North American Actuarial Journal

1997 - 2025

Current editor(s): Kathryn Baker

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Volume 27, issue 4, 2023

Payer-Addressable Burden of Crohn’s Disease in Members Treated with Biologics in the United States: Actuarial Analysis Findings from RAINBOW pp. 619-629

Sabyasachi Ghosh, Ian Smith, James Davidson, Tao Fan, Ninfa Candela, Cynthia Tsang, Troy Koch and Jason Fehr

Are Internal Capital Markets Ex Post Efficient? pp. 630-655

James M. Carson, Evan M. Eastman, David L. Eckles and Joshua D. Frederick

Why Changes in PBGC and FDIC Premiums Should Not Fully Reflect Changes in Underlying Risk (With Some Application to Long-Term Private Insurance Contracts) pp. 656-674

David McCarthy

Conformal Prediction Credibility Intervals pp. 675-688

Liang Hong

Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases? pp. 689-709

Sahadeb Upretee and Vytaras Brazauskas

A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling pp. 710-730

Martin Bladt

The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures pp. 731-750

Bettina Grün and Tatjana Miljkovic

Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble pp. 751-770

Liqun Diao, Yechao Meng, Chengguo Weng and Tony Wirjanto

Valuing Lifetime Withdrawal Guarantees in RILAs pp. 771-786

Thorsten Moenig and Chenxin Xu

Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers pp. 787-805

Gee Y. Lee

Volume 27, issue 3, 2023

The Economic Impact of Extreme Cyber Risk Scenarios pp. 429-443

Martin Eling, Mauro Elvedi and Greg Falco

Ensemble Economic Scenario Generators: Unity Makes Strength pp. 444-471

Jean-François Bégin

Extrapolating Long-Run Yield Curves: An Innovative and Consistent Approach pp. 472-492

Thiago Pedra Signorelli, Carlos Heitor Campani and César da Rocha Neves

Medicare Advantage, Medical Loss Ratio, Service Efficiency, and Efficiently Positive Health Outcomes pp. 493-507

Patrick Brockett, Linda Golden, Pengyu Wei and Charles Yang

Does Public Health Insurance Expansion Influence Medical Liability Insurance Prices? The Case of the ACA’s Optional Medicaid Expansion pp. 508-529

Jingshu Luo and Martin F. Grace

A Model Stacking Approach for Forecasting Mortality pp. 530-545

Jackie Li

Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums pp. 546-559

Atefeh Kanani Dizaji and Amir T. Payandeh Najafabadi

Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture pp. 560-578

Pengcheng Zhang, Enrique Calderín-Ojeda, Shuanming Li and Xueyuan Wu

Non-Life Insurance Risk Classification Using Categorical Embedding pp. 579-601

Peng Shi and Kun Shi

An Empirical Assessment of Regulatory Lag in Insurance Rate Filings pp. 602-617

Patricia Born, J. Bradley Karl and Robert Klein

Volume 27, issue 2, 2023

In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance pp. 209-210

Patrick L. Brockett

Bivariate Mixed Poisson Regression Models with Varying Dispersion pp. 211-241

George Tzougas and Alice Pignatelli di Cerchiara

Shared Savings Model Risk in the MSSP Program pp. 242-252

Ian Duncan, Andrew Mackenzie, Elise Bonfiglio, Thomas Wrigley and Xiyue Liao

Smoothed Quantiles for Measuring Discrete Risks pp. 253-277

Vytaras Brazauskas and Ponmalar Ratnam

Optimal Portfolio Choice with Health-Contingent Income Products: The Value of Life Care Annuities pp. 278-302

Shang Wu, Hazel Bateman and Ralph Stevens

Pay-As-You-Drive Insurance: Modeling and Implications pp. 303-321

Jiang Cheng, Frank Y. Feng and Xudong Zeng

Products and Strategies for the Decumulation of Wealth during Retirement: Insights from the Literature pp. 322-340

Maximilian Bär and Nadine Gatzert

Price Subsidies and the Demand for Automobile Insurance pp. 341-354

Boheng Su and Sharon Tennyson

Estimating Spillover Effects in Property and Casualty Insurance Consumption pp. 355-379

Douglas Bujakowski and Shinichi Kamiya

A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio pp. 380-395

Fabio Baione, Davide Biancalana and Paolo De Angelis

Mixture Composite Regression Models with Multi-type Feature Selection pp. 396-428

Tsz Chai Fung, George Tzougas and Mario V. Wüthrich

Volume 27, issue 1, 2023

Society of Actuaries and North American Actuarial Journal Announce New Editor pp. 1-1

The Editors

The Discriminating (Pricing) Actuary pp. 2-24

Edward W. (Jed) Frees and Fei Huang

Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers pp. 25-46

Cuixia Chen, Yijia Lin and Ming Zhou

Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness pp. 47-73

Andrew Hunt and Andrés M. Villegas

Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds pp. 74-95

Tzuling Lin, Cary Chi-Liang Tsai and Hung-Wen Cheng

Doubly Enhanced Medicaid Partnership Annuities (DEMPANs): A New Tool for Providing Long Term Care to Retired U.S. Seniors in the Medicaid Penumbra pp. 96-120

Colin M. Ramsay and Victor I. Oguledo

Multiemployer Defined Benefit Pension Plans: Employer Withdrawals and Financial Vulnerability pp. 121-147

Tianxiang Shi and Xuesong You

A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts pp. 148-165

Mario Marino, Susanna Levantesi and Andrea Nigri

On a Risk Model With Dual Seasonalities pp. 166-184

Yang Miao, Kristina P. Sendova and Bruce L. Jones

On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies pp. 185-205

Gaurav Khemka, David Pitt and Jinhui Zhang

Discussion on “The Discriminating (Pricing) Actuary,” by Edward W. (Jed) Frees and Fei Huang pp. 206-207

R. Guy Thomas

Volume 26, issue 4, 2022

Sample Size Determination for Credibility Estimation pp. 485-495

Liang Hong

Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models pp. 496-520

Tsz Chai Fung, Andrei L. Badescu and X. Sheldon Lin

Discounting the Discounted Projection Approach pp. 521-536

Dean Buckner and Kevin Dowd

Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in N-Agent and Mean-Field Games pp. 537-569

Guohui Guan and Xiang Hu

How Much Telematics Information Do Insurers Need for Claim Classification? pp. 570-590

Francis Duval, Jean-Philippe Boucher and Mathieu Pigeon

Age-Coherent Mortality Modeling and Forecasting Using a Constrained Sparse Vector-Autoregressive Model pp. 591-609

Le Chang and Yanlin Shi

Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models pp. 610-625

G. P. Clemente, N. Savelli, G. A. Spedicato and D. Zappa

A Nonproportional Premium Rating Method for Construction Risks pp. 626-645

Daniel Abramson

Volume 26, issue 3, 2022

A Heavy-Tailed and Overdispersed Collective Risk Model pp. 323-335

Pamela M. Chiroque-Solano and Fernando Antônio da S. Moura

Tail Moments of Compound Distributions pp. 336-350

Jiandong Ren

Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk pp. 351-382

Yichun Chi, Zuo Quan Xu and Sheng Chao Zhuang

Dynamic Fund Protection for Property Markets pp. 383-402

Tak Kuen Siu, Ha Nguyen and Ning Wang

Semiparametric Regression for Dual Population Mortality pp. 403-427

Gary Venter and Şule Şahin

Usage-Based Insurance—Impact on Insurers and Potential Implications for InsurTech pp. 428-455

Xin Che, Andre Liebenberg and Jianren Xu

Using Clusters Based on Social Determinants to Identify the Top 5% Utilizers of Health Care pp. 456-469

Marjorie Rosenberg and Fanghao Zhong

Using Machine Learning to Better Model Long-Term Care Insurance Claims pp. 470-483

Jared Cummings and Brian Hartman

Volume 26, issue 2, 2022

Short- and Long-Term Dynamics of Cause-Specific Mortality Rates Using Cointegration Analysis pp. 161-183

Séverine Arnold and Viktoriya Glushko

Alcohol and Mortality: An Actuarial Issue pp. 184-204

Sam Gutterman

Analysis of Prescription Drug Utilization with Beta Regression Models pp. 205-226

Guojun Gan and Emiliano A. Valdez

A Stochastic Control Approach to Defined Contribution Plan Decumulation: “The Nastiest, Hardest Problem in Finance” pp. 227-251

Peter A. Forsyth

On Voluntary Terminations of Life Insurance: Differentiating Surrender Propensity From Lapse Propensity Across Product Types pp. 252-282

Yawen Hwang, Linus Fang-Shu Chan and Chenghsien Jason Tsai

How Much Is Optimal Reinsurance Degraded by Error? pp. 283-297

Yinzhi Wang and Erik Bølviken

Evaluating Medical Underwriters in Life Settlements: Problem of Unreported Deaths pp. 298-322

Hong Beng Lim and Nariankadu D. Shyamalkumar

Volume 26, issue 1, 2022

A Systematic Review and Qualitative Assessment of Fraud Detection Methodologies in Health Care pp. 1-26

Jing Ai, Jennifer Russomanno, Skyla Guigou and Rachel Allan

Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach pp. 27-42

Carolyn W. Chang, Jack S. K. Chang and Min-Teh Yu

Joint Extremes in Temperature and Mortality: A Bivariate POT Approach pp. 43-63

Han Li and Qihe Tang

Worst-Case Valuation of Equity-Linked Products Using Risk-Minimizing Strategies pp. 64-81

Patrice Gaillardetz and Emmanuel Osei Mireku

Do Jumps Matter in the Long Term? A Tale of Two Horizons pp. 82-101

Jean-François Bégin and Mathieu Boudreault

Backcasting Mortality in England and Wales, 1600–1840 pp. 102-122

Di Wang and Wai-Sum Chan

On a Family of Log-Gamma-Generated Archimedean Copulas pp. 123-142

Yaming Yang and Shuanming Li

Collaborative Insurance with Stop-Loss Protection and Team Partitioning pp. 143-160

Michel Denuit and Christian Y. Robert