and Michael A. Goldstein

Multimarket Competition and Earnings Quality: Evidence from the Insurance Industry pp. 686-712

Wenyi Cai, Yijia Lin, Biyu Wu and Jifeng Yu

Optimal Liquidity and Risk Management: The Use of CAT Bonds pp. 713-738

Yongwu Li, Pengyu Wei and Jinggong Zhang

Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions pp. 739-757

Carole Bernard, Rodrigue Kazzi and Steven Vanduffel

The Refinancing Enhanced Annuity Rider (REAR): A Novel Annuity Product Design and Its Contribution to Solving the Annuity Puzzle pp. 758-790

Colin M. Ramsay, Victor I. Oguledo and Annika Krutto

Volume 29, issue 2, 2025

Improving Business Insurance Loss Models by Leveraging InsurTech Innovation pp. 247-274

Zhiyu Quan, Changyue Hu, Panyi Dong and Emiliano A. Valdez

Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behavior pp. 275-309

Ian Weng Chan, Spark C. Tseung, Andrei L. Badescu and X. Sheldon Lin

Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance pp. 310-328

Pengcheng Zhang, Zezhun Chen, George Tzougas, Enrique Calderín–Ojeda, Angelos Dassios and Xueyuan Wu

Wildfire Loss Modeling: A Flexible Semiparametric Approach pp. 329-344

Nishanthi Raveendran, Houying Zhu, Han Li and Georgy Sofronov

Spatial Cyber Loss Clusters at County Level and Socioeconomic Determinants of Cyber Risks pp. 345-389

Jaehun Cho, Martin Eling and Kwangmin Jung

NLP-Powered Repository and Search Engine for Academic Papers: A Case Study on Cyber Risk Literature with CyLit pp. 390-421

Linfeng Zhang, Changyue Hu and Zhiyu Quan

On Epidemiological and Actuarial Analyses of Health Insurance Models for Communicable Diseases pp. 422-451

Charles Iwebuke Nkeki and Emeka Henry Iroh

Reducing Medical Costs of Health Insurance: The COVID-19 Stress Testing and Portfolio Effects pp. 452-477

Yang Li, Charles C. Yang, Aaron Young and Boyi Zhuang

Uniform Distribution of Deaths, Fractional Independence, and Negative Payment-Frequency* pp. 478-493

Hans U. Gerber and Elias S. W. Shiu

Market-Consistent Valuation and Capital Assessment for Demographic Risk in Life Insurance: A Cohort Approach pp. 494-518

Gian Paolo Clemente, Francesco Della Corte, Nino Savelli and Diego Zappa

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